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LUCA RICCETTI
LUCA RICCETTI
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Citado por
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Año
An agent based decentralized matching macroeconomic model
L Riccetti, A Russo, M Gallegati
Journal of Economic Interaction and Coordination 10, 305-332, 2015
1852015
Leveraged network-based financial accelerator
L Riccetti, A Russo, M Gallegati
Journal of Economic Dynamics and Control 37 (8), 1626-1640, 2013
1552013
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model
A Russo, L Riccetti, M Gallegati
Journal of Evolutionary Economics 26, 25-47, 2016
1252016
Financialisation and crisis in an agent based macroeconomic model
L Riccetti, A Russo, M Gallegati
Economic Modelling 52, 162-172, 2016
592016
Network calibration and metamodeling of a financial accelerator agent based model
L Bargigli, L Riccetti, A Russo, M Gallegati
Journal of Economic Interaction and Coordination 15 (2), 413-440, 2020
532020
Unemployment benefits and financial leverage in an agent based macroeconomic model
L Riccetti, A Russo, M Gallegati
Economics 7 (1), 20130042, 2013
45*2013
Stock market dynamics, leveraged network-based financial accelerator and monetary policy
L Riccetti, A Russo, M Gallegati
International Review of Economics & Finance 43, 509-524, 2016
382016
Network analysis and calibration of the “leveraged network-based financial accelerator”
L Bargigli, M Gallegati, L Riccetti, A Russo
Journal of Economic Behavior & Organization 99, 109-125, 2014
382014
Financial regulation and endogenous macroeconomic crises
L Riccetti, A Russo, M Gallegati
Macroeconomic Dynamics 22 (4), 896-930, 2018
362018
Monetary policy and large crises in a financial accelerator agent-based model
F Giri, L Riccetti, A Russo, M Gallegati
Journal of Economic Behavior & Organization 157, 42-58, 2019
352019
Macroeconomía
JC Pablo, AM Leone, AJ Martínez
México: FCE,, 1991
321991
Portfolio frontiers with restrictions to tracking error volatility and value at risk
G Palomba, L Riccetti
Journal of Banking & Finance 36 (9), 2604-2615, 2012
282012
A copula–GARCH model for macro asset allocation of a portfolio with commodities: An out-of-sample analysis
L Riccetti
Empirical Economics 44, 1315-1336, 2013
272013
Macro asset allocation with social impact investments
M Biasin, R Cerqueti, E Giacomini, N Marinelli, AG Quaranta, L Riccetti
Sustainability 11 (11), 3140, 2019
162019
Using tracking error volatility to check active management and fee level of investment funds
R Luca
Global Business and Economics Review 14 (3), 139-158, 2012
15*2012
Firm–bank credit network, business cycle and macroprudential policy
L Riccetti, A Russo, M Gallegati
Journal of Economic Interaction and Coordination 17 (2), 475-499, 2022
142022
Systemic risk measurement: bucketing global systemically important banks
M Brogi, V Lagasio, L Riccetti
Annals of Finance 17 (3), 319-351, 2021
112021
Financial regulation in an agent based macroeconomic model
L Riccetti, A Russo, G Mauro
102013
Growing inequality, financial fragility, and macroeconomic dynamics: an agent based model
A Russo, L Riccetti, M Gallegati
Advances in Social Simulation: Proceedings of the 9th Conference of the …, 2014
92014
Asset management with TEV and VaR constraints: the constrained efficient frontiers
G Palomba, L Riccetti
Studies in Economics and Finance 36 (3), 492-516, 2019
7*2019
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Artículos 1–20