Details about Giovanni di Iasio

Access statistics for papers by Giovanni di Iasio.

Last updated 2022-09-30. Update your information in the RePEc Author Service.

Short-id: pdi375

Working Papers

2022

1. A model of system-wide stress simulation: market-based finance and the Covid-19 event
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   Also in Working Paper Series, European Central Bank (2022)
2. Macroprudential regulation of investment funds
   Working Paper Series, European Central Bank View citations (4)

2021

3. Market failures in market-based finance
   Working Paper Series, European Central Bank View citations (2)

2019

4. Macroprudential stress test of the euro area banking system
   Occasional Paper Series, European Central Bank View citations (24)

2017

5. Crises in the modern financial ecosystem
   ESRB Working Paper Series, European Systemic Risk Board

2015

6. Interbank markets and multiplex networks: centrality measures and statistical null models
   Papers, arXiv.org View citations (2)

2013

7. Capital and Contagion in Financial Networks
   MPRA Paper, University Library of Munich, Germany View citations (16)
   See also Chapter Capital and contagion in financial networks, IFC Bulletins chapters, Bank for International Settlements (2015) View citations (2) (2015)
8. The Multiplex Structure of Interbank Networks
   Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa View citations (59)
   Also in Papers, arXiv.org (2013) View citations (31)
   See also Journal Article The multiplex structure of interbank networks, Quantitative Finance, Taylor & Francis Journals (2015) View citations (129) (2015)

Journal Articles

2015

1. Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk'
   Quantitative Finance, 2015, 15, (4), 587-588
2. The multiplex structure of interbank networks
   Quantitative Finance, 2015, 15, (4), 673-691 View citations (129)
   See also Working Paper The Multiplex Structure of Interbank Networks, Working Papers - Economics (2013) View citations (59) (2013)

2013

3. Incentives and financial crises: Microfounded macroprudential regulation
   Journal of Financial Intermediation, 2013, 22, (4), 627-638 View citations (4)

Chapters

2015

1. Capital and contagion in financial networks
   A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 View citations (2)
   See also Working Paper Capital and Contagion in Financial Networks, University Library of Munich, Germany (2013) View citations (16) (2013)