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An analysis of the Japanese credit network

De Masi, Giulia; Fujiwara, Yoshi; Gallegati, Mauro; … - In: Evolutionary and institutional economics review 7 (2011) 2, pp. 209-232

Persistent link: https://www.econbiz.de/10009161998

Stochastic and deterministic fluctuations in a non-linear model with equity rationing

Gallegati, Mauro - In: Giornale degli economisti e annali di economia 51 (1993) 1, pp. 97-108

Persistent link: https://www.econbiz.de/10001148051

Liaisons Dangereuses : Increasing Connectivity, Risk Sharing, and Systemic Risk

Battiston, Stefano - 2010

We characterize the evolution over time of a network of credit relations among financial agents as a system of coupled stochastic processes. Each process describes the dynamics of individual financial robustness, while the coupling results from a network of liabilities among agents. The average...

Persistent link: https://www.econbiz.de/10013149415

Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - 2009

Persistent link: https://www.econbiz.de/10003925085

Business flutucations and bankruptcy avalanches in an evolving network economy

Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, … - In: Journal of economic interaction and coordination : JEIC 4 (2009) 2, pp. 195-212

Persistent link: https://www.econbiz.de/10003891822

Heterogeneous interacting agent models for understanding monetary economies

Stiglitz, Joseph E.; Gallegati, Mauro - In: Eastern economic journal 37 (2011) 1, pp. 6-12

Persistent link: https://www.econbiz.de/10009234680

The financial accelerator in an evolving credit network

Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, … - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1627-1650

Persistent link: https://www.econbiz.de/10009125844

The asymmetric effect of diffusion processes : risk sharing and contagion

Gallegati, Mauro; Greenwald, Bruce C. N.; Richiardi, Matteo - In: Global economy journal : GEJ 8 (2008) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10009491546

Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1121-1141

Persistent link: https://www.econbiz.de/10009634277

Default cascades : when does risk diversification increase stability?

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of financial stability 8 (2012) 3, pp. 138-149

Persistent link: https://www.econbiz.de/10009655818