Degree-correlations in a bursting dynamic network model
F. Vanni, P. Barucca
Journal of Economic Interaction and Coordination
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
F. Lillo, P. Barucca
Computational Management Science
Network models of financial systemic risk: a review
F. Caccioli, P. Barucca, T. Kobayashi
Journal of Computational Social Science
Enhanced capital-asset pricing model for bipartite financial networks reconstruction
T. Squartini, G. Caldarelli, G. Cimini
Physical Review E
Distress propagation in complex networks: the case of non-linear DebtRank
M. Bardoscia, F. Caccioli, J. Perotti, G. Vivaldo, G. Caldarelli
PLoS ONE
Mitigating cascades in sandpile models: an immunization strategy for systemic risk?
A. Scala, V. Zlatić, G. Caldarelli, G. D’Agostino
Journal de Physique IV
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
M. Serri, G. Caldarelli, G. Cimini
Network Theory of Finance
Reconstructing a credit network
G. Caldarelli, A. Chessa, F. Pammolli, A. Gabrielli, M. Puliga
Nature Physics
8 / 128 papers