Alessandro Spelta
Alessandro Spelta
E-mail megerősítve itt: unipv.it
Hivatkozott rá
Hivatkozott rá
Graphical network models for international financial flows
P Giudici, A Spelta
Journal of Business & Economic Statistics 34 (1), 128-138, 2016
Time, space and social interactions: exit mechanisms for the Covid-19 epidemics
A Scala, A Flori, A Spelta, E Brugnoli, M Cinelli, W Quattrociocchi, ...
Scientific reports 10 (1), 1-12, 2020
The interconnected nature of financial systems: Direct and common exposures
P Giudici, P Sarlin, A Spelta
Journal of Banking & Finance 112, 105149, 2020
Measuring contagion risk in international banking
S Avdjiev, P Giudici, A Spelta
Journal of Financial Stability 42, 36-51, 2019
After the lockdown: simulating mobility, public health and economic recovery scenarios
A Spelta, A Flori, F Pierri, G Bonaccorsi, F Pammolli
Scientific reports 10 (1), 1-13, 2020
Network based credit risk models
P Giudici, B Hadji-Misheva, A Spelta
Quality Engineering 32 (2), 199-211, 2020
The topology of cross-border exposures: beyond the minimal spanning tree approach
A Spelta, T Araújo
Physica A: Statistical Mechanics and its Applications 391 (22), 5572-5583, 2012
An empirical analysis of the global input-output network and its evolution
J Grazzini, A Spelta
Working Paper, 2015
Network based scoring models to improve credit risk management in peer to peer lending platforms
P Giudici, B Hadji-Misheva, A Spelta
Frontiers in artificial intelligence 2, 3, 2019
Inflation targeting, recursive inattentiveness, and heterogeneous beliefs
A Agliari, D Massaro, N Pecora, A Spelta
Journal of Money, Credit and Banking 49 (7), 1587-1619, 2017
Booms and busts in a housing market with heterogeneous agents
G Ascari, N Pecora, A Spelta
Macroeconomic Dynamics 22 (7), 1808-1824, 2018
Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions
A Flori, F Pammolli, A Spelta
Journal of Financial Stability 54, 100876, 2021
Shareholding relationships in the Euro Area banking market: A network perspective
N Pecora, A Spelta
Physica A: Statistical Mechanics and its Applications 434, 1-12, 2015
Mobility-based real-time economic monitoring amid the COVID-19 pandemic
A Spelta, P Pagnottoni
Scientific reports 11 (1), 1-15, 2021
Financial market predictability with tensor decomposition and links forecast
A Spelta
Applied network science 2 (1), 1-15, 2017
Financial crises: Uncovering self-organized patterns and predicting stock markets instability
A Spelta, A Flori, N Pecora, F Pammolli
Journal of Business Research 129, 736-756, 2021
A behavioral approach to instability pathways in financial markets
A Spelta, A Flori, N Pecora, S Buldyrev, F Pammolli
Nature communications 11 (1), 1-9, 2020
Investment communities: behavioral attitudes and economic dynamics
A Spelta, A Flori, F Pammolli
Social Networks 55, 170-188, 2018
Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets
P Pagnottoni, A Spelta, N Pecora, A Flori, F Pammolli
Physica A: Statistical Mechanics and its Applications 582, 126240, 2021
Identifying systemically important banks: A temporal approach for macroprudential policies
A Spelta, N Pecora, PR Kaltwasser
Journal of policy modeling 41 (1), 197-218, 2019
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Cikkek 1–20