luca arciero : Citation Profile

Are you luca arciero?

Banca d'Italia

4

H index

4

i10 index

188

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 18
   Journals where luca arciero has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/par227
   Updated: 2023-08-19    RAS profile: 2017-04-19    
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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 arciero.

Is cited by:

Bräuning, Falk (25)

Abbassi, Puriya (18)

Peydro, Jose-Luis (16)

Fecht, Falko (16)

Lelyveld, Iman (11)

Jokivuolle, Esa (10)

León, Carlos (10)

Gabrieli, Silvia (10)

Paulick, Jan (8)

Rainone, Edoardo (8)

Salakhova, Dilyara (7)

Cites to:

Hoerova, Marie (8)

Heider, Florian (8)

Holthausen, Cornelia (4)

Guazzarotti, Giovanni (3)

Monticini, Andrea (3)

Heijmans, Ronald (3)

Akram, Qaisar (3)

Mallucci, Enrico (3)

armantier, olivier (3)

Christophersen, Casper (3)

Hendry, Scott (3)

Main data

Where luca arciero has published?

Recent works citing luca arciero (2022 and 2021)

YearTitle of citing document
2022.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2021Estimating Policy Functions in Payments Systems Using Reinforcement Learning. (2021). Rivadeneyra, Francisco ; Garratt, Rodney ; Du, Han ; Desai, Ajit ; Castro, Pablo S. In: Staff Working Papers. RePEc:bca:bocawp:21-7.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151.

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2021Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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2021The new normal during normal times - liquidity regulation and conventional monetary policy. (2021). Wrampelmeyer, Jan ; van Lelyveld, Iman ; Bonner, Clemens ; Kroon, Sinziana. In: DNB Working Papers. RePEc:dnb:dnbwpp:703.

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2022Cross-border interbank liquidity, crises, and monetary policy. (2022). Peydro, Jose-Luis ; Fecht, Falko ; Brauning, Falk ; Abbassi, Puriya. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000897.

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2021Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system. (2021). Heijmans, Ronald ; Sabetti, Leonard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000119.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751.

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2021Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market. (2021). Viren, Matti ; Jokivuolle, Esa ; Tolo, Eero. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:1:d:10.1007_s10693-021-00351-2.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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2021No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Discussion Paper. RePEc:tiu:tiucen:57477131-2199-46bf-a2f1-5833269cfc42.

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2021No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Other publications TiSEM. RePEc:tiu:tiutis:57477131-2199-46bf-a2f1-5833269cfc42.

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Works by luca arciero:

YearTitleTypeCited
2014How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper58
2008Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper10
2009Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG.(2009) In: Journal of Artificial Societies and Social Simulation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2013How to measure the unsecured money market? The Eurosystems implementation and validation using TARGET2 data In: Working Papers.
[Full Text][Citation analysis]		paper73
2017Stress-Testing of liquidity risk in TARGET2 In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
2016How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data In: International Journal of Central Banking.
[Full Text][Citation analysis]		article47
2007Landamento infragiornaliero dei pagamenti nel sistema di regolamento lordo BI-REL In: Banca Impresa Società.
[Full Text][Citation analysis]		article0
2012Evaluating the impact of shock in the supply of overnight unsecured money market funds on the TARGET2-Banca dItalia functioning: a simulation approach In: Rivista Bancaria - Minerva Bancaria.
[Full Text][Citation analysis]		article0

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