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The Physics of Financial Networks
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Cited by:
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Tomaž Fleischman & Paolo Dini, 2021. "Mathematical Foundations for Balancing the Payment System in the Trade Credit Market," JRFM, MDPI, vol. 14(9), pages 1-25, September.
- Seabrook, Isobel & Barucca, Paolo & Caccioli, Fabio, 2022. "Structural importance and evolution: An application to financial transaction networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
- Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022.
"Risk spillovers and interconnectedness between systemically important institutions,"
Journal of Financial Stability, Elsevier, vol. 58(C).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020. "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series 20-40, Swiss Finance Institute.
- Peng Liu, 2024. "Antinetwork among China A-shares," Papers 2404.00028, arXiv.org.
- Fleischman, Tomaž & Dini, Paolo, 2021. "Mathematical foundations for balancing the payment system in the trade credit market," LSE Research Online Documents on Economics 112151, London School of Economics and Political Science, LSE Library.
- Tacchella, Andrea & Zaccaria, Andrea & Miccheli, Marco & Pietronero, Luciano, 2023. "Relatedness in the era of machine learning," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
- Monasterolo,Irene & Mandel,Antoine & Battiston,Stefano & Mazzocchetti,Andrea & Oppermann,Klaus & Coony,Jonathan D'Entremont & Stretton,Stephen John & Stewart,Fiona Elizabeth & Dunz,Nepomuk Max Ferdina, 2022. "The Role of Green Financial Sector Initiatives in the Low-Carbon Transition : A Theoryof Change," Policy Research Working Paper Series 10181, The World Bank.
- Valentina Macchiati & Giuseppe Brandi & Tiziana Di Matteo & Daniela Paolotti & Guido Caldarelli & Giulio Cimini, 2022. "Systemic liquidity contagion in the European interbank market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 443-474, April.
- Ricciardi, Gianmarco & Montagna, Guido & Caldarelli, Guido & Cimini, Giulio, 2023. "Dimensional reduction of solvency contagion dynamics on financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
- García, Javier Sánchez & Rambaud, Salvador Cruz, 2023. "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, vol. 53(C).
- Bardoscia, Marco & Caccioli, Fabio & Gao, Haotian, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.
- Jiang, Cheng & Sun, Qian & Ye, Tanglin & Wang, Qingyun, 2023. "Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
- Liu, Peipei & Huang, Wei-Qiang, 2022. "Modelling international sovereign risk information spillovers: A multilayer network approach," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Katerina Rigana & Ernst C. Wit & Samantha Cook, 2024. "Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk," Papers 2402.06032, arXiv.org.
- Yanci Zhang & Yutong Lu & Haitao Mao & Jiawei Huang & Cien Zhang & Xinyi Li & Rui Dai, 2023. "Company Competition Graph," Papers 2304.00323, arXiv.org.
- Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Yutong Lu & Gesine Reinert & Mihai Cucuringu, 2023. "Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets," Papers 2302.09382, arXiv.org.
- William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.
- Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Seabrook, Isobel & Barucca, Paolo & Caccioli, Fabio, 2022. "Structural importance and evolution: an application to financial transaction networks," LSE Research Online Documents on Economics 117130, London School of Economics and Political Science, LSE Library.
- Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales, 2021. "The Evolving Causal Structure of Equity Risk Factors," Papers 2111.05072, arXiv.org.
- Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali, 2022. "Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning," Papers 2207.07183, arXiv.org.
- Yan, Chun & Ding, Yi & Liu, Wei & Liu, Xinhong & Liu, Jiahui, 2023. "Multilayer interbank networks and systemic risk propagation: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
- Zhe Li & Xinyu Huang, 2023. "Identifying Influential Spreaders Using Local Information," Mathematics, MDPI, vol. 11(6), pages 1-14, March.
- Carolina E S Mattsson & Teodoro Criscione & Frank W Takes, 2022. "Circulation of a digital community currency," Papers 2207.08941, arXiv.org, revised Jun 2023.
- Jalshayin Bhachech & Arnab Chakrabarti & Taisei Kaizoji & Anindya S. Chakrabarti, 2022. "Instability of networks: effects of sampling frequency and extreme fluctuations in financial data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 95(4), pages 1-14, April.
- Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
- Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
- Andrea Gabrielli & Valentina Macchiati & Diego Garlaschelli, 2023. "Critical density for network reconstruction," Papers 2305.17285, arXiv.org.
- Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).