LQ placeholderNetwork valuation in financial systems

Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston

Mathematical Finance

LQ placeholderDebtRank: a microscopic foundation for shock propagation

DebtRank: a microscopic foundation for shock propagation

M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli

PLOS ONE

LQ placeholderCredit default swaps networks and systemic risk

Credit default swaps networks and systemic risk

M. Puliga, G. Caldarelli, S. Battiston

Scientific Reports

LQ placeholderEvolution of controllability in interbank networks

Evolution of controllability in interbank networks

D. Delpini, S. Battiston, M. Riccaboni, G. Gabbi, F. Pammolli, G. Caldarelli

Scientific Reports

LQ placeholderBootstrapping topology and systemic risk of complex network using the fitness model

Bootstrapping topology and systemic risk of complex network using the fitness model

N. Musmeci, S. Battiston, G. Caldarelli, M. Puliga, A. Gabrielli

Journal of Statistical Physics

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