Details about Luca Arciero

Access statistics for papers by Luca Arciero.

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

Short-id: par227

Working Papers

2017

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

2014

2. 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 View citations (5)

2013

3. How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (64)
   See also Journal Article in International Journal of Central Banking (2016)

2008

4. 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 View citations (2)
   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 View citations (44)
   See also Working Paper (2013)

2012

2. 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)

2009

3. 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 View citations (10)
   See also Working Paper (2008)

2007

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