Gabriele Tedeschi

Università Politecnica delle Marche - Faculty of Economics

Piazzale Martelli, 8

60121 Ancona

Italy

Jaume I University - Department of Economics

Campus del Riu Sec.

E-12071 Castellon

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

523

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Scholarly Papers (6)

1.

From Bond Yield to Macroeconomic Instability: The Effect of Negative Interest Rates

Number of pages: 42 Posted: 02 May 2016
Maria Cristina Recchioni and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management and Università Politecnica delle Marche - Faculty of Economics
Downloads 140 (206,894)

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Stochastic volatility model, Kolmogorov backward equation, maximum likelihood function, government bond yield forecasting

2.

A Calibration Procedure for Analyzing Stock Price Dynamics in an Agent-Based Framework

Number of pages: 41 Posted: 28 Sep 2013 Last Revised: 07 Jul 2014
Maria Cristina Recchioni, Gabriele Tedeschi and Mauro Gallegati
Università Politecnica delle Marche - Department of Management, Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Faculty of Economics
Downloads 134 (214,407)
Citation 2

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Calibration, Validation, Forecasting, Agent-based models, Asset pricing, Heterogeneous beliefs

3.

The Dynamic of Innovation Networks: A Switching Model on Technological Change

Number of pages: 23 Posted: 13 Oct 2012
Mauro Gallegati, Gabriele Tedeschi and Stefania Vitali
Università Politecnica delle Marche - Faculty of Economics, Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Faculty of Economics
Downloads 119 (234,759)
Citation 1

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Innovation Network, Preferential Attachment, Fiscal Policy

4.

From Banks' Strategies to Financial (In)Stability

Number of pages: 23 Posted: 04 Aug 2015
Simone Berardi and Gabriele Tedeschi
Jaume I University and Università Politecnica delle Marche - Faculty of Economics
Downloads 72 (324,550)
Citation 1

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Interbank market, dynamic network, fitness model, network resilience, bank strategy

5.

Bankruptcy Cascades in Interbank Markets

Tedeschi G, Mazloumian A, Gallegati M, Helbing D (2012) Bankruptcy Cascades in Interbank Markets. PLoS ONE 7(12): e52749. doi:10.1371/journal.pone.0052749
Number of pages: 10 Posted: 05 May 2014
Gabriele Tedeschi, Amin Mazloumian, Mauro Gallegati and Dirk Helbing
Università Politecnica delle Marche - Faculty of Economics, ETH Zürich, Università Politecnica delle Marche - Faculty of Economics and ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)
Downloads 30 (467,995)

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credit network, bankruptcy, cascade effect, interbank market

6.

How Banks' Strategies Infuence Financial Cycles: An Approach to Identifying Micro Behavior

Number of pages: 30 Posted: 07 Sep 2017
Gabriele Tedeschi, Maria Cristina Recchioni and Simone Berardi
Università Politecnica delle Marche - Faculty of Economics, Università Politecnica delle Marche - Department of Management and Jaume I University
Downloads 28 (477,887)

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