Pages that link to "Item:Q844580"
From MaRDI portal
The following pages link to A network analysis of the Italian overnight money market (Q844580):
Displaying 17 items.
- Network reconstruction with UK CDS trade repository data (Q4555197) (← links)
- Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)
- The multiplex structure of interbank networks (Q4683028) (← links)
- Quantifying preferential trading in the e-MID interbank market (Q4683030) (← links)
- When does low interconnectivity cause systemic risk? (Q4683110) (← links)
- How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations (Q4687370) (← links)
- THE LOCAL STOCHASTIC STABILITY FOR COMPLEX NETWORKS UNDER PINNING CONTROL (Q4908735) (← links)
- Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading (Q4994680) (← links)
- Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks (Q5245922) (← links)
- ON THE LOCAL STOCHASTIC STABILITY OF NONLINEAR COMPLEX NETWORKS (Q5306423) (← links)
- The Topology of Central Counterparty Clearing Networks and Network Stability (Q5413853) (← links)
- Dimensional reduction of solvency contagion dynamics on financial networks (Q6063543) (← links)
- Hierarchical clustering and matrix completion for the reconstruction of world input-output tables (Q6065677) (← links)
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach (Q6094472) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)
- FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS (Q6203306) (← links)
- Counterparty choice, maturity shifts and market freezes: lessons from the European interbank market (Q6558575) (← links)
