Controlling systemic risk: Network structures that minimize it and node properties to calculate it.
暂无分享,去创建一个
Guido Caldarelli | Hrvoje Štefančić | Sebastian M. Krause | Vinko Zlatić | G. Caldarelli | Vinko Zlati'c | H. Štefančić
[1] Giulio Cimini,et al. Estimating topological properties of weighted networks from limited information , 2015, Physical review. E, Statistical, nonlinear, and soft matter physics.
[2] S. Thurner,et al. The multi-layer network nature of systemic risk and its implications for the costs of financial crises , 2015, 1505.04276.
[3] M. Newman,et al. Mixing patterns in networks. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[4] Guido Caldarelli,et al. Default Cascades in Complex Networks: Topology and Systemic Risk , 2013, Scientific Reports.
[5] F. Caccioli,et al. Pathways towards instability in financial networks , 2016, Nature Communications.
[6] Rodney Garratt,et al. The missing links : A global study on uncovering fi nancial network structures from partial data 夽 , 2018 .
[7] Giulio Cimini,et al. The statistical physics of real-world networks , 2018, Nature Reviews Physics.
[8] Mason A. Porter,et al. Core-Periphery Structure in Networks (Revisited) , 2017, SIAM Rev..
[9] Guido Caldarelli,et al. DebtRank: A Microscopic Foundation for Shock Propagation , 2015, PloS one.
[10] V. Zlatic,et al. Reduction of Systemic Risk by Means of Pigouvian Taxation , 2014, PloS one.
[11] Giulio Cimini,et al. Systemic Risk Analysis on Reconstructed Economic and Financial Networks , 2014, Scientific Reports.
[12] David G. Rand,et al. Individual versus systemic risk and the Regulator's Dilemma , 2011, Proceedings of the National Academy of Sciences.
[13] Camelia Minoiu,et al. A Network Analysis of Global Banking: 1978-2010 , 2011, SSRN Electronic Journal.
[14] F. Caccioli,et al. Network valuation in financial systems , 2016, Mathematical Finance.
[15] Stefan Thurner,et al. Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation , 2018, Entropy.
[16] S. Battiston,et al. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk , 2009 .
[17] T. Lux,et al. Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform , 2015 .
[18] G. Fagiolo,et al. Post-Mortem Examination of the International Financial Network , 2012 .
[19] Fabrizio Lillo,et al. Disentangling bipartite and core-periphery structure in financial networks , 2015, 1511.08830.
[20] Teruyoshi Kobayashi,et al. Cascades in multiplex financial networks with debts of different seniority. , 2015, Physical review. E, Statistical, nonlinear, and soft matter physics.
[21] G. Caldarelli,et al. Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis , 2018, 1802.05139.
[22] Tsuyoshi Murata,et al. {m , 1934, ACML.
[23] G. Caldarelli,et al. DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk , 2012, Scientific Reports.
[24] P. Alam. ‘S’ , 2021, Composites Engineering: An A–Z Guide.
[25] D. Garlaschelli,et al. Reconstruction methods for networks: The case of economic and financial systems , 2018, Physics Reports.
[26] W. Hager,et al. and s , 2019, Shallow Water Hydraulics.
[27] Stefan Thurner,et al. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax , 2014, 1401.8026.