Leonardo Bargigli

University of Florence - Department of Economics and Management

via delle Pandette 32

Florence, Florence 50127

Italy

  • University of Florence - Department of Economics and Management

SCHOLARLY PAPERS

5

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155

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17

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8

Scholarly Papers (5)

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1.

The Multiplex Structure of Interbank Networks

Number of pages: 41 Posted: 12 Nov 2013 Last Revised: 16 Jan 2014
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, Fabrizio Lillo and Federico Pierobon
University of Florence - Department of Economics and Management, Bank of Italy, Bank of Italy, Università di Bologna and European Central Bank
Downloads 97 (409,684)
Citation 24

Abstract:

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interbank market, network theory, systemic risk

2.

Statistical Equilibrium Models for Sparse Economic Networks

Number of pages: 22 Posted: 09 Mar 2013 Last Revised: 27 Sep 2013
Leonardo Bargigli
University of Florence - Department of Economics and Management
Downloads 39 (643,581)
Citation 1

Abstract:

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networks

3.

Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data

Dipartimento di Scienze per l’Economia e l’Impresa Working Paper N. 04/2020
Number of pages: 39 Posted: 29 Apr 2020
Leonardo Bargigli and Giulio Cifarelli
University of Florence - Department of Economics and Management and DISEI University of Florence
Downloads 19 (783,473)

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Heterogeneous beliefs, market making, foreign exchange market, SVAR-GARCH, high frequency data

4.

Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model

Posted: 10 Jan 2016 Last Revised: 20 May 2019
Leonardo Bargigli, Luca Riccetti, Alberto Russo and Mauro Gallegati
University of Florence - Department of Economics and Management, Università degli Studi di Macerata, Università Politecnica delle Marche, Ancona - Department of Management and Polytechnic University of Marche - Faculty of Economics

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agent based models, credit networks, financial fragility, metamodel, calibration

5.

Network Analysis and Calibration of the 'Leveraged Network-Based Financial Accelerator'

Posted: 12 Oct 2012 Last Revised: 20 May 2019
Leonardo Bargigli, Mauro Gallegati, Luca Riccetti and Alberto Russo
University of Florence - Department of Economics and Management, Polytechnic University of Marche - Faculty of Economics, Università degli Studi di Macerata and Università Politecnica delle Marche, Ancona - Department of Management

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network, bankruptcy cascades, calibration, leverage