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Volatilità e persistenza delle fluttuazioni : un'analisi di lungo periodo di alcune serie individuali di produzione in Italia, 1890 - 1985

Gallegati, Marco - In: Giornale degli economisti e annali di economia 53 (1995) 1, pp. 81-99

Persistent link: https://www.econbiz.de/10001185055

Volatility and persistence of fluctuations : individual production series in Italy, 1890 - 1985

Gallegati, Marco - In: Applied economics 27 (1995) 8, pp. 677-688

Persistent link: https://www.econbiz.de/10001186634

Herding, trend chasing and market volatility

Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - 2013

Persistent link: https://www.econbiz.de/10010213177

Herding, trend chasing and market volatility

Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373

Persistent link: https://www.econbiz.de/10010486646

Herding, Trend Chasing and Market Volatility

Di Guilmi, Corrado - 2014

We introduce a heterogeneous agent asset pricing model in continuous-time to show that trend chasing, switching and herding all contribute to market volatility in price and return and volatility clustering, but their impact are different. On the one hand, the fluctuations of market price and...

Persistent link: https://www.econbiz.de/10013058172

Mean field effects and interaction cycles in financial markets

Leombruni, R.; Palistrini, A.; Gallegati, Mauro - In: Heterogenous agents, interactions and economic performance, (pp. 259-275). 2003

Persistent link: https://www.econbiz.de/10001750268

Financial fragility and scaling distributions in the laboratory

Devetag, Giovanna; Gaffeo, Edoardo; Gallegati, Mauro; … - In: The complex networks of economic interactions : essays …, (pp. 61-76). 2005

Persistent link: https://www.econbiz.de/10003253888

Bond vs stock market's Q : testing for stability across frequencies and over time

Gallegati, Marco; Ramsey, James B. - In: Journal of empirical finance 24 (2013), pp. 138-150

Persistent link: https://www.econbiz.de/10010371984

Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

Bank interlinkages and macroeconomic stability

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: International review of economics & finance : IREF 34 (2014), pp. 72-88

Persistent link: https://www.econbiz.de/10010532706