36 citations · 38 across the 4 of their papers we have counts for
5 papers
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
Duc Thi Luu, Mauro Napoletano, Paolo Barucca +1
We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and us…
Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini +1
We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequenc…
The Rise and Fall of R&D Networks
Mario Vincenzo Tomasello, Mauro Napoletano, Antonios Garas +1
Drawing on a large database of publicly announced R&D alliances, we empirically investigate the evolution of R&D networks and the process of alliance formation in several manufactu…
On Algebraic Graph Theory and the Dynamics of Innovation Networks
Michael D. Koenig, Stefano Battiston, Mauro Napoletano +1
We investigate some of the properties and extensions of a dynamic innovation network model recently introduced in \citep{koenig07:_effic_stabil_dynam_innov_networ}. In the model, t…
How Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries
Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini
This paper investigates the statistical properties of within-country GDP and industrial production (IP) growth rate distributions. Many empirical contributions have recently pointe…