Volume 15, Issue 1

Search all Journal of Economic Interaction and Coordination articles

January 2020

Taming Financial Systemic Risk: Models and Early Warning Indicators

Issue Editors:

Gabriele Tedeschi,
Fabio Caccioli,
Maria Cristina Recchioni

11 articles in this issue

Taming financial systemic risk: models, instruments and early warning indicators
Gabriele Tedeschi
Fabio Caccioli
Maria Cristina Recchioni
Editorial 30 December 2019 Pages: 1 - 7
Systemic financial risk indicators and securitised assets: an agent-based framework
Andrea Mazzocchetti
Eliana Lauretta
Silvano Cincotti
Regular Article 04 October 2019 Pages: 9 - 47
An agent-based early warning indicator for financial market instability
David Vidal-Tomás
Simone Alfarano
Regular Article 21 November 2019 Pages: 49 - 87
Financial sector bargaining power, aggregate growth and systemic risk
Emanuele Ciola
Regular Article 24 October 2019 Pages: 89 - 109
Voluntary contributions in a system with uncertain returns: a case of systemic risk
Annarita Colasante
Aurora García-Gallego
Andrea Morone
Regular Article 06 December 2019 Pages: 111 - 132
From FDI network topology to macroeconomic instability
Giulia De Masi
Giorgio Ricchiuti
Regular Article 07 December 2019 Pages: 133 - 158
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
Gian Paolo Clemente
Rosanna Grassi
Chiara Pederzoli
Regular Article 02 April 2019 Pages: 159 - 181
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities
Lorella Fatone
Francesca Mariani
Regular Article 21 December 2019 Pages: 183 - 219
Identifying financial instability conditions using high frequency data
Maria Elvira Mancino
Simona Sanfelici
Regular Article 18 June 2019 Pages: 221 - 242
A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Yuji Sakurai
Tetsuo Kurosaki
Regular Article 26 August 2019 Pages: 243 - 281
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis
Burcu Kapar
Giulia Iori
Guido Germano
Regular Article 06 April 2019 Pages: 283 - 331

Volume 15, Issue 1

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