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Gabriele Tedeschi

Personal Details

First Name:Gabriele
Middle Name:
Last Name:Tedeschi
Suffix:
RePEc Short-ID:pte200
[This author has chosen not to make the email address public]
https://sites.google.com/view/gabrieletedeschi/home

Affiliation

(50%) Departament d'Economia
Universitat Jaume I

Castellón de la Plana, Spain
http://www.eco.uji.es/
RePEc:edi:ueujies (more details at EDIRC)

(50%) Laboratori d'Economia Experimental (LEE)
Universitat Jaume I

Castellón de la Plana, Spain
http://www.lee.uji.es/
RePEc:edi:leujies (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alessio Brini & Gabriele Tedeschi & Daniele Tantari, 2022. "Reinforcement Learning Policy Recommendation for Interbank Network Stability," Papers 2204.07134, arXiv.org, revised May 2023.
  2. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explains cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
  4. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
  5. Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2016. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Working Papers 2016/23, Economics Department, Universitat Jaume I, Castellón (Spain).
  6. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  7. Simone Berardi & Gabriele Tedeschi, 2015. "From banks’ strategies to financial (in)stability," Working Papers 2015/11, Economics Department, Universitat Jaume I, Castellón (Spain).
  8. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  9. Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  10. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  11. Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  13. Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
  14. Mignot S. & Tedeschi G. & Vignes A., 2009. "Differences in selling mechanisms, differences in prices: the case of the Boulogne s/mer fish market," Working Papers ERMES 0914, ERMES, University Paris 2.

Articles

  1. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
  2. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
  3. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
  4. Recchioni, Maria Cristina & Iori, Giulia & Tedeschi, Gabriele & Ouellette, Michelle S., 2021. "The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications," European Journal of Operational Research, Elsevier, vol. 293(1), pages 336-360.
  5. Caferra, Rocco & Tedeschi, Gabriele & Morone, Andrea, 2021. "Bitcoin: Bubble that bursts or Gold that glitters?," Economics Letters, Elsevier, vol. 205(C).
  6. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
  7. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
  8. Vidal-Tomás, David & Tedeschi, Gabriele & Ripollés, Jordi, 2020. "The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS," Finance Research Letters, Elsevier, vol. 34(C).
  9. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
  10. Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
  11. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
  12. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
  13. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
  14. Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2017. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1257-1275, August.
  15. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
  16. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 1-25.
  17. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
  18. Bargigli, Leonardo & Tedeschi, Gabriele, 2014. "Interaction in agent-based economics: A survey on the network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 1-15.
  19. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
  20. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
  21. Stefania Vitali & Gabriele Tedeschi & Mauro Gallegati, 2013. "The impact of classes of innovators on technology, financial fragility, and economic growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 22(4), pages 1069-1091, August.
  22. Tedeschi, Gabriele & Gallegati, Mauro & Mignot, Sylvain & Vignes, Annick, 2012. "Lost in transactions: The case of the Boulogne s/mer fish market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1400-1407.
  23. Pasquale Cirillo & Gabriele Tedeschi & Mauro Gallegati, 2012. "The Boulogne fish market: the social structure and the role of loyalty," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1075-1079, July.
  24. Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.
  25. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
  26. Lenzu, Simone & Tedeschi, Gabriele, 2012. "Systemic risk on different interbank network topologies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
  27. Sylvain Mignot & Gabriele Tedeschi & Annick Vignes, 2012. "An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-3.
  28. G. Tedeschi & G. Iori & M. Gallegati, 2009. "The role of communication and imitation in limit order markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 489-497, October.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2012-05-02 2012-10-27 2015-08-25 2021-01-18 2022-05-09. Author is listed
  2. NEP-CMP: Computational Economics (5) 2011-12-13 2015-01-31 2015-01-31 2016-12-04 2022-05-09. Author is listed
  3. NEP-NET: Network Economics (4) 2012-05-02 2012-10-27 2021-01-18 2022-05-09
  4. NEP-MAC: Macroeconomics (3) 2012-10-27 2016-05-28 2021-01-18
  5. NEP-CBA: Central Banking (2) 2012-10-27 2022-05-09
  6. NEP-CFN: Corporate Finance (2) 2015-08-25 2015-08-30
  7. NEP-EEC: European Economics (2) 2016-05-28 2021-03-08
  8. NEP-FDG: Financial Development and Growth (2) 2021-01-18 2021-03-08
  9. NEP-HME: Heterodox Microeconomics (2) 2012-10-27 2015-08-25
  10. NEP-MON: Monetary Economics (2) 2016-05-28 2022-05-09
  11. NEP-FOR: Forecasting (1) 2015-01-31
  12. NEP-GER: German Papers (1) 2015-08-30
  13. NEP-INO: Innovation (1) 2011-12-13
  14. NEP-SBM: Small Business Management (1) 2011-12-13

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