Simone Giansante

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Sheri Marina MarkoseProfessor of Economics, University of EssexAdresse e-mail validée de essex.ac.uk
Ali Rais ShaghaghiCentre for Risk Studies, Cambridge Judge Business SchoolAdresse e-mail validée de jbs.cam.ac.uk
Mahmoud FatouhSenior Economist at the Bank of EnglandAdresse e-mail validée de essex.ac.uk
Andreas KrauseUniversity of BathAdresse e-mail validée de bath.ac.uk
Mateusz GątkowskiUniversity of EssexAdresse e-mail validée de essex.ac.uk
Steven OngenaUniversity of ZurichAdresse e-mail validée de bf.uzh.ch
Marco GalbiatiBank of EnglandAdresse e-mail validée de bankofengland.co.uk
Paolo PinDipartimento di Economia Politica e Statistica, Università di SienaAdresse e-mail validée de unisi.it
Alan KirmanEHESS, Aix-Marseille UniversityAdresse e-mail validée de ehess.fr
Serena SordiProfessor of economicsAdresse e-mail validée de unisi.it
Andrea FloriAssociate Professor, Politecnico di MilanoAdresse e-mail validée de polimi.it
Carl ChiarellaProfessor of Quantitative FinanceAdresse e-mail validée de uts.edu.au
Fabio PammolliProfessor of Economics and Management, Department of Management, Economics, and IndustrialAdresse e-mail validée de polimi.it
Claudia GirardoneProfessor of Banking and Finance, Essex Business School, University of EssexAdresse e-mail validée de essex.ac.uk
Federico CecconiCTER, LABSS-ISTC-CNRAdresse e-mail validée de istc.cnr.it
Domenico ParisiInstitute of Cognitive Sciences and Technologies National Research Council, Italy, RomeAdresse e-mail validée de istc.cnr.it
Diego GarlaschelliProfessor of Theoretical Physics, IMT Advanced School Lucca (IT) & Leiden Institute of Physics (NL)Adresse e-mail validée de lorentz.leidenuniv.nl
Tim RogersUniversity of BathAdresse e-mail validée de bath.ac.uk

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Simone Giansante

Assistant Professor of Mathematical Finance University of Palermo dSEAS and University of Bath

Adresse e-mail validée de unipa.it


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
‘Too interconnected to fail’financial network of US CDS market: Topological fragility and systemic risk S Markose, S Giansante, AR Shaghaghi Journal of Economic Behavior & Organization 83 (3), 627-646, 2012	386	2012
Interbank lending and the spread of bank failures: A network model of systemic risk A Krause, S Giansante Journal of Economic Behavior & Organization 83 (3), 583-608, 2012	220	2012
Too interconnected to fail: Financial contagion and systemic risk in network model of cds and other credit enhancement obligations of us banks SM Markose, S Giansante, M Gatkowski, AR Shaghaghi	137	2010
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks A Kirman, S Markose, S Giansante, P Pin Journal of Economic Dynamics and Control 31 (6), 2085-2107, 2007	32	2007
The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? M Fatouh, S Markose, S Giansante Journal of Economic Behavior & Organization 183, 928-953, 2021	30	2021
Emergence of tiering in large value payment systems M Adams, M Galbiati, S Giansante	24*	2008
Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK M Fatouh, S Giansante, S Ongena Economics Letters 209, 110138, 2021	20	2021
A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs SM Markose, S Giansante, A Rais Shaghaghi Financial Stability Review 21, 111-126, 2017	19	2017
Structural contagion and vulnerability to unexpected liquidity shortfalls S Giansante, C Chiarella, S Sordi, A Vercelli Journal of Economic Behavior & Organization 83 (3), 558-569, 2012	18	2012
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK S Giansante, M Fatouh, S Ongena Bank of England Working Paper, 2020	15	2020
Banks’ business strategies on the edge of distress A Flori, S Giansante, C Girardone, F Pammolli Annals of Operations Research 299 (1), 481-530, 2021	14	2021
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods S Markose, S Giansante, NA Eterovic, M Gatkowski Annals of Operations Research 330 (1), 691-729, 2023	13	2023
Emergence of networks in large value payment systems (LVPSs) M Galbiati, S Giansante Università di Siena, Dipartimento di politica economica, finanza e sviluppo, 2010	11	2010
The asset reallocation channel of quantitative easing. The case of the UK S Giansante, M Fatouh, S Ongena Journal of Corporate Finance 77, 102294, 2022	9	2022
Fair immunization and network topology of complex financial ecosystems S Giansante, S Manfredi, S Markose Physica A: Statistical Mechanics and its Applications 612, 128456, 2023	7	2023
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis SM Markose, B Oluwasegun, S Giansante Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and …, 2015	7	2015
Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems S Giansante	6	2009
Social networks and medium of exchange S Giansante Working paper. Available online: http://andromeda. rutgers. edu/~ jmbarr …, 2006	6	2006
Expected loss model and the cyclicality of bank credit losses and capital ratios M Fatouh, S Giansante Available at SSRN 3728699, 2020	5	2020
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis A Krause, S Giansante IEEE Transactions on Emerging Topics in Computational Intelligence 2 (3 …, 2018	5	2018

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