6
H index
5
i10 index
447
Citations
Università Commerciale Luigi Bocconi | 6 H index 5 i10 index 447 Citations RESEARCH PRODUCTION: 26 Articles 10 Papers 1 Chapters RESEARCH ACTIVITY: 16 years (2004 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pga343 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giampaolo Gabbi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BANCARIA | 5 |
The European Journal of Finance | 3 |
Banca Impresa Società | 2 |
Journal of Economic Dynamics and Control | 2 |
Journal of Financial Regulation and Compliance | 2 |
Journal of Financial Management, Markets and Institutions | 2 |
PLOS ONE | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941. Full description at Econpapers || Download paper |
2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | A financial frontier model with bankers susceptibility under uncertainty. (2023). , Hans. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:1:p:94-118. Full description at Econpapers || Download paper |
2023 | Economic preferences for risk-taking and financing costs. (2023). Tsoumas, Chris ; Iosifidi, Maria ; Hasan, Iftekhar ; Delis, Manthos D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300072x. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
2023 | Banks funding costs: Do ESG factors really matter?. (2023). Giacomini, Emanuela ; Agnese, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006146. Full description at Econpapers || Download paper |
2023 | The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833. Full description at Econpapers || Download paper |
2023 | Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25. Full description at Econpapers || Download paper |
2023 | Efficiency-stability trade-off in financial systems: A multi-objective optimization approach. (2023). Silva, Thiago ; Alexandre, Michel ; Michalak, Krzysztof ; Rodrigues, Francisco A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007689. Full description at Econpapers || Download paper |
2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper |
2023 | Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427. Full description at Econpapers || Download paper |
2023 | A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018. (2023). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:418-432. Full description at Econpapers || Download paper |
2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
2023 | Transform MCMC schemes for sampling intractable factor copula models. (2023). Targino, Rodrigo ; Gobet, Emmanuel ; Benezet, Cyril. In: Post-Print. RePEc:hal:journl:hal-03334526. Full description at Econpapers || Download paper |
2023 | Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy. (2023). Sengupta, Rajeswari ; Vardhan, Harsh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2023-001. Full description at Econpapers || Download paper |
2024 | Inequality in economic shock exposures across the global firm-level supply network. (2024). Diem, Christian ; Reisch, Tobias ; Chakraborty, Abhijit ; Thurner, Stefan ; Astudillo-Estevez, Pablo. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w. Full description at Econpapers || Download paper |
2023 | Transform MCMC Schemes for Sampling Intractable Factor Copula Models. (2023). Targino, Rodrigo ; Gobet, Emmanuel ; Benezet, Cyril. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09983-4. Full description at Econpapers || Download paper |
2023 | Dynamic hedging for the real option management of hydropower production with exchange rate risks. (2023). Nersten, Sveinung ; Lohndorf, Nils ; Fleten, Stein-Erik ; Dimoski, Joakim. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:2:d:10.1007_s00291-023-00709-z. Full description at Econpapers || Download paper |
2023 | Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059. Full description at Econpapers || Download paper |
2023 | Methodology for regional industrial complex management: Architecture of an agent-based model. (2023). Sirotin, Dmitry V ; Korovin, Grigory B ; Shorikov, Andrey F. In: Upravlenets. RePEc:url:upravl:v:14:y:2023:i:6:p:63-76. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Reduction of systemic risk by means of Pigouvian taxation In: Papers. [Full Text][Citation analysis] | paper | 6 |
2015 | Reduction of Systemic Risk by Means of Pigouvian Taxation.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2015 | Interactions between financial and environmental networks in OECD countries In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Interactions between Financial and Environmental Networks in OECD Countries.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2014 | The impact of Solvency 2 on Insurance business: evolution or revolution? In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2012 | Risk management and its stakeholders In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2014 | The impact of Solvency 2 on organization and It in the insurance industry In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2014 | Good news, bad news: a proposal to measure banks’ reputation using Twitter In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2019 | Modelling credit risk with soft facts for micro firms and Smes In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2013 | Risk Management for Italian Non€ Financial Firms: Currency and Interest Rate Exposure In: European Financial Management. [Full Text][Citation analysis] | article | 12 |
2016 | Rating Trajectories and Credit Risk Migration: Evidence for SMEs In: DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali. [Full Text][Citation analysis] | paper | 0 |
2008 | A network analysis of the Italian overnight money market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 298 |
2015 | Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 29 |
2010 | Hedging with futures: Efficacy of GARCH correlation models to European electricity markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2015 | Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | The transmission channels between the financial and the real sectors in Italy and the crisis In: Chapters. [Full Text][Citation analysis] | chapter | 3 |
2011 | Firm size and compliance costs asymmetries in the investment services In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
2013 | Managing compliance risk after MiFID In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2013 | The Italian Financial System In: FESSUD studies. [Full Text][Citation analysis] | paper | 0 |
2014 | Financialisation and Economic and Financial Crises: The Case of Italy In: FESSUD studies. [Full Text][Citation analysis] | paper | 3 |
2014 | Implications of financialisation for sustainability In: Working papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion In: Working papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Financial Regulation in Italy In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Credit Risk Migration and Economic Cycles In: Risks. [Full Text][Citation analysis] | article | 3 |
2019 | Energy and Environmental Flows: Do Most Financialised Countries within the Mediterranean Area Export Unsustainability? In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2017 | Editors Note In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] | article | 0 |
2004 | Definizione, misurazione e gestione del rischio reputazionale degli intermediari bancari In: Banca Impresa Società . [Full Text][Citation analysis] | article | 4 |
2010 | Banking reputation bridging risk management and strategic decisions In: Banca Impresa Società . [Full Text][Citation analysis] | article | 0 |
2010 | Compliance Function in Banks, Investment and Insurance Companies after MiFID In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 0 |
2014 | Breaking up the Bank: Alternative Proposals to Separate Banking Activities. A Critical Analysis In: Rivista di Politica Economica. [Citation analysis] | article | 0 |
2006 | CART analysis of qualitative variables to improve credit rating processes In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 4 |
2014 | Financial systems in financial crisis — An analysis of banking systems in the EU In: Intereconomics: Review of European Economic Policy. [Full Text][Citation analysis] | article | 2 |
2020 | Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 5 |
2005 | Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads In: The European Journal of Finance. [Full Text][Citation analysis] | article | 36 |
2005 | Semi-correlations as a tool for geographical and sector asset allocation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Asset correlations and bank capital adequacy In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
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