1. Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio.
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2. How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems. (2021). Morales, Alfredo J ; Vie, Aymeric.
   In: Computational Economics.
   RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10021-5.

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3. From interaction to business fluctuations: How credit network explain cycles. (2021). Tedeschi, Gabriele ; Ciola, Emanuele.
   In: Working Papers.
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4. Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro.
   In: Papers.
   RePEc:arx:papers:2109.14360.

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5. The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio.
   In: Papers.
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6. .

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7. Towards a Dynamic Disequilibrium Theory with Randomness. (2020). Stiglitz, Joseph E ; Guzman, Martin M.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:27453.

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8. Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut.
   In: Koç University-TUSIAD Economic Research Forum Working Papers.
   RePEc:koc:wpaper:2003.

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9. Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09895-x.

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10. Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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11. A Continuous-Time Model of Financial Clearing. (2020). Sonin, Konstantin.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-101.

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12. Securities cross-holding in the Colombian financial system: A topological approach. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1134.

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13. “Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults. (2019). Calabrese, Raffaella ; Ansell, Jake ; Andreeva, Galina.
    In: Risk Analysis.
    RePEc:wly:riskan:v:39:y:2019:i:1:p:71-84.

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14. Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows. (2019). Noviantie, Shanty ; Mercado, Rogelio.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep1119.

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15. Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/28.

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16. Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/11.

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17. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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18. Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2019:i:1:p:88-100.

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19. Systemic risk from investment similarities. (2019). battiston, stefano ; Riccaboni, Massimo ; Caldarelli, Guido ; Delpini, Danilo.
    In: PLOS ONE.
    RePEc:plo:pone00:0217141.

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20. Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability. (2019). Stiglitz, Joseph ; Bernard, Benjamin ; Capponi, Agostino.
    In: Working Papers.
    RePEc:ntw:wpaper:1901.

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21. Vulnerability Analysis of the Financial Network. (2019). Peng, Jiming ; Khabazian, Aein.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:7:p:3302-3321.

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22. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
    In: IMF Working Papers.
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23. Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market. (2019). Napoletano, Mauro ; Popoyan, Lilit ; Roventini, Andrea.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403274.

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24. Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures. (2019). Rau-Bredow, Hans.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:3:p:91-:d:260962.

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25. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Documents de Travail de l'OFCE.
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26. CoMap: mapping contagion in the euro area banking sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192224.

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27. Liquidity contagion with a “first-in/first-out†seniority of claims. (2019). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00991.

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28. Short-Term Liquidity Contagion in the Interbank Market. (2019). Cepeda-Lopez, Freddy ; Martinez-Ventura, Constanza ; Leon, Carlos.
    In: Revista Cuadernos de Economía.
    RePEc:col:000093:017471.

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29. How connected is too connected? Impact of network topology on systemic risk and collapse of complex economic systems. (2019). Morales, Alfredo J ; VI, Aymeric.
    In: Papers.
    RePEc:arx:papers:1912.09814.

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30. Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V.
    In: Papers.
    RePEc:arx:papers:1912.05273.

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31. .

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32. Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Han, Seunghun ; Yun, Sung-Guan ; Kwon, Oh Sung ; Lee, Duk Hee ; Chung, Yanghon.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

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33. Diversification and Systemic Risk: A Financial Network Perspective. (2018). Hledik, Juraj ; Frey, Rudiger.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:54-:d:146414.

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34. Private and public risk sharing in the euro area. (2018). Cimadomo, Jacopo ; Giuliodori, Massimo ; Furtuna, Oana.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182148.

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35. Explicit size distributions of failure cascades redefine systemic risk on finite networks. (2018). Schweitzer, Frank ; Herrmann, Hans J ; Burkholz, Rebekka.
    In: Papers.
    RePEc:arx:papers:1802.03286.

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36. Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. (2018). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton.
    In: Papers.
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37. Potential und Risiken der Kapitalmarktunion für die Wirtschaft Europas und Österreichs. (2017). Breitenfellner, Andreas ; Schuberth, Helene.
    In: FIW Policy Brief series.
    RePEc:wsr:pbrief:y:2017:i:035.

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38. Systemic risk, bank’s capital buffer, and leverage. (2017). Wibowo, Buddi.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:9:y:2017:i:2:p:150-158.

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39. Private and Public Risk Sharing in the Euro Area. (2017). Cimadomo, Jacopo ; Giuliodori, Massimo M ; Furtuna, Oana.
    In: Tinbergen Institute Discussion Papers.
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40. Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna.
    In: ESRB Working Paper Series.
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41. The impact of network inhomogeneities on contagion and system stability. (2017). Walther, Ursula ; Hubsch, Arnd .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2401-y.

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42. The Future of Agent-Based Modeling. (2017). Richiardi, Matteo.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:43:y:2017:i:2:d:10.1057_s41302-016-0075-9.

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43. Where Modern Macroeconomics Went Wrong. (2017). Stiglitz, Joseph.
    In: NBER Working Papers.
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44. Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability. (2017). Stiglitz, Joseph ; Capponi, Agostino ; Bernard, Benjamin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23747.

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45. From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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46. Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

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47. Intervention On Default Contagion Under Partial Information. (2017). Xu, Yang.
    In: Papers.
    RePEc:arx:papers:1710.02127.

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48. CCP interoperability and system stability. (2016). Feng, Xiao Bing ; Hu, Haibo.
    In: International Journal of Modern Physics C (IJMPC).
    RePEc:wsi:ijmpcx:v:27:y:2016:i:03:n:s012918311650025x.

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49. The state, the market, and development. (2016). Stiglitz, Joseph.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2016-001.

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50. The state, the market, and development. (2016). Stiglitz, Joseph.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2016-1.

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51. A functional perspective to financial networks. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: DEM Working Papers.
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52. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, M ; Leon, C E.
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    RePEc:tiu:tiutis:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

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53. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E.
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    RePEc:tiu:tiucen:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

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54. Non-performing loans, systemic risk and resilience in financial networks. (2016). Vanni, Fabio ; Bottazzi, Giulio ; de Sanctis, Alessandro .
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/08.

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55. Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba.
    In: Computational Economics.
    RePEc:kap:compec:v:47:y:2016:i:1:p:49-66.

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56. Liability Concentration and Systemic Losses in Financial Networks. (2016). Chen, Peng-Chu ; Capponi, Agostino ; Yao, David D.
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:5:p:1121-1134.

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57. When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. (2016). Marmi, Stefano ; Lillo, Fabrizio ; Corsi, Fulvio.
    In: Operations Research.
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58. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
    In: Working Papers.
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59. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
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60. The Nexus Between Systemic Risk and Sovereign Crises. (2016). Teply, Petr ; Klinger, Tomas .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:1:p:50-69.

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61. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:936.

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62. Decomposition of Systemic Risk Drivers in Evolving Financial Networks. (2016). Silva, Thiago ; Barroso, João ; Stancato, Sergio Rubens ; Ribeiro, Joo Barata.
    In: Working Papers Series.
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63. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose.
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    RePEc:bca:bocawp:16-6.

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64. Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano.
    In: Papers.
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65. Strength of weak layers in cascading failures on multiplex networks: case of the international trade network. (2016). Lee, Kyu-Min ; Goh, Kwang-Il .
    In: Papers.
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66. Leveraging the network: a stress-test framework based on DebtRank. (2016). Caldarelli, Guido ; Gurciullo, Stefano ; Battiston, Stefano ; D'Errico, Marco.
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67. Too interconnected to fail: A survey of the interbank networks literature. (2015). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:91.

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68. From banks strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:47.

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69. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data. (2015). Cadena, Carlos ; Cely, Jorge ; Leon, C E.
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70. Financial stability from a network perspective. (2015). Leon Rincon, C. E., .
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71. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, N M ; Machado, C ; Leon, C E.
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72. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, N M ; Machado, C ; Leon, C E.
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73. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data. (2015). León, Carlos ; Leon, C. ; Cely, Jorge ; Cadena, Carlos .
    In: Discussion Paper.
    RePEc:tiu:tiucen:ccd49709-e1d5-4da9-bf85-8e7e7320524e.

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74. Identifying interbank loans, rates, and claims networks from transactional data. (2015). Leon, C. ; Cadena, Carlos ; Cely, Jorge .
    In: Discussion Paper.
    RePEc:tiu:tiucen:bd09917e-4277-418c-8d8e-5bd5b8439fd3.

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75. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
    In: Discussion Paper.
    RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

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76. Reduction of Systemic Risk by Means of Pigouvian Taxation. (2015). Gabbi, Giampaolo ; Abraham, Hrvoje ; Zlati, Vinko.
    In: PLOS ONE.
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77. The future of agent-based modelling.. (2015). Richiardi, Matteo.
    In: Economics Papers.
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78. Towards a General Theory of Deep Downturns. (2015). Stiglitz, Joseph.
    In: NBER Working Papers.
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79. Mandatory Disclosure and Financial Contagion. (2015). Barlevy, Gadi ; Alvarez, Fernando.
    In: NBER Working Papers.
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80. From banks’ strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone .
    In: Working Papers.
    RePEc:jau:wpaper:2015/11.

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81. A Microfounded Design of Interconnectedness-Based Macroprudential Regulation. (2015). Fique, Jose.
    In: Caepr Working Papers.
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82. From Organization to Activity in the US Collateralized Interbank Market. (2015). Oet, Mikhail ; Ong, Stephen J.
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83. How likely is contagion in financial networks?. (2015). Glasserman, Paul ; Young, Peyton H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:383-399.

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84. Fiscal and monetary policies in complex evolving economies. (2015). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: Journal of Economic Dynamics and Control.
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85. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data. (2015). León, Carlos ; Cadena, Carlos ; Cely, Jorge ; Leon, Carlos.
    In: BORRADORES DE ECONOMIA.
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86. The future of agent-based modelling.. (2015). Richiardi, Matteo.
    In: LABORatorio R. Revelli Working Papers Series.
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87. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data. (2015). León, Carlos ; Cely, Jorge ; Leon, Carlos ; Cadena, Carlos .
    In: Borradores de Economia.
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88. Systemic risk in multiplex networks with asymmetric coupling and threshold feedback. (2015). Schweitzer, Frank ; Burkholz, Rebekka ; Garas, Antonios ; Leduc, Matt V..
    In: Papers.
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89. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper .
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90. A network analysis of the evolution of the German interbank market. (2014). Georg, Co-Pierre ; Battiston, Stefano ; Roukny, Tarik .
    In: Discussion Papers.
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91. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: Working Papers.
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92. Fiscal and monetary policies in complex evolving economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni ; Dosi G., ; Treibich T. G., ; Roventini A., ; Napoletano M., ; Fagiolo G., .
    In: Research Memorandum.
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93. Macroprudential Consolidation Policy in Interbank Networks. (2014). Molinari, Massimo ; Gaffeo, Edoardo.
    In: DEM Discussion Papers.
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94. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; Renneboog, L. D. R., ; Berndsen, R J ; Leon, C E.
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95. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; Renneboog, L. D. R., ; Berndsen, R J ; Leon, C E.
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96. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; Renneboog, L. D. R., ; Berndsen, R J ; Leon, C E.
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97. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, C. ; Renneboog, L. D. R., .
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98. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, C. ; Renneboog, L. D. R., .
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99. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
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100. Fiscal and monetary policies in complex evolving economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
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101. Inside Money, Procyclical Leverage, and Banking Catastrophes. (2014). Sethi, Rajiv ; Watts, Duncan J ; Brummitt, Charles D.
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102. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
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103. Mandatory Disclosure and Financial Contagion. (2014). Barlevy, Gadi ; Alvarez, Fernando.
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104. Fiscal and monetary policies in complex evolving economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
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105. Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro.
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106. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
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107. The impact of the global financial crisis on mortgage pricing and credit supply. (2014). Yin, Xiangkang ; Lou, Weifang .
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108. Quantifying the impact of leveraging and diversification on systemic risk. (2014). Tasca, Paolo ; Schweitzer, Frank ; Mavrodiev, Pavlin .
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109. Asymmetric effects of households’ financial participation on banking diversification. (2014). Chen, Pei-Fen ; Zeng, Jhih-Hong .
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110. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, Carlos.
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111. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
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112. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
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113. Endogenous Derivative Networks.. (2014). Breton, Régis ; Vuillemey, G..
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114. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, Carlos.
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115. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
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116. Capital Requirements, Liquidity and Financial Stability: the case of Brazil. (2014). Sergio R. Stancato de Souza, .
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117. Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval .
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118. Inside Money, Procyclical Leverage, and Banking Catastrophes. (2014). Sethi, Rajiv ; Brummitt, Charles D. ; Watts, Duncan J..
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119. Stable Growth in an Era of Crises; Learning from Economic Theory and History. (2013). Stiglitz, Joseph ; JosephE. Stiglitz, .
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120. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz.
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121. Standardization for Agent-based Modeling in Economics. (2013). Li, Xi Hao.
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122. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
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123. International Income Risk-Sharing and the Global Financial Crisis of 2008--2009. (2013). Balli, Hatice ; Basher, Syed.
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124. Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics. (2013). Cabrales, Antonio ; Sanchez, Angel ; Loepfe, Lasse .
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125. Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?. (2013). battiston, stefano ; Kaushik, Rahul.
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126. Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton.
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127. International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009. (2013). Balli, Hatice ; Basher, Syed.
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128. International income risk-sharing and the global financial crisis of 2008–2009. (2013). Balli, Hatice ; Basher, Syed.
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129. A positive analysis of deposit insurance provision: Regulatory competition among European Union countries. (2013). Schure, Paul ; Engineer, Merwan.
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130. A network analysis of global banking: 1978–2010. (2013). Reyes, Javier ; Minoiu, Camelia.
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131. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
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132. Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view. (2013). León, Carlos ; Berndsen, Ron ; Leon, Carlos.
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133. Quantifying the Impact of Leveraging and Diversification on Systemic Risk. (2013). Tasca, Paolo ; Schweitzer, Frank ; Mavrodiev, Pavlin .
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134. Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view. (2013). León, Carlos ; Berndsen, Ron.
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135. Insolvency and Contagion in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
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136. THE IMPACT OF BANK ACTIVITIES ON CONTAGION RISK IN INTERBANK NETWORKS. (2012). Li, Shouwei ; He, Jianmin.
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137. Bankruptcy Cascades in Interbank Markets. (2012). Tedeschi, Gabriele ; Gallegati, Mauro ; Helbing, Dirk ; Mazloumian, Amin .
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138. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2012). Fischer, Thomas ; Riedler, Jesper .
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139. Default Cascades: When Does Risk Diversification Increase Stability?. (). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce .
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31. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
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32. The impact of the global financial crisis on mortgage pricing and credit supply. (2014). Yin, Xiangkang ; Lou, Weifang .
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34. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture. (2014). León, Carlos ; Berndsen, Ron ; Leon, Carlos.
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35. International diversification and risk of multinational banks: Evidence from the pre-crisis period. (2014). Pozzolo, Alberto ; Gulamhussen, M. A. ; Pinheiro, Carlos .
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36. Asymmetric effects of households’ financial participation on banking diversification. (2014). Chen, Pei-Fen ; Zeng, Jhih-Hong .
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37. Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval .
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38. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
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39. How Likely is Contagion in Financial Networks?. (2013). Young, H. ; Glasserman, Paul.
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40. Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton.
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41. A positive analysis of deposit insurance provision: Regulatory competition among European Union countries. (2013). Schure, Paul ; Engineer, Merwan.
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42. A network analysis of global banking: 1978–2010. (2013). Reyes, Javier ; Minoiu, Camelia.
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43. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Sorensen, Christoffer Kok ; Haaj, Grzegorz.
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44. Quantifying the Impact of Leveraging and Diversification on Systemic Risk. (2013). Tasca, Paolo ; Schweitzer, Frank ; Mavrodiev, Pavlin .
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45. Post-Mortem Examination of the International Financial Network. (2012). Schiavo, Stefano ; Fagiolo, Giorgio ; Chinazzi, Matteo .
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46. Post-Mortem Examination of the International Financial Network. (2012). Schiavo, Stefano ; Reyes, Javier ; Fagiolo, Giorgio ; Chinazzi, Matteo .
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47. Credit Default Swaps Drawup Networks: Too Tied To Be Stable?. (2012). battiston, stefano ; Kaushik, Rahul .
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48. Large deviations for a mean field model of systemic risk. (2012). Papanicolaou, George ; Garnier, Josselin.
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49. Credit Default Swaps Drawup Networks: Too Tied To Be Stable?. (). battiston, stefano ; Kaushik, Rahul .
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50. Market Procyclicality and Systemic Risk. (). Tasca, Paolo ; battiston, stefano.
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