A network analysis of the Italian overnight money market
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References listed on IDEAS
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- Paolo Angelini, 2008.
"Liquidity And Announcement Effects In The Euro Area,"
Giornale degli Economisti,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 67(1), pages 1-20, March.
- Paolo Angelini, 2002. "Liquidity and Announcement Effects in the Euro Area," Temi di discussione (Economic working papers) 451, Bank of Italy, Economic Research and International Relations Area.
- Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
- Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
- Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006. "Trading strategies in the Italian interbank market," Working Papers 06/03, Department of Economics, City University London.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 0080, European Central Bank.
- Battiston, Stefano & Bonabeau, Eric & Weisbuch, Gérard, 2003. "Decision making dynamics in corporate boards," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 322(C), pages 567-582.
- Garlaschelli, Diego & Battiston, Stefano & Castri, Maurizio & Servedio, Vito D.P. & Caldarelli, Guido, 2005. "The scale-free topology of market investments," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 491-499.
- Diego Garlaschelli & Stefano Battiston & Maurizio Castri & Vito D. P. Servedio & Guido Caldarelli, 2003. "The scale-free topology of market investments," Papers cond-mat/0310503, arXiv.org, revised Dec 2004.
- Angelini, P. & Maresca, G. & Russo, D., 1996. "Systemic risk in the netting system," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 853-868, June.
- Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G., 2006. "Systemic risk on the interbank market," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 525-542, December.
- Furfine, Craig H, 2003. " Interbank Exposures: Quantifying the Risk of Contagion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(1), pages 111-128, February.
- Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684. Full references (including those not matched with items on IDEAS)
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