Search Results for author: Marco D'Errico

Found 2 papers, 1 papers with code

MicroVelocity: rethinking the Velocity of Money for digital currencies

no code implementations31 Jan 2022 Carlo Campajola, Marco D'Errico, Claudio J. Tessone

We propose a novel framework to analyse the velocity of money in terms of the contribution (MicroVelocity) of each individual agent, and to uncover the distributional determinants of aggregate velocity.

Network Valuation in Financial Systems

1 code implementation16 Jun 2016 Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli, Stefano Battiston

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system.

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