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Details about Luca Arciero

Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Luca Arciero.

Last updated 2017-04-19. Update your information in the RePEc Author Service.

Short-id: par227


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Working Papers

2017

  1. Stress-Testing of liquidity risk in TARGET2
    Occasional Paper Series, European Central Bank Downloads

2014

  1. How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads

2013

  1. How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (45)
    See also Journal Article in International Journal of Central Banking (2016)

2008

  1. Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    See also Journal Article in Journal of Artificial Societies and Social Simulation (2009)

Journal Articles

2016

  1. How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data
    International Journal of Central Banking, 2016, 12, (1), 247-280 Downloads View citations (10)
    See also Working Paper (2013)

2012

  1. Evaluating the impact of shock in the supply of overnight unsecured money market funds on the TARGET2-Banca d'Italia functioning: a simulation approach
    Rivista Bancaria - Minerva Bancaria, 2012, (2-3) Downloads

2009

  1. Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG
    Journal of Artificial Societies and Social Simulation, 2009, 12, (1), 2 Downloads View citations (5)
    See also Working Paper (2008)

2007

  1. L'andamento infragiornaliero dei pagamenti nel sistema di regolamento lordo BI-REL
    Banca Impresa Società, 2007, (3), 429-450 Downloads
 
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