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The multiplex structure of interbank networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
In: Papers.
RePEc:arx:papers:1311.4798.

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Cited: 31

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Cites: 40

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  1. Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph.
    In: Journal of Economic Interaction and Coordination.
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  2. Interdependencies in the euro area derivatives clearing network: a multi-layer network approach. (2019). Vacirca, Francesco ; Rosati, Simonetta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192342.

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  3. Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; Rincon, Carlos Leon ; Berndsen, Ron.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c4fae203-93a8-410d-b3f0-02488687f884.

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  4. Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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  5. Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose .
    In: Working Papers Central Bank of Chile.
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  6. Multi-layered interbank model for assessing systemic risk. (2016). Kok, Christoffer ; Montagna, Mattia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161944.

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  7. Too interconnected to fail: A survey of the interbank networks literature. (2015). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
    In: SAFE Working Paper Series.
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  8. Bank networks: Contagion, systemic risk and prudential policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
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  9. Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iñaki ; Alves, Ivan .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:102.

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  10. Financial stability from a network perspective. (2015). Leon Rincon, C. E., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c.

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  11. Input-output-based measures of systemic importance. (2015). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:4:p:589-606.

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  12. Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y.
    In: Working Papers.
    RePEc:ofr:wpaper:15-12.

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  13. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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  14. Networked relationships in the e-MID interbank market: A trading model with memory. (2015). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:98-116.

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  15. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Aldasoro, Iaki ; Faia, Ester ; Gatti, Domenico Delli.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def028.

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  16. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10540.

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  17. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5182.

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  18. Capital and contagion in financial networks. (2015). Pierobon, F ; Battiston, S ; Infante, L ; di Iasio, G.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:39-11.

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  19. Systemic Risk with Exchangeable Contagion: Application to the European Banking System. (2015). Mulinacci, Sabrina ; Cherubini, Umberto .
    In: Papers.
    RePEc:arx:papers:1502.01918.

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  20. Interbank markets and multiplex networks: centrality measures and statistical null models. (2015). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Papers.
    RePEc:arx:papers:1501.05751.

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  21. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, C. ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiutil:0de9add3-0338-4575-9c00-b5d52d323956.

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  22. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, C. ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:e1e8f9bc-2084-46df-873c-5285364138a2.

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  23. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:288-303.

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  24. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture. (2014). León, Carlos ; Berndsen, Ron ; Leon, Carlos.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:241-256.

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  25. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, Carlos.
    In: BORRADORES DE ECONOMIA.
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  26. A multi-layer network of the sovereign securities market. (2014). Renneboog, Luc ; perez villalobos, jhonatan ; León, Carlos ; Leon, Carlos.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:012036.

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  27. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0516.

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  28. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures. (2014). Renneboog, Luc ; León, Carlos ; Berndsen, Ron ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:848.

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  29. A multi-layer network of the sovereign securities market. (2014). Renneboog, Luc ; perez villalobos, jhonatan ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:840.

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  30. Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
    In: Papers.
    RePEc:arx:papers:1403.3638.

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  31. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:52141.

    Full description at Econpapers || Download paper

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  34. Modelling the emergence of the interbank networks. (2015). Kok, Christoffer ; Halaj, Grzegorz.
    In: Quantitative Finance.
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  35. Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton.
    In: Economics Series Working Papers.
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  36. Contagion in Financial Markets. (2015). Young, Peyton H ; Glasserman, Paul.
    In: Working Papers.
    RePEc:ofr:wpaper:15-21.

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  37. The role of interbank relationships and liquidity needs. (2015). Fecht, Falko ; Craig, Ben R. ; Tumer-Alkan, Gunseli .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:99-111.

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  38. Overlapping portfolios, contagion, and financial stability. (2015). Farmer, J. ; Rockmore, Daniel ; Foti, Nick ; Caccioli, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:50-63.

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  39. A dynamic network model of the unsecured interbank lending market. (2015). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:460.

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  40. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10663.

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  41. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. (2015). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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    RePEc:cpr:ceprdp:10479.

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  42. A dynamic network model of the unsecured interbank lending market. (2015). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; Brauning, Falk ; van Lelyveld, Iman.
    In: BIS Working Papers.
    RePEc:bis:biswps:491.

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  43. Cross-border interbank contagion in the European banking sector.. (2015). Salakhova, Dilyara ; Gabrieli, Silvia ; Vuillemey, G..
    In: Working papers.
    RePEc:bfr:banfra:545.

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  44. Interbank markets and multiplex networks: centrality measures and statistical null models. (2015). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Papers.
    RePEc:arx:papers:1501.05751.

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  45. Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis. (2014). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: Discussion Papers.
    RePEc:zbw:bubdps:452014.

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  46. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Lelyveld, Iman ; Heuver, Richard ; Heijmans, Ronald ; Levallois, Clement ; van Lelyveld, Iman.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:418.

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  47. Macroprudential framework:key questions applied to the French case.. (2014). Duprey, Thibaut ; Kelber, A. ; Bennani, T. ; Dujardin, M. ; Despres, M..
    In: Occasional papers.
    RePEc:bfr:opaper:9.

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  48. How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data. (2014). Picillo, Cristina ; Heuver, Richard ; Heijmans, Ronald ; arciero, luca ; Massarenti, Marco ; Vacirca, Francesco .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_215_14.

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  49. The Multiplex Structure of Interbank Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2013_26.rdf.

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  50. The multiplex structure of interbank networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Papers.
    RePEc:arx:papers:1311.4798.

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