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Early-warning signals of topological collapse in interbank networks
13 references·15 citing·41 second hop
Early-warning signals of topological collapse in interbank networks (2013)Early-warning signals of topological coll…Mapping the UK interbank system (2014)Mapping the UK interbank syst…Finding the core: Network structure in interbank markets (2014)Finding the core: Network str…The effect of the interbank network structure on contagion and common shocks (2013)The effect of the interbank n…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…The subprime credit crisis and contagion in financial markets (2010)The subprime credit crisis an…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Whom or What Does the Representative Individual Represent? 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References

  • 1992Whom or What Does the Representative Individual Represent?1,596 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2010The subprime credit crisis and contagion in financial markets654 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 1975Sociological Methodology 1975536 cited
  • 2013The effect of the interbank network structure on contagion and common shocks383 cited
  • 2014Finding the core: Network structure in interbank markets220 cited
  • 2014Mapping the UK interbank system197 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited

Cited by

  • 2021A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets139 cited
  • 2020The role of bot squads in the political propaganda on Twitter

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135 cited
  • 2023Higher-order organization of multivariate time series102 cited
  • 2016Leveraging the network: A stress-test framework based on DebtRank81 cited
  • 2016An entropy-based early warning indicator for systemic risk80 cited
  • 2015Modelling the emergence of the interbank networks67 cited
  • 2016A survey of network-based analysis and systemic risk measurement62 cited
  • 2013The Multiplex Structure of Interbank Networks57 cited
  • 2019Extracting significant signal of news consumption from social networks: the case of Twitter in Italian political elections50 cited
  • 2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction46 cited
  • 2016Network centrality and funding rates in the e-MID interbank market42 cited
  • 2015Leveraging the Network: A Stress-Test Framework Based on DebtRank42 cited
  • 2018Empirical Analyses of Networks in Finance36 cited
  • 2021From Symbols to Embeddings: A Tale of Two Representations in Computational Social Science15 cited
  • 2020Monitoring sparse and attributed networks with online Hurdle models15 cited