Claudio Impenna

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

478

SSRN CITATIONS
Rank 24,699

SSRN RANKINGS

Top 24,699

in Total Papers Citations

9

CROSSREF CITATIONS

29

Scholarly Papers (3)

1.

Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG

Bank of Italy Temi di Discussione (Working Paper) No. 686
Number of pages: 32 Posted: 28 Oct 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 247 (149,327)
Citation 8

Abstract:

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Agent-based modeling, payment systems, RTGS, liquidity, crisis simulation

2.

The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System

Number of pages: 52 Posted: 23 Jun 2003
Emilio Barucci, Claudio Impenna and Roberto RenĂ²
University of Pisa - Department of Economics, Bank of Italy and University of Verona - Department of Economics
Downloads 190 (191,107)
Citation 7

Abstract:

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Overnight market, Interest rate, Payment system

3.

Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow

Bank of Italy Temi di Discussione (Working Paper) No. 906
Number of pages: 57 Posted: 04 May 2013
Alessandro Girardi and Claudio Impenna
National Institute of Statistics (ISTAT) and Bank of Italy
Downloads 41 (497,488)
Citation 28

Abstract:

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bonds markets, price discovery, order flow, market microstructure, financial crisis