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The multiplex structure of interbank networks
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The multiplex structure of interbank networks (2014)The multiplex structure of interbank netw…Power-law distributions in empirical data (2018)Power-law distributions in em…Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Core–Periphery Structure in t…Network Structure and Systemic Risk in Banking Systems (2013)Network Structure and Systemi…Handbook on Systemic Risk (2013)Handbook on Systemic RiskLiaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)Stressed, Not Frozen: The Fed…Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)Do interbank customer relatio…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Contagion in financial networks (2010)Contagion in financial networ…Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Power-Law Distributions in Empirical Data (2009)Power-Law Distributions in Em…Credit chains and bankruptcy propagation in production networks (2007)Credit chains and bankruptcy …A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Systemic risk on the interbank market (2006)Systemic risk on the interban…Financial Contagion (2000)Financial ContagionFinancial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)How popular is your paper? An empirical study of the citation distribution (1998)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)Power laws, Pareto distributions and Zipf's law (2005)Friendship and mobility (2011)The Network Origins of Aggregate Fluctuations (2012)Weaponized Interdependence: How Global Economic Networks Shape State Coercion (2019)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)Market Liquidity and Funding Liquidity (2008)Input-output analysis foundations and extensions (2009)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Financial Networks and Contagion (2012)Extreme Value Theory (2006)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk in Financial Systems (2001)Systemic risk in banking ecosystems (2011)Interbank Exposures: Quantifying the Risk of Contagion (2003)Topology of correlation-based minimal spanning trees in real and model markets (2003)Lending relationships in the interbank market (2008)The Network of Global Corporate Control (2011)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)How likely is contagion in financial networks? (2014)
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References

  • 2009Power-Law Distributions in Empirical Data8,536 cited
  • 2018Power-law distributions in empirical data6,710 cited
  • 2000Financial Contagion3,419 cited
  • 2010Contagion in financial networks1,163 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets700 cited
  • 1998Financial Contagion Journal of Political Economy655 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 2006Systemic risk on the interbank market370 cited
  • 2014Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform320 cited
  • 2007Credit chains and bankruptcy propagation in production networks317 cited
  • 2011Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy

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311 cited
  • 2013Handbook on Systemic Risk257 cited
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