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Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’

  • Autori: di Iasio, G.; Gallegati, M.; Lillo, F.; Mantegna, R.
  • Anno di pubblicazione: 2015
  • Tipologia: Articolo in rivista (Articolo in rivista)
  • Parole Chiave: Finance; Economics, Econometrics and Finance (all)2001 Economics, Econometrics and Finance (miscellaneous)
  • OA Link:


This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages and follow different approaches, from agent-based modelling to empirical investigation of large and sometimes confidential data. The special issue collects some of the contributions presented at the international workshop‘Interlinkages and systemic risk ’ , which took place in Ancona (Italy) on 4 – 5 July 2013. The workshop, organized within the research project‘. New tools in the credit network modeling with agents ’ heterogeneity ’ funded by the Institute for New Economic Thinking, was attended by a balanced mix of scholars from academia and economists from central banks and regulatory authorities.