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Mario Eboli

Personal Details

First Name:Mario
Middle Name:
Last Name:Eboli
Suffix:
RePEc Short-ID:peb61
[This author has chosen not to make the email address public]

Affiliation

Departament d'Economia
Universitat Jaume I

Castellón de la Plana, Spain
http://www.eco.uji.es/
RePEc:edi:ueujies (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mario Eboli & Lorenzo Fabiani, 2025. "Institutional inefficiencies in law enforcement: Constructing composite indices of impunity from Italian provincial data," Working Papers 2025/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  2. Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018. "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers 2018/15, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Eboli, Mario, 2013. "A flow network analysis of direct balance-sheet contagion in financial networks," Kiel Working Papers 1862, Kiel Institute for the World Economy.
  4. Mario Eboli, 2001. "Imitation and the diffusion of innovation in e-commerce," Computing in Economics and Finance 2001 237, Society for Computational Economics.

Articles

  1. Eboli, Mario, 2025. "Systemic risk in centralised interbank networks," Journal of Financial Stability, Elsevier, vol. 81(C).
  2. Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023. "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, vol. 19(2), pages 169-200, June.
  3. Mario Eboli & Andrea Toto & Andrea Ziruolo, 2021. "Mafia infiltrations in Italian municipalities: two statistical indicators," Applied Economics, Taylor & Francis Journals, vol. 53(24), pages 2693-2712, May.
  4. Mario Eboli, 2019. "The Concentration of the Banking Industry and Its Exposure to Financial Contagion," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(4), pages 95-103, April.
  5. Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
  6. Mario Eboli & Andrea Toto, 2019. "The Insurance Value of Trade Credit," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(7), pages 1-87, July.
  7. Fabio Castiglionesi & Mario Eboli, 2018. "Liquidity Flows in Interbank Networks," Review of Finance, European Finance Association, vol. 22(4), pages 1291-1334.
  8. Mario Eboli, 2015. "Diffusion of innovations in dense and sparse networks," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1559-1571, July.
  9. Dell’Aquila, Crescenzo & Eboli, Mario, 2012. "Financing production with liquidity constraints: the role of trade credit in agro-food supply chains," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2012(4), pages 1-18.
  10. Mario Eboli, 2007. "Entrepreneurs as Forecasters and a Market for their Services," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2007(92), pages 69-92.
  11. Mario Eboli, 2004. "The Economics of Network Industries by Oz Shy: a book review," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 8(4), pages 431-435, October.
  12. Mario Eboli, 2003. "Two Models of Information Costs Based on Computational Complexity," Computational Economics, Springer;Society for Computational Economics, vol. 21(1_2), pages 87-105, February.
  13. Mario Eboli, 2003. "Two Models of Information Costs Based on Computational Complexity," Computational Economics, Springer;Society for Computational Economics, vol. 21(1), pages 87-105, February.
  14. Mario Eboli, 2002. "Acquisition of Market Information, Returns to Scale and the Viability of Competitive Equilibrium," Metroeconomica, Wiley Blackwell, vol. 53(2), pages 95-112, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Eboli, Mario, 2013. "A flow network analysis of direct balance-sheet contagion in financial networks," Kiel Working Papers 1862, Kiel Institute for the World Economy.

    Cited by:

    1. Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
    2. Selman Erol & Rakesh Vohra, 2014. "Network Formation and Systemic Risk," PIER Working Paper Archive 14-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    3. Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018. "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, vol. 27(C), pages 105-112.
    4. Selman Erol & Rakesh Vohra, 2014. "Network Formation and Systemic Risk, Second Version," PIER Working Paper Archive 15-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Dec 2014.
    5. Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018. "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers 2018/15, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Fang, Lei & Cheng, Jiang & Su, Fang, 2019. "Interconnectedness and systemic risk: A comparative study based on systemically important regions," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 147-158.
    7. Sonin, Konstantin & Sonin, Isaac, 2020. "A Continuous-Time Model of Financial Clearing," CEPR Discussion Papers 15117, C.E.P.R. Discussion Papers.

Articles

  1. Mario Eboli & Andrea Toto & Andrea Ziruolo, 2021. "Mafia infiltrations in Italian municipalities: two statistical indicators," Applied Economics, Taylor & Francis Journals, vol. 53(24), pages 2693-2712, May.

    Cited by:

    1. Mario Eboli & Lorenzo Fabiani, 2025. "Institutional inefficiencies in law enforcement: Constructing composite indices of impunity from Italian provincial data," Working Papers 2025/06, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Ken Yahagi & Susumu Cato, 2023. "Strategic crackdown on organized crime by local governments," Economics of Governance, Springer, vol. 24(2), pages 237-257, June.

  2. Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.

    Cited by:

    1. Xin Liu, 2025. "RETRACTED ARTICLE: Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(2), pages 6629-6664, June.
    2. Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    3. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    4. Erol, Selman & Vohra, Rakesh, 2022. "Network formation and systemic risk," European Economic Review, Elsevier, vol. 148(C).
    5. William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021. "Hierarchical contagions in the interdependent financial network," Papers 2106.14168, arXiv.org, revised Jun 2022.
    6. Lei, Jingyue & Shen, Peilong & Li, Zhinan, 2025. "Multilayer bank-firm networks and financial risk contagion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 675(C).
    7. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
    8. Côme Billard, 2020. "Technology Contagion in Networks," Working Papers 2020.01, FAERE - French Association of Environmental and Resource Economists.
    9. Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong, 2020. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," MPRA Paper 104719, University Library of Munich, Germany.
    10. Caiazzo, Emmanuel & Zazzaro, Alberto, 2025. "Bank diversity and financial contagion," Journal of Financial Stability, Elsevier, vol. 77(C).
    11. Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023. "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, vol. 19(2), pages 169-200, June.
    12. Jiajia, Liu & Kun, Guo & Fangcheng, Tang & Yahan, Wang & Shouyang, Wang, 2023. "The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 105-119.
    13. Chen, Yehning, 2022. "Bank interconnectedness and financial stability: The role of bank capital," Journal of Financial Stability, Elsevier, vol. 61(C).
    14. Sonin, Konstantin & Sonin, Isaac, 2020. "A Continuous-Time Model of Financial Clearing," CEPR Discussion Papers 15117, C.E.P.R. Discussion Papers.
    15. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    16. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    17. 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).

  3. Fabio Castiglionesi & Mario Eboli, 2018. "Liquidity Flows in Interbank Networks," Review of Finance, European Finance Association, vol. 22(4), pages 1291-1334.

    Cited by:

    1. Mario Eboli, 2019. "The Concentration of the Banking Industry and Its Exposure to Financial Contagion," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(4), pages 95-103, April.
    2. Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
    3. Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
    4. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2023. "Networks, interconnectedness, and interbank information asymmetry," Journal of Financial Stability, Elsevier, vol. 67(C).
    5. Liu, Yulin & Sadiq, Muhammad & Wen, Fenghua & Cao, Zhiling, 2024. "Interbank deposits and bank systemic risk," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    6. Arcagni, Alberto & Cerqueti, Roy & Grassi, Rosanna, 2024. "Higher-order assortativity for directed weighted networks and Markov chains," European Journal of Operational Research, Elsevier, vol. 316(1), pages 215-227.
    7. Chabot, Miia & Bertrand, Jean-Louis, 2021. "Complexity, interconnectedness and stability: New perspectives applied to the European banking system," Journal of Business Research, Elsevier, vol. 129(C), pages 784-800.
    8. Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
    9. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2021. "Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry," Finance and Economics Discussion Series 2021-017, Board of Governors of the Federal Reserve System (U.S.).
    10. Caiazzo, Emmanuel & Zazzaro, Alberto, 2025. "Bank diversity and financial contagion," Journal of Financial Stability, Elsevier, vol. 77(C).
    11. Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023. "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, vol. 19(2), pages 169-200, June.
    12. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    13. 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).
    14. Tang, Ying & Li, Zhiyong & Chen, Jing & Deng, Chao, 2021. "Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    15. Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018. "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers 2018/15, Economics Department, Universitat Jaume I, Castellón (Spain).
    16. Hong Chen & Tan Wang & David D. Yao, 2021. "Financial Network and Systemic Risk—A Dynamic Model," Production and Operations Management, Production and Operations Management Society, vol. 30(8), pages 2441-2466, August.

  4. Mario Eboli, 2015. "Diffusion of innovations in dense and sparse networks," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1559-1571, July.

    Cited by:

    1. Cai, Yuzhuo, 2023. "Towards a new model of EU-China innovation cooperation: Bridging missing links between international university collaboration and international industry collaboration," Technovation, Elsevier, vol. 119(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2019-01-07
  2. NEP-ICT: Information and Communication Technologies (1) 2019-01-07
  3. NEP-URE: Urban and Real Estate Economics (1) 2025-10-20

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