Systemic risk on different interbank network topologiesSimone Lenzu, Gabriele Tedeschi2012-06-06articlePhysica A Statistical Mechanics and its Applications155 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyComplex Network Analysis TechniquesComplex Systems and Time Series AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 155 citations exist upstream.References1983Bank Runs, Deposit Insurance, and Liquidity2009Power-Law Distributions in Empirical Data1992A Simple Model of Herd Behavior2018Power-law distributions in empirical data2008Market Liquidity and Funding Liquidity2009Deciphering the Liquidity and Credit Crunch 2007–20082010Distance and Private Information in Lending1977Urban Travel Demand: A Behavioral AnalysisCited by2019The network connectedness of volatility spillovers across global futures markets2015Too interconnected to fail: a survey of the interbank networks literature2013Systemic Risk, Contagion, and Financial Networks: A Survey2014Quantifying preferential trading in the e-MID interbank market2014Markets connectivity and financial contagion2016A survey of network-based analysis and systemic risk measurement