90 citations · 92 across the 8 of their papers we have counts for
11 papers
Large deviations for linear regressions
Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli +1
Linear regression is one of the simplest and most widely used tools to learn patterns from data: it fits a set of coefficients so that a linear combination of predictors best match…
A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
Carlo von der Osten, Sabrina Aufiero, Pierpaolo Vivo +2
Debt recycling is a leveraged equity management strategy in which homeowners use accumulated home equity to finance investments, applying the resulting returns to accelerate mortga…
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
Sabrina Aufiero, Silvia Bartolucci, Fabio Caccioli +1
This work explores the formation and propagation of systemic risks across traditional finance (TradFi) and decentralized finance (DeFi), offering a comparative framework that bridg…
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin +3
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a…
DebtStreamness: An Ecological Approach to Credit Flows in Inter-Firm Networks
Anahí Rodríguez-Martínez, Silvia Bartolucci, Francesco Caravelli +3
Understanding how credit flows through inter-firm networks is critical for assessing financial stability and systemic risk. In this study, we introduce DebtStreamness, a novel metr…
Financial instability transition under heterogeneous investments and portfolio diversification
Preben Forer, Barak Budnick, Pierpaolo Vivo +3
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification a…