Details about Simone Giansante

Access statistics for papers by Simone Giansante.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: pgi115

Working Papers

2019

1. Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)

2016

2. Peer-Group Detection of Banks and Resilience to Distress
   Working Papers, IMT School for Advanced Studies Lucca

2010

3. Emergence of networks in large value payment systems (LVPSs)
   Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena View citations (15)
4. Liquidity costs and tiering in large-value payment systems
   Bank of England working papers, Bank of England View citations (10)
5. Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks
   Working Papers, COMISEF View citations (48)

Journal Articles

2017

1. Central clearing: reaping the benefits, controlling the risks
   Financial Stability Review, 2017, (21), 111-126

2012

2. Interbank lending and the spread of bank failures: A network model of systemic risk
   Journal of Economic Behavior & Organization, 2012, 83, (3), 583-608 View citations (83)
3. Structural contagion and vulnerability to unexpected liquidity shortfalls
   Journal of Economic Behavior & Organization, 2012, 83, (3), 558-569 View citations (10)
4. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
   Journal of Economic Behavior & Organization, 2012, 83, (3), 627-646 View citations (151)

2007

5. Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2085-2107 View citations (16)