The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market

von Barucca, Paolo
Veröffentlicht in Computational Management Science (2018)

Degree-correlations in a bursting dynamic network model

von Vanni, Fabio
Veröffentlicht in Journal of economic interaction and coordination (2019)

Stochastic Recurrent Neural Network for Multistep Time Series Forecasting

von Yin, Zexuan
Veröffentlicht in ICONIP (28. : 2021 : Online) Neural information processing ; Part 1 (2021)

Behind the price: on the role of agent's reflexivity in financial market microstructure

von Barucca, Paolo
Veröffentlicht in Methods and finance (2017)

Common asset holdings and systemic vulnerability across multiple types of financial institution

von Barucca, Paolo
Veröffentlicht in Journal of financial stability (2021)

Collateral unchained : Rehypothecation networks, concentration and systemic effects

von Luu, Duc Thi
Veröffentlicht in Journal of financial stability (2021)

Forward-looking solvency contagion

von Bardoscia, Marco
Veröffentlicht in Journal of economic dynamics & control (2019)

Network sensitivity of systemic risk

von Ramadiah, Amanah
Veröffentlicht in The journal of network theory in finance (2019)