Network Valuation in Financial Systems

Author:

Barucca Paolo,Bardoscia Marco,Caccioli Fabio,D'Errico Marco,Visentin Gabriele,Battiston Stefano,Caldarelli Guido

Publisher

Elsevier BV

Reference59 articles.

1. Systemic Risk and Stability in Financial Networks;D Acemoglu;American Economic Review,2015

2. What is systemic risk;F Allen;Journal of Money, Credit and Banking,2013

3. Financial contagion;F Allen;Journal of Political Economy,2001

4. Resilience to contagion in financial networks;H Amini;Mathematical Finance,2016

5. Uniqueness of equilibrium in a payment system with liquidation costs;H Amini;Operations Research Letters,2016

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1. Do interbank markets price systemic risk?;Journal of Financial Stability;2024-04

2. Reengineering of interbank networks;Network Science;2023-12-18

3. A discrete dynamics approach to interbank financial contagion;IMA Journal of Mathematical Control and Information;2021-04-26

4. Addressing systemic risk using contingent convertible debt – A network analysis;European Journal of Operational Research;2021-04

5. Distress and default contagion in financial networks;Mathematical Finance;2020-04-12

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