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 (14)

2008

3. 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 Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG, Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation (2009) View citations (11) (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 (50)

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 (11)
   See also Working Paper Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG, Temi di discussione (Economic working papers) (2008) View citations (2) (2008)

2007

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