An agent based decentralized matching macroeconomic model L Riccetti, A Russo, M Gallegati Journal of Economic Interaction and Coordination 10, 305-332, 2015 | 186 | 2015 |
Leveraged network-based financial accelerator L Riccetti, A Russo, M Gallegati Journal of Economic Dynamics and Control 37 (8), 1626-1640, 2013 | 153 | 2013 |
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 | 124 | 2016 |
Financialisation and crisis in an agent based macroeconomic model L Riccetti, A Russo, M Gallegati Economic Modelling 52, 162-172, 2016 | 59 | 2016 |
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 | 56 | 2020 |
Unemployment benefits and financial leverage in an agent based macroeconomic model L Riccetti, A Russo, M Gallegati Economics 7 (1), 20130042, 2013 | 45* | 2013 |
Financial regulation and endogenous macroeconomic crises L Riccetti, A Russo, M Gallegati Macroeconomic Dynamics 22 (4), 896-930, 2018 | 39 | 2018 |
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 | 38 | 2016 |
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 | 37 | 2014 |
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 | 36 | 2019 |
Macroeconomía JC Pablo, AM Leone, AJ Martínez México: FCE,, 1991 | 33 | 1991 |
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 | 28 | 2012 |
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 | 27 | 2013 |
Macro asset allocation with social impact investments M Biasin, R Cerqueti, E Giacomini, N Marinelli, AG Quaranta, L Riccetti Sustainability 11 (11), 3140, 2019 | 17 | 2019 |
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 | 13 | 2022 |
Systemic risk measurement: bucketing global systemically important banks M Brogi, V Lagasio, L Riccetti Annals of Finance 17 (3), 319-351, 2021 | 12 | 2021 |
Financial regulation in an agent based macroeconomic model L Riccetti, A Russo, G Mauro | 10 | 2013 |
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 | 8 | 2014 |
Risk aversion, prudence and temperance: It is a matter of gap between moments A Colasante, L Riccetti Journal of Behavioral and Experimental Finance 25, 100262, 2020 | 7 | 2020 |