| Interdependencies in the euro area derivatives clearing network : a multilayer network approach
|
2019 |
Rosati, Simonetta |
| The liquidity of credit default index swap networks
|
2019 |
Haynes, Richard |
| Estimating the contagion effect through the portfolio channel using a network approach
|
2019 |
Schiavone, Alessandro |
| The econophysics of asset prices, returns and multiple expectations
|
2019 |
Olkhov, Victor |
| Network sensitivity of systemic risk
|
2019 |
Ramadiah, Amanah |
| In search of lost edges : a case study on reconstructing financial networks
|
2019 |
Lebacher, Michael |
| Structural systemic risk : evolution and main drivers
|
2019 |
Azevedo, N. |
| Credit rating analysis based on the network of trading information
|
2019 |
Wang, Ximei |
| Mapping bank securities across euro area sectors : comparing funding and exposure networks
|
2019 |
Huser, Anne-Caroline |
| Universalities in the dynamics of cryptocurrencies : stability, scaling and size
|
2019 |
Pogudin, Andrey |
| Scoring models for roboadvisory platforms : a network approach
|
2019 |
Giudici, Paolo |
| Default cascades and systemic risk on different interbank network topologies
|
2019 |
Scholtes, Nicolas K. |
| Networks of common asset holdings : aggregation and measures of vulnerability
|
2018 |
Braverman, Anton |
| The quest for living beta : investigating the implications of shareholder networks
|
2018 |
Oldham, Matthew |
| A stock-flow consistent macroeconomic model with heterogeneous agents : the master equation approach
|
2018 |
Grasselli, Matheus |
| Harmonic distances, centralities and systemic stability in heterogeneous interbank networks
|
2018 |
Fukker, Gábor |
| What do central counterparty default funds really cover? : a network-based stress test answer
|
2018 |
Poce, Giulia |
| Financial statement networks : an application of network theory in audit
|
2018 |
Boersma, Marcel |
| News-sentiment networks as a company risk indicator
|
2018 |
Forss, Thomas |
| Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis
|
2018 |
Kojaku, Sadamori |
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