Items where Author is "Gurgone, A."
Gurgone, A. & Iori, G. ORCID: 0000-0001-9443-9353 (2021).
Macroprudential Capital Buyers in Heterogeneous Banking Networks: Insights from an ABM with Liquidity Crises.
The European Journal of Finance, 28(13-15),
pp. 1399-1445.
doi: 10.1080/1351847x.2021.1976664
Iori, G. ORCID: 0000-0001-9443-9353 & Gurgone, A. (2019).
A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements (19/05).
London, UK: Department of Economics, City, University of London.
Gurgone, A., Iori, G. ORCID: 0000-0001-9443-9353 & Jafarey, S. (2018).
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model.
Journal of Economic Dynamics and Control, 91,
pp. 257-288.
doi: 10.1016/j.jedc.2018.03.006