Sfoglia per Autore
The topology of cross-border exposures: Beyond the minimal spanning tree approach
2012-01-01 Spelta, Alessandro; Araújo, Tanya
Structural changes in cross-border liabilities: A multidimensional approach
2014-01-01 Araújo, Tanya; Spelta, Alessandro
Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs
2015-01-01 Agliari, Anna; Pecora, Nicolò; Spelta, Alessandro
Shareholding relationships and financial crisis: A network analysis
2015-01-01 Pecora, Nicolò; Spelta, Alessandro
Shareholding relationships in the Euro Area banking market: A network perspective
2015-01-01 Pecora, Nicolò; Spelta, Alessandro
Graphical network models for international financial flows
2016-01-01 Giudici, PAOLO STEFANO; Spelta, Alessandro
Financial market predictability with tensor decomposition and links forecast
2017-01-01 Spelta, A
Inflation Targeting, Recursive Inattentiveness, and Heterogeneous Beliefs
2017-01-01 Agliari, Anna; Massaro, Domenico; Pecora, Nicolò; Spelta, Alessandro
A multi-way analysis of international bilateral claims
2017-01-01 Pecora, Nicolò; Spelta, Alessandro
MONETARY FEEDBACK RULES AND EQUILIBRIUM DETERMINACY IN PURE EXCHANGE OVERLAPPING GENERATIONS MODELS
2017-01-01 Naimzada, Ahmad; Pecora, Nicolò; Spelta, Alessandro
Managing monetary policy in a New Keynesian model with many beliefs types
2017-01-01 Pecora, Nicolò; Spelta, Alessandro
Correction: Discovering SIFIs in interbank communities (PLoS ONE (2016) 11:12 (e0167781) DOI: 10.1371/journal.pone.0167781)
2017-01-01 Pecora, N.; Rovira Kaltwasser, P.; Spelta, A.
Stock prices prediction via tensor decomposition and links forecast
2017-01-01 Spelta, Alessandro
Investment communities: Behavioral attitudes and economic dynamics
2018-01-01 Spelta, Alessandro; Flori, Andrea; Pammolli, Fabio
Boom and Burst in Housing Market with Heterogeneous Agents
2018-01-01 Spelta, Alessandro; Pecora, Nicolo
Identifying systemically important financial institutions: a network approach
2019-01-01 Rovira Kaltwasser, Pablo; Spelta, Alessandro
Long-term correlations in short, non-stationary time series: An application to international R&D collaborations
2019-01-01 Righetto, Lorenzo; Spelta, Alessandro; Rabosio, Emanuele; Pammolli, Fabio
Identifying Systemically Important Banks: A temporal approach for macroprudential policies
2019-01-01 Spelta, A.; Pecora, N.; Rovira Kaltwasser, P.
Measuring contagion risk in international banking
2019-01-01 Avdjiev, S.; Giudici, P.; Spelta, A.
Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms
2019-01-01 Giudici, Paolo; Hadji-Misheva, Branka; Spelta, Alessandro
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