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2. Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach. (2023). Leoni, Silvia ; Catola, Marco.
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3. Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario.
   In: Annals of Finance.
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4. Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min.
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5. Asset securitization, cross holdings, and systemic risk in banking. (2023). Wu, Ying ; Zhu, Shushang ; Xiao, Shuhua.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000402.

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6. Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis.
   In: European Journal of Operational Research.
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8. Interbank credit exposures and financial stability. (2022). Schneorson, Oren.
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9. Contagion or interdependence? Comparing spillover indices. (2022). Volkov, Vladimir ; Islam, Raisul.
   In: Empirical Economics.
   RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02169-2.

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10. Onshore guarantees for offshore loans and bank risk-taking: Evidences from Taiwanese banks. (2022). Hsieh, Meng-Fen ; Lu, Chia-Wu ; Chen, Ting-Hsuan.
    In: Research in International Business and Finance.
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11. Financial stability and network complexity: A random matrix approach. (2022). Xu, Jingfeng ; Kang, Hao ; Li, Fei.
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    RePEc:eee:reveco:v:80:y:2022:i:c:p:177-185.

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12. Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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13. Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207.

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14. Insurance risk analysis of financial networks vulnerable to a shock. (2022). Xun, LI ; Tong, Zhiwei ; Tang, Qihe.
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    RePEc:eee:ejores:v:301:y:2022:i:2:p:756-771.

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15. Does diversification promote systemic risk?. (2022). He, Jianmin ; Liu, Xiaoxing ; Wang, Chao.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000353.

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16. Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing.
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    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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17. The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas.
    In: Journal of Economic Dynamics and Control.
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19. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

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20. An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System. (2021). Gurcan, Onder ; Madies, Philippe ; Reaidy, Paul ; Dugdale, Julie ; Alaeddini, Morteza.
    In: Post-Print.
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21. Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376.

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22. Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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23. Identification of information networks in stock markets. (2021). Baltakys, Kstutis ; Kanniainen, Juho ; Baltakien, Margarita.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001524.

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24. .

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25. Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0186.

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26. A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series. (2020). Ahelegbey, Daniel Felix ; Carvalho, Luis ; Kolaczyk, Eric D.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0181.

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27. Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano.
    In: Risk Management.
    RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w.

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28. Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming.
    In: Working Papers.
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29. Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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30. Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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31. Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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32. Interbank credit and the money manufacturing process: a systemic perspective on financial stability. (2019). Biondi, Yuri ; Zhou, Feng.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0230-y.

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33. Asset diversification and systemic risk in the financial system. (2019). Li, Hong Gang ; Zhou, Yichen.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:2:d:10.1007_s11403-017-0205-4.

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34. Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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35. Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

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36. Diversification and systemic risk in the banking system. (2019). He, Jianmin ; Ma, Jing ; Wang, Chao ; Liu, Xiaoxing.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:123:y:2019:i:c:p:413-421.

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37. Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio.
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    RePEc:trn:utwprg:2018/06.

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38. An agent-based model for financial vulnerability. (2018). Paddrik, Mark ; Tivnan, Brian ; Bookstaber, Richard.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-017-0188-1.

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39. The Insurance Industry as a Complex Social System: Competition, Cycles and Crises. (2018). Owadally, Iqbal ; Wright, Douglas ; Zhou, Feng.
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2017-27-2.

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40. The Assessment of Systemic Risk in the Kenyan Banking Sector. (2018). Gao, Qianqian ; Lee, Allan Alvin ; Fan, Hong.
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41. Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau.
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    RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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42. System-wide implications of funding risk. (2018). Haaj, Grzegorz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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43. An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert.
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    RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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44. Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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45. Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng.
    In: Papers.
    RePEc:arx:papers:1702.08774.

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46. MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS. (2016). Lipton, Alexander.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:06:n:s0219024916500345.

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47. MULTI-CHANNEL CONTAGION IN DYNAMIC INTERBANK MARKET NETWORK. (2016). Xu, Tao ; Li, Shouwei ; He, Jianmin.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:19:y:2016:i:06n07:n:s0219525916500119.

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48. Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi.
    In: Working Papers.
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49. Financial contagion in interbank network. (2016). Yao, Dengbao ; Zhang, XU ; Liu, Xiaoxing.
    In: International Journal of Monetary Economics and Finance.
    RePEc:ids:ijmefi:v:9:y:2016:i:2:p:132-148.

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50. Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:458:y:2016:i:c:p:287-302.

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51. Network topology and interbank credit risk. (2016). Iglesias, Jose Roberto ; RobertoIglesias, Jose ; de Quadros, Vanessa Hoffmann ; Gonzalez-Avella, Juan Carlos.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:235-243.

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52. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose.
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53. A Microfounded Design of Interconnectedness-Based Macroprudential Regulation. (2015). Fique, Jose.
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54. Contagious synchronization and endogenous network formation in financial networks. (2015). Georg, Co-Pierre ; Aymanns, Christoph .
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    RePEc:eee:jbfina:v:50:y:2015:i:c:p:273-285.

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55. Contagion in the interbank market: Funding versus regulatory constraints. (2015). Georgescu, Oana-Maria .
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    RePEc:eee:finsta:v:18:y:2015:i:c:p:1-18.

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56. Networked relationships in the e-MID interbank market: A trading model with memory. (2015). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
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57. Financial regulations and bank credit to the real economy. (2015). Iori, Giulia ; Gabbi, Giampaolo ; Jafarey, Saqib ; Porter, James .
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    RePEc:eee:dyncon:v:50:y:2015:i:c:p:117-143.

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58. Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks. (2015). Lipton, Alexander.
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59. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper .
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60. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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61. Correlated bank runs, interbank markets and reserve requirements. (2014). CAON, Carlos ; Margaretic, Paula.
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    RePEc:eee:jbfina:v:49:y:2014:i:c:p:515-533.

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62. Prices, debt and market structure in an agent-based model of the financial market. (2014). Fischer, Thomas ; Riedler, Jesper .
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63. Heterogeneous beliefs in over-the-counter markets. (2014). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
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64. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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65. Contagious Synchronization and Endogenous Network Formation in Financial Networks. (2014). Georg, Co-Pierre ; Aymanns, Christoph .
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66. Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
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67. Prices, debt and market structure in an agent-based model of the financial market. (2013). Riedler, Jesper ; Fischer, Thomas.
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68. Heterogeneous Beliefs in Over-The-Counter Markets. (2013). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
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69. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2012). Fischer, Thomas ; Riedler, Jesper .
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1. Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo.
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2. .

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3. The new normal during normal times - liquidity regulation and conventional monetary policy. (2021). Wrampelmeyer, Jan ; van Lelyveld, Iman ; Bonner, Clemens ; Kroon, Sinziana.
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4. A Price-Differentiation Model of the Interbank Market and Its Application to a Financial Crisis. (2017). Kim, Kyungmin.
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5. Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula.
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6. Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena .
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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7. The Impact of Liquidity Regulation on Bank Intermediation. (2016). Eijffinger, Sylvester ; Bonner, Clemens.
   In: Review of Finance.
   RePEc:oup:revfin:v:20:y:2016:i:5:p:1945-1979..

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8. How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data. (2016). Picillo, Cristina ; Heijmans, Ronald ; arciero, luca ; Vacirca, Francesco ; Massarenti, Marco ; Heuver, Richard .
   In: International Journal of Central Banking.
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9. The formation of a core-periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, Daan .
   In: DNB Working Papers.
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10. Network Centrality and Funding Rates in the e-MID Interbank Market. (2016). Montes-Rojas, Gabriel ; Iori, G ; Temizsoy, A.
    In: Working Papers.
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11. Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1059_16.

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12. The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D.
    In: CeNDEF Working Papers.
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13. The Over‐the‐Counter Theory of the Fed Funds Market: A Primer. (2015). Lagos, Ricardo ; Afonso, Gara.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:s2:p:127-154.

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14. Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2015-09.

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15. Bank characteristics and the interbank money market: a distributional approach. (2015). Olmo, Jose ; Iori, Giulia ; Jose, Olmo ; Burcu, Kapar ; Giulia, Iori .
    In: Studies in Nonlinear Dynamics & Econometrics.
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16. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
    In: Discussion Papers.
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17. Key Borrowers Detected By The Intensities Of Their Short-range Interactions. (2014). Andrievskaya, Irina ; Permjakova, Elena ; Aleskerov, Fuad.
    In: HSE Working papers.
    RePEc:hig:wpaper:33/fe/2014.

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18. Identifying term interbank loans from Fedwire payments data. (2014). Vickery, James ; Skeie, David ; Youle, Thomas ; Kuo, Dennis .
    In: Staff Reports.
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19. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:288-303.

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20. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Lelyveld, Iman ; Heuver, Richard ; Heijmans, Ronald ; Levallois, Clement ; van Lelyveld, Iman.
    In: DNB Working Papers.
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21. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0516.

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22. A network view on interbank market freezes.. (2014). Georg, Co-Pierre ; Gabrieli, Silvia ; C.-P. Georg, .
    In: Working papers.
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23. How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data. (2014). Picillo, Cristina ; Heuver, Richard ; Heijmans, Ronald ; arciero, luca ; Massarenti, Marco ; Vacirca, Francesco .
    In: Questioni di Economia e Finanza (Occasional Papers).
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24. Rollover risk and endogenous network dynamics. (2013). Page, Frank ; Fique, Jose.
    In: Computational Management Science.
    RePEc:spr:comgts:v:10:y:2013:i:2:p:213-230.

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25. Norwegian Overnight Interbank Interest Rates. (2013). Christophersen, Casper ; Akram, Qaisar.
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:1:p:11-29.

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26. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data. (2013). Skeie, David ; Kovner, Anna.
    In: Staff Reports.
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27. Contagion and risk-sharing on the inter-bank market. (2013). Ladley, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:7:p:1384-1400.

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28. How to measure the unsecured money market? The Eurosystems implementation and validation using TARGET2 data. (2013). Picillo, Cristina ; Heuver, Richard ; Heijmans, Ronald ; arciero, luca ; Massarenti, Marco ; Vacirca, Francesco .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:369.

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29. Central counterparties and the topology of clearing networks. (2013). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0480.

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30. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

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31. The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Bonner, C.
    In: Other publications TiSEM.
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32. The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Bonner, C.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:26967e4e-cba5-41be-b205-27f625064ceb.

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33. The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Bonner, Clemens ; Eijffinger, S. C. W., .
    In: Discussion Paper.
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34. Clearing networks. (2012). Soramäki, Kimmo ; Galbiati, Marco.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:609-626.

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35. The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Bonner, Clemens.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:364.

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36. The Impact of Liquidity Regulation on Bank Intermediation. (2012). Eijffinger, Sylvester ; Bonner, Clemens ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
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37. Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates.. (2012). Gabrieli, Silvia.
    In: Working papers.
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38. Is this bank ill? The diagnosis of doctor TARGET2. (2011). Heuver, Richard ; Heijmans, Ronald.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:316.

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39. Combining liquidity usage and interest rates on overnight loans : an oversight indicator. (2011). Laine, Tatu ; Snellman, Heli ; Nummelin, Tuomas .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2011_023.

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