Giovanni di Iasio

Bank of Italy — Italy

Economics, Econometrics and Finance · Social Sciences

7h-index454citations23works0.02yr avg
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Research Topics

Banking stability, regulation, efficiency(20), Global Financial Crisis and Policies(10), Complex Systems and Time Series Analysis(7), Economic theories and models(7), Italy: Economic History and Contemporary Issues(6)

Publications23 total

A model of system-wide stress simulation: market-based finance and the Covid-19 event
SSRN Electronic Journal·2022Open Access
Macroprudential Regulation of Investment Funds
SSRN Electronic Journal·2022· 3 citedOpen Access
A Model of System-Wide Stress Simulation: Market-Based Finance and the COVID-19 Event
SSRN Electronic Journal·2022· 4 citedOpen Access
Market Failures in Market-Based Finance
SSRN Electronic Journal·2021Open Access
Macroprudential stress test of the euro area banking system JEL Classification: E37, E58, G21, G28
RePEc: Research Papers in Economics·2019
Macroprudential Stress Test of the Euro Area Banking System
SSRN Electronic Journal·2019· 13 citedOpen Access
Crises in the Modern Financial Ecosystem
SSRN Electronic Journal·2017Open Access
Crises in the modern financial ecosystem
Econstor (Econstor)·2017Open Access
Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models
Understanding complex systems·2016· 37 cited
Special issue of<i>Quantitative Finance</i>on ‘Interlinkages and Systemic Risk’
Quantitative Finance·2015· 3 cited
Interbank markets and multiplex networks: centrality measures and statistical null models
arXiv (Cornell University)·2015Open Access
Interbank markets and multiplex networks: centrality measures and\n statistical null models
arXiv (Cornell University)·2015Open Access
A Model of Shadow Banking: Crises, Central Banks and Regulation
SSRN Electronic Journal·2015· 3 citedOpen Access
The multiplex structure of interbank networks
Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna)·2015· 278 cited
The multiplex structure of interbank networks
Quantitative Finance·2014Open Access
Incentives and financial crises: Microfounded macroprudential regulation
Journal of Financial Intermediation·2013· 11 cited
The Multiplex Structure of Interbank Networks
SSRN Electronic Journal·2013· 60 citedOpen Access
Capital and contagion in financial networks
Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)·2013· 17 citedOpen Access
Incentives Through the Cycle: Microfounded Macroprudential Regulation
SSRN Electronic Journal·2013· 17 citedOpen Access
Shadow Banking, Sovereign Risk and Collective Moral Hazard
SSRN Electronic Journal·2012· 3 citedOpen Access
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Frequent Co-authors

Federico Pierobon(8), Luigi Infante(7), Fabrizio Lillo(7), Leonardo Bargigli(6), Giulio Nicoletti(4), Mario Quagliariello(3), Dominika Kryczka(3), Zoltan Pozsar(3), Katarzyna Budnik(2), Ivan Dimitrov(2), Johannes Größ(2), Ib Hansen(2), Michael Kleemann(2), Francesco Sannà(2), Andrei Sarychev(2), Nadežda Siņenko(2), Matjaž Volk(2), Giovanni Covi(2), Katharina Cera(2), Margherita Giuzio(2)