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Citations for "A fitness model for the Italian Interbank Money Market"

by G. De Masi & G. Iori & G. Caldarelli

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  1. Mattia Montagna & Thomas Lux, 2013. "Hubs and resilience: towards more realistic models of the interbank markets," Kiel Working Papers 1826, Kiel Institute for the World Economy.
  2. Thomas Lux, Daniel Fricke, 2012. "Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform," Kiel Working Papers 1759, Kiel Institute for the World Economy.
  3. Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
  4. Andrey Sokolov & Rachel Webster & Andrew Melatos & Tien Kieu, 2012. "Loan and nonloan flows in the Australian interbank network," Papers 1202.3182, arXiv.org.
  5. Daniel Fricke, 2012. "Trading Strategies in the Overnight Money Market: Correlations and Clustering on the e-MID Trading Platform," Kiel Working Papers 1766, Kiel Institute for the World Economy.
  6. Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2014. "Impact of credit default swaps on financial contagion," Papers 1411.1356, arXiv.org.
  7. Karl Finger & Daniel Fricke & Thomas Lux, 2012. "Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes," Kiel Working Papers 1782, Kiel Institute for the World Economy.
  8. Nicolò Pecora & Alessandro Spelta, 2014. "Shareholding Network in the Euro Area Banking Market," DISCE - Working Papers del Dipartimento di Economia e Finanza def014, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  9. Stefano Gurciullo, 2014. "Stess-testing the system: Financial shock contagion in the realm of uncertainty," Papers 1412.1679, arXiv.org.
  10. Karl Finger & Thomas Lux, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," Working Papers 01, Chair of Monetary Economics and International Finance, Department of Economics, Kiel University.
  11. Montagna, Mattia & Lux, Thomas, 2014. "Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information," FinMaP-Working Papers 8, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  12. Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S., 2014. "Directed clustering coefficient as a measure of systemic risk in complex banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 211-216.
  13. Mattia Montagna & Thomas Lux, 2014. "Contagion Risk in the Interbank Market: A Probabilistic Approach to cope with Incomplete Structural Information," Kiel Working Papers 1937, Kiel Institute for the World Economy.
  14. Alessandro Spelta & Tanya Ara\'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
  15. Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2012. "Optimal portfolio for a robust financial system," Papers 1211.5235, arXiv.org, revised Feb 2013.
  16. Nicol\'o Musmeci & Stefano Battiston & Guido Caldarelli & Michelangelo Puliga & Andrea Gabrielli, 2012. "Bootstrapping topology and systemic risk of complex network using the fitness model," Papers 1209.6459, arXiv.org.
  17. Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
  18. Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  19. Daniel Fricke & Karl Finger & Thomas Lux, 2013. "On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks," Kiel Working Papers 1830, Kiel Institute for the World Economy.
  20. Araújo, Tanya & Spelta, Alessandro, 2014. "Structural changes in cross-border liabilities: A multidimensional approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
  21. Daniel Fricke & Thomas Lux, 2013. "On the Distribution of Links in the Interbank Network: Evidence from the e-Mid Overnight Money Market," Kiel Working Papers 1819, Kiel Institute for the World Economy.
  22. Sokolov, Andrey & Webster, Rachel & Melatos, Andrew & Kieu, Tien, 2012. "Loan and nonloan flows in the Australian interbank network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(9), pages 2867-2882.
  23. Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
  24. repec:ctc:serie1:def14 is not listed on IDEAS
  25. Giulio Cimini & Tiziano Squartini & Nicol\`o Musmeci & Michelangelo Puliga & Andrea Gabrielli & Diego Garlaschelli & Stefano Battiston & Guido Caldarelli, 2014. "Reconstructing topological properties of complex networks using the fitness model," Papers 1410.2121, arXiv.org.
  26. Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  27. Berlinger, Edina & Szenes, Márk & Michaletzky, Márton, 2011. "A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után
    [Examination of the network dynamics of the uncovered interbank forint market before the liquid
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-252.
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