Systemic risk on different interbank network topologies S Lenzu, G Tedeschi Physica A: Statistical Mechanics and its Applications 391 (18), 4331-4341, 2012 | 214 | 2012 |
Herding effects in order driven markets: The rise and fall of gurus G Tedeschi, G Iori, M Gallegati Journal of Economic Behavior & Organization 81 (1), 82-96, 2012 | 136 | 2012 |
Bankruptcy cascades in interbank markets G Tedeschi, A Mazloumian, M Gallegati, D Helbing PloS one 7 (12), e52749, 2012 | 96 | 2012 |
A calibration procedure for analyzing stock price dynamics in an agent-based framework MC Recchioni, G Tedeschi, M Gallegati Journal of Economic Dynamics and Control 60, 1-25, 2015 | 93 | 2015 |
Markets connectivity and financial contagion R Grilli, G Tedeschi, M Gallegati Journal of Economic Interaction and Coordination 10, 287-304, 2015 | 76 | 2015 |
Bank interlinkages and macroeconomic stability R Grilli, G Tedeschi, M Gallegati International Review of Economics & Finance 34, 72-88, 2014 | 57 | 2014 |
The role of communication and imitation in limit order markets G Tedeschi, G Iori, M Gallegati The European Physical Journal B 71, 489-497, 2009 | 57 | 2009 |
Interaction in agent-based economics: A survey on the network approach L Bargigli, G Tedeschi Physica A: Statistical Mechanics and its Applications 399, 1-15, 2014 | 47 | 2014 |
From banks' strategies to financial (in) stability S Berardi, G Tedeschi International Review of Economics & Finance 47, 255-272, 2017 | 46 | 2017 |
The dynamic of innovation networks: a switching model on technological change G Tedeschi, S Vitali, M Gallegati Journal of Evolutionary Economics 24, 817-834, 2014 | 32 | 2014 |
The impact of classes of innovators on technology, financial fragility, and economic growth S Vitali, G Tedeschi, M Gallegati Industrial and Corporate Change; doi:10.1093/icc/dtt024, 1-23, 2013 | 28 | 2013 |
Bitcoin: Bubble that bursts or Gold that glitters? R Caferra, G Tedeschi, A Morone Economics Letters 205, 109942, 2021 | 27 | 2021 |
Major trends in agent-based economics L Bargigli, G Tedeschi Journal of Economic Interaction and Coordination 8, 211-217, 2013 | 22 | 2013 |
An agent based model of switching: the case of Boulogne s/mer fish market S Mignot, G Tedeschi, A Vignes Journal of Artificial Societies and Social Simulation 15 (2), 189-229, 2012 | 22 | 2012 |
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model MC Recchioni, Y Sun, G Tedeschi Quantitative finance 17 (8), 1257-1275, 2017 | 20 | 2017 |
Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks R Grilli, G Tedeschi, M Gallegati Journal of Economic Dynamics and Control 114, 103863, 2020 | 17 | 2020 |
From bond yield to macroeconomic instability: A parsimonious affine model MC Recchioni, G Tedeschi European Journal of Operational Research 262 (3), 1116-1135, 2017 | 16 | 2017 |
Lost in transactions: The case of the Boulogne s/mer fish market G Tedeschi, M Gallegati, S Mignot, A Vignes Physica A: Statistical Mechanics and its Applications 391 (4), 1400-1407, 2012 | 13 | 2012 |
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications MC Recchioni, G Iori, G Tedeschi, MS Ouellette European Journal of Operational Research 293 (1), 336-360, 2021 | 12 | 2021 |
A networked economy: A survey on the effect of interaction in credit markets R Grilli, G Iori, N Stamboglis, G Tedeschi Introduction to agent-based economics, 229-252, 2017 | 12 | 2017 |