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
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Journal Articles
Working Papers
2017
- Stress-Testing of liquidity risk in TARGET2
Occasional Paper Series, European Central Bank
2014
- 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
- 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
- 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
- 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
- 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
- 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
- L'andamento infragiornaliero dei pagamenti nel sistema di regolamento lordo BI-REL
Banca Impresa Società, 2007, (3), 429-450