11
H index
12
i10 index
601
Citations
Luca Riccetti : Citation Profile
Università degli Studi di Macerata (99% share) | RESEARCH PRODUCTION: 28 Articles 21 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Riccetti. | Is cited by:
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Main data
Where Luca Riccetti has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Interaction and Coordination | 5 |
| Journal of Economic Behavior & Organization | 2 |
| Journal of Behavioral and Experimental Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 7 |
| Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali | 6 |
| Post-Print / HAL | 2 |
| Working Papers / Economics Department, Universitat Jaume I, Castell�n (Spain) | 2 |
Recent works citing Luca Riccetti (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Emergent poverty traps and inequality at multiple levels impedes social mobility. (2024). Roy, Debraj ; Dupont, Charles. In: Papers. RePEc:arx:papers:2412.17822. Full description at Econpapers || Download paper |
| 2024 | Missing the Impact in Impact Investing Research – A Systematic Review and Critical Reflection of the Literature. (2024). Schtzlein, Lena ; Hahn, Rdiger ; Waldner, Carolin ; Schltter, Deike. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2694-2718. Full description at Econpapers || Download paper |
| 2024 | Industrial Policy in Times of Market Power. (2024). Turco, Enrico Maria ; Terranova, Roberta ; Gatti, Domenico Delli. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11544. Full description at Econpapers || Download paper |
| 2024 | Monetary policy rules and the inequality-augmented Phillips curve. (2024). Rolim, Lilian ; Carvalho, Laura ; Lang, Dany. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001366. Full description at Econpapers || Download paper |
| 2024 | Digital economy, risk attitudes, and entrepreneurial decision-making in urban and rural households in China. (2024). Xiong, Wei ; Jiang, Mengzhen ; Liu, Yingying. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005866. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
| 2024 | Towards data and analytics driven B2B-banking for green finance: A cross-selling use case study. (2024). Chang, Victor ; Xu, Qianwen Ariel ; Vijayakumar, P ; Hahm, Nattareya ; Liu, Ling. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s004016252400338x. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model. (2024). Raberto, Marco ; Pettena, Mattia. In: CELPE Discussion Papers. RePEc:sal:celpdp:0171. Full description at Econpapers || Download paper |
| 2024 | Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2024). Guerini, Mattia ; Ciambezi, Leonardo ; Roventini, Andrea ; Napoletano, Mauro. In: LEM Papers Series. RePEc:ssa:lemwps:2024/15. Full description at Econpapers || Download paper |
| 2024 | Cascading bankruptcies under simultaneous sectorial shocks: Theory and application to the Tunisian banking sector. (2024). NABI, Mahmoud ; Fersi, Sami. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1696-1706. Full description at Econpapers || Download paper |
Works by Luca Riccetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Minimum Tracking Error Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2011 | Leveraged Network-Based Financial Accelerator In: Working Papers. [Full Text][Citation analysis] | paper | 94 |
| 2013 | Leveraged network-based financial accelerator.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
| 2022 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2018 | FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 25 |
| 2020 | Risk aversion, prudence and temperance: It is a matter of gap between moments In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Financial and non-financial risk attitudes: What does it matter? In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Financialisation and crisis in an agent based macroeconomic model In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
| 2013 | Financialisation and Crisis in an Agent Based Macroeconomomic Model.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2022 | On the consistency of the individual behavior when facing higher-order risk attitudes In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | Clusters of social impact firms: A complex network approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2022 | Clusters of social impact firms. A complex network approach..(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Monetary policy and large crises in a financial accelerator agent-based model In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 24 |
| 2016 | Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | Monetary policy and large crises in a financial accelerator agent-based model.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2014 | Network analysis and calibration of the “leveraged network-based financial accelerator” In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 12 |
| 2016 | Stock market dynamics, leveraged network-based financial accelerator and monetary policy In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 41 |
| 2020 | Network calibration and metamodeling of a financial accelerator agent based model.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2019 | Macro Asset Allocation with Social Impact Investments In: Sustainability. [Full Text][Citation analysis] | article | 8 |
| 2022 | A note on the role of social impact investments in minimum variance portfolios In: Post-Print. [Citation analysis] | paper | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2012 | Using tracking error volatility to check active management and fee level of investment funds In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 1 |
| 2024 | New transmission channels of ECBs unconventional monetary policies In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments In: International Journal of Microsimulation. [Full Text][Citation analysis] | article | 1 |
| 2020 | Firm-bank credit network, business cycle and macroprudential policy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Firm-bank credit networks, business cycle and macroprudential policy.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Firm–bank credit network, business cycle and macroprudential policy.(2022) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | The financial network channel of monetary policy transmission: An agent-based model In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | The financial network channel of monetary policy transmission: an agent-based model.(2023) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Systemic risk measurement: bucketing global systemically important banks In: Annals of Finance. [Full Text][Citation analysis] | article | 5 |
| 2022 | Diffusion delay centrality: decelerating diffusion processes across networks In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 1 |
| 2014 | Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011 In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
| 2012 | An Agent Based Decentralized Matching Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 151 |
| 2015 | An agent based decentralized matching macroeconomic model.(2015) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | article | |
| 2013 | Financial Regulation in an Agent Based Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
| 2013 | Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2013 | A copula–GARCH model for macro asset allocation of a portfolio with commodities In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
| 2017 | The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 0 |
| 2024 | Simulating the industrial revolution: a history-friendly model In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2016 | Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 113 |
| 2013 | Unemployment benefits and financial factors in an agent-based macroeconomic model In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team