Pages that link to "Item:Q844580"

The following pages link to A network analysis of the Italian overnight money market (Q844580):

Displaying 50 items.

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
• Modelling the evolution of national economies based on input-output networks (Q431912) (← links)
• Structure and dynamics of the global financial network (Q508314) (← links)
• Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
• Scheduling for single agile satellite, redundant targets problem using complex networks theory (Q509214) (← links)
• Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
• Measuring the flow of information among cities using the diffusion power (Q763787) (← links)
• Compound Poisson models for weighted networks with applications in finance (Q829212) (← links)
• Network and eigenvalue analysis of financial transaction networks (Q977772) (← links)
• An endogenous model of the credit network (Q1618857) (← links)
• Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
• Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
• To bail-out or to bail-in? Answers from an agent-based model (Q1623970) (← links)
• Overlapping portfolios, contagion, and financial stability (Q1623981) (← links)
• Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
• Weighted exponential random graph models: scope and large network limits (Q1633968) (← links)
• A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782) (← links)
• Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
• A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
• The role of bank relationships in the interbank market (Q1657486) (← links)
• Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
• Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
• Financial contagion in interbank networks: the case of Erdős-Rényi network model (Q1982257) (← links)
• Systemic risk in banking networks: advantages of ``tiered'' banking systems (Q1991920) (← links)
• On the long-run relationship between inflation and output in a spatial overlapping generations model (Q1994178) (← links)
• Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
• The evolution of free trade networks (Q1994301) (← links)
• Myopic and farsighted stability in network formation games: an experimental study (Q1996107) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Bank multiplex networks and systemic risk (Q2163131) (← links)
• Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
• Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
• An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← links)
• Dynamic integration and network structure of the EMU sovereign bond markets (Q2288911) (← links)
• A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market (Q2329477) (← links)
• Financial contagion: extending the exposures network of the Mexican financial system (Q2438066) (← links)
• Assessing interbank contagion using simulated networks (Q2438067) (← links)
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes (Q2438069) (← links)
• Statistical ensembles for economic networks (Q2511528) (← links)
• Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
• Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
• Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
• Inferring trading dynamics for an OTC market: the case of the euro area overnight money market (Q2866357) (← links)
• Optimizing Network Topology for Cascade Resilience (Q2917208) (← links)
• Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory (Q3606089) (← links)
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
• Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
• Network reconstruction with UK CDS trade repository data (Q4555197) (← links)
• Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)