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Details about Gabriele Tedeschi

E-mail:
Homepage:http://utenti.dises.univpm.it/tedeschi/
Workplace:Laboratori d'Economia Experimental (LEE), Universitat Jaume I (Jaume I University), (more information at EDIRC)
Departament d'Economia (Economics Department), Universitat Jaume I (Jaume I University), (more information at EDIRC)

Access statistics for papers by Gabriele Tedeschi.

Last updated 2018-12-06. Update your information in the RePEc Author Service.

Short-id: pte200


Jump to Journal Articles

Working Papers

2016

  1. Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads
    See also Journal Article in Quantitative Finance (2017)
  2. From bond yield to macroeconomic instability: The effect of negative interest rates
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads
  3. How banks’ strategies influence financial cycles: An approach to identifying micro behavior
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (1)

2015

  1. From banks' strategies to financial (in)stability
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2015) Downloads

    See also Journal Article in International Review of Economics & Finance (2017)

2014

  1. A calibration procedure for analyzing stock price dynamics in an agent-based framework
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  2. Bank's strategies during the financial crisis
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads View citations (1)

2012

  1. Markets connectivity and financial contagion
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (17)
    See also Journal Article in Journal of Economic Interaction and Coordination (2015)
  2. Systemic risk on different interbank network topologies
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (59)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2011

  1. The impact of classes of innovators on Technology, Financial Fragility and Economic Growth
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (9)
    See also Journal Article in Industrial and Corporate Change (2013)

2010

  1. Herding effects in order driven markets: The rise and fall of gurus
    Working Papers, Department of Economics, City University London Downloads View citations (3)
    See also Journal Article in Journal of Economic Behavior & Organization (2012)

2009

  1. Differences in selling mechanisms, differences in prices: the case of the Boulogne s/mer fish market
    Working Papers ERMES, ERMES, University Paris 2 Downloads

Journal Articles

2017

  1. Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
    Quantitative Finance, 2017, 17, (8), 1257-1275 Downloads
    See also Working Paper (2016)
  2. From banks' strategies to financial (in)stability
    International Review of Economics & Finance, 2017, 47, (C), 255-272 Downloads View citations (3)
    See also Working Paper (2015)
  3. From bond yield to macroeconomic instability: A parsimonious affine model
    European Journal of Operational Research, 2017, 262, (3), 1116-1135 Downloads View citations (2)

2015

  1. A calibration procedure for analyzing stock price dynamics in an agent-based framework
    Journal of Economic Dynamics and Control, 2015, 60, (C), 1-25 Downloads View citations (39)
    See also Working Paper (2014)
  2. Markets connectivity and financial contagion
    Journal of Economic Interaction and Coordination, 2015, 10, (2), 287-304 Downloads View citations (9)
    See also Working Paper (2012)

2014

  1. Bank interlinkages and macroeconomic stability
    International Review of Economics & Finance, 2014, 34, (C), 72-88 Downloads View citations (15)
  2. Interaction in agent-based economics: A survey on the network approach
    Physica A: Statistical Mechanics and its Applications, 2014, 399, (C), 1-15 Downloads View citations (8)
  3. The dynamic of innovation networks: a switching model on technological change
    Journal of Evolutionary Economics, 2014, 24, (4), 817-834 Downloads View citations (7)

2013

  1. Major trends in agent-based economics
    Journal of Economic Interaction and Coordination, 2013, 8, (2), 211-217 Downloads View citations (3)
  2. The impact of classes of innovators on technology, financial fragility, and economic growth
    Industrial and Corporate Change, 2013, 22, (4), 1069-1091 Downloads View citations (7)
    See also Working Paper (2011)

2012

  1. An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market
    Journal of Artificial Societies and Social Simulation, 2012, 15, (2), 3 Downloads View citations (3)
  2. Herding effects in order driven markets: The rise and fall of gurus
    Journal of Economic Behavior & Organization, 2012, 81, (1), 82-96 Downloads View citations (33)
    See also Working Paper (2010)
  3. Lost in transactions: The case of the Boulogne s/mer fish market
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1400-1407 Downloads View citations (5)
  4. Systemic risk on different interbank network topologies
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (18), 4331-4341 Downloads View citations (32)
    See also Working Paper (2012)
  5. The Boulogne fish market: the social structure and the role of loyalty
    Applied Economics Letters, 2012, 19, (11), 1075-1079 Downloads View citations (1)

2009

  1. The role of communication and imitation in limit order markets
    The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 71, (4), 489-497 Downloads View citations (18)
 
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