Dimensional reduction of solvency contagion dynamics on financial networks

DOI10.1016/j.physa.2023.129287arXiv2207.11491OpenAlexW4387504602MaRDI QIDQ6063543

Guido Montagna, Guido Caldarelli, Giulio Cimini, Gianmarco Ricciardi

Publication date: 7 November 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.11491

zbMATH Keywords

dimensional reductioncomplex networksfinancial networks resiliencesolvency contagion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• A network analysis of the Italian overnight money market
• Tipping points in macroeconomic agent-based models
• Reconstruction methods for networks: the case of economic and financial systems
• Network resilience
• Forward-looking solvency contagion
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
• Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
• Economic Networks: The New Challenges
• Scale-Free Networks
• Networks
• The multiplex structure of interbank networks
• Quantifying preferential trading in the e-MID interbank market
• Predicting tipping points in mutualistic networks through dimension reduction
• Network valuation in financial systems

This page was built for publication: Dimensional reduction of solvency contagion dynamics on financial networks