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Leonardo Bargigli

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Leonardo Bargigli, 2019. "A Model of Market Making with Heterogeneous Speculators," Working Papers - Economics wp2019_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Mignot, Sarah & Westerhoff, Frank H., 2023. "Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model," BERG Working Paper Series 189, Bamberg University, Bamberg Economic Research Group.
    2. Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The complex interplay between exchange rate and real markets: an agent-based model exploration," LEM Papers Series 2024/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    3. Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The interplay between real and exchange rate market: an agent-based model approach," Working Papers - Economics wp2024_10.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

  2. Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016. "Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model," Working Papers - Economics wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Leonardo Bargigli & Filippo Pietrini, 2024. "Conformism, distinction and heterogeneity in an agent-based model of fads," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 807-829, October.
    2. Barde, Sylvain, 2024. "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
    3. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    4. Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud, 2021. "Exploration of the Parameter Space in Macroeconomic Agent-Based Models," Papers 2111.08654, arXiv.org, revised Aug 2022.
    5. Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
    6. Sylvain Barde & Sander van Der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," SciencePo Working papers Main hal-03458672, HAL.
    7. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
    8. Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
    9. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    10. G. Dosi & M. C. Pereira & M. E. Virgillito, 2018. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
    11. Siyan Chen & Saul Desiderio, 2022. "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 687-700, February.
    12. Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    13. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
    14. Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
    15. Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
    16. Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    17. Siyan Chen & Saul Desiderio, 2022. "Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1457-1478, December.
    18. Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022. "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    19. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
    20. Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud, 2022. "Exploration of the Parameter Space in Macroeconomic Models," Post-Print hal-03797418, HAL.
    21. Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
    22. Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
    23. Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  3. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.

    Cited by:

    1. Raymond Ka-Kay Pang & Oscar Granados & Harsh Chhajer & Erika Fille Legara, 2020. "An analysis of network filtering methods to sovereign bond yields during COVID-19," Papers 2009.13390, arXiv.org, revised Feb 2021.
    2. Shouwei Li & Shihang Wen, 2017. "Multiplex Networks of the Guarantee Market: Evidence from China," Complexity, Hindawi, vol. 2017, pages 1-7, July.

  4. Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Equilibrium Representation of Markets as Complex Networks," Working Papers - Economics wp2013_23.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. George Judge, 2015. "Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems," Econometrics, MDPI, vol. 3(1), pages 1-10, February.
    2. George Judge, 2016. "Econometric Information Recovery in Behavioral Networks," Econometrics, MDPI, vol. 4(3), pages 1-11, September.
    3. Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás, 2016. "A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről [The scope for analysis of world trade through network theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 79-98.
    4. George Judge, 2018. "Micro-Macro Connected Stochastic Dynamic Economic Behavior Systems," Econometrics, MDPI, vol. 6(4), pages 1-14, December.
    5. Tiziano Squartini & Enrico Ser-Giacomi & Diego Garlaschelli & George Judge, 2015. "Information Recovery in Behavioral Networks," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-11, May.

  5. Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory," Papers 1307.0817, arXiv.org, revised Sep 2016.

    Cited by:

    1. George Judge, 2015. "Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems," Econometrics, MDPI, vol. 3(1), pages 1-10, February.
    2. Di Vece, Marzio & Garlaschelli, Diego & Squartini, Tiziano, 2023. "Reconciling econometrics with continuous maximum-entropy network models," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).

  6. Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The Multiplex Structure of Interbank Networks," Working Papers - Economics wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
    2. Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    3. Amador, João & Cabral, Sónia, 2016. "Networks of value added trade," Working Paper Series 1931, European Central Bank.
    4. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
    5. Boyao Wu & Difang Huang & Muzi Chen, 2024. "Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect," Papers 2404.04335, arXiv.org.
    6. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
    7. Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
    8. Rosanna Grassi & Paolo Bartesaghi & Gian Paolo Clemente & Duc Thi Luu, 2021. "The multilayer architecture of the global input-output network and its properties," Papers 2109.02946, arXiv.org, revised Nov 2022.
    9. Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 840, Banco de la Republica de Colombia.
    10. Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
    11. Reale, Jessica, 2024. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
    12. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    13. Ricciardi, Gianmarco & Montagna, Guido & Caldarelli, Guido & Cimini, Giulio, 2023. "Dimensional reduction of solvency contagion dynamics on financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    14. S Battiston & G di Iasio & L Infante & F Pierobon, 2015. "Capital and contagion in financial networks," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    15. Paolo Barucca & Fabrizio Lillo, 2018. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Computational Management Science, Springer, vol. 15(1), pages 33-53, January.
    16. García, Javier Sánchez & Rambaud, Salvador Cruz, 2023. "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, vol. 53(C).
    17. HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021. "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series 21-E-14, Bank of Japan.
    18. Xie, Yiwei & Jiao, Feng & Li, Shihan & Liu, Qingfu & Tse, Yiuman, 2022. "Systemic risk in financial institutions: A multiplex network approach," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    19. Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2021. "Network Structure and Fragmentation of the Argentinean Interbank Markets," BCRA Working Paper Series 202196, Central Bank of Argentina, Economic Research Department.
    20. Sumit Joshi & Sudipta Sarangi & Ahmed Saber Mahmud, 2017. "Network Formation with Multigraphs and Strategic Complementarities," Working Papers 2017-27, The George Washington University, Institute for International Economic Policy.
    21. Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series 5182, CESifo.
    22. Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
    23. Antoaneta Serguieva, 2017. "Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets," Papers 1701.06975, arXiv.org, revised Apr 2017.
    24. Marnix Van Soom & Milan Van Den Heuvel & Jan Ryckebusch & Koen Schoors, 2019. "Loan Maturity Aggregation In Interbank Lending Networks Obscures Mesoscale Structure And Economic Functions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/952, Ghent University, Faculty of Economics and Business Administration.
    25. Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2019. "Multiplex network analysis of the UK over‐the‐counter derivatives market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1520-1544, October.
    26. Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022. "Digital currencies in financial networks," Journal of Financial Stability, Elsevier, vol. 60(C).
    27. Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
    28. Dror Y. Kenett & Sary Levy-Carciente & Adam Avakian & H. Eugene Stanley & Shlomo Havlin, 2015. "Dynamical Macroprudential Stress Testing Using Network Theory," Working Papers 15-12, Office of Financial Research, US Department of the Treasury.
    29. Leonardo Bargigli & Renato Giannetti, 2015. "The Italian Corporate System: SOEs, Private Firms and Institutions in a Network Perspective (1952-1983)," Working Papers - Economics wp2015_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    30. Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023. "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    31. Domenico Di Gangi & Giacomo Bormetti & Fabrizio Lillo, 2022. "Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks," Papers 2202.09854, arXiv.org, revised Mar 2022.
    32. Shekhtman, Louis M. & Danziger, Michael M. & Havlin, Shlomo, 2016. "Recent advances on failure and recovery in networks of networks," Chaos, Solitons & Fractals, Elsevier, vol. 90(C), pages 28-36.
    33. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    34. Giuseppe Cappelletti & Paolo Emilio Mistrulli, 2017. "Multiple lending, credit lines, and financial contagion," Temi di discussione (Economic working papers) 1123, Bank of Italy, Economic Research and International Relations Area.
    35. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
    36. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
    37. Luu, Duc Thi & Lux, Thomas, 2018. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers 2018-04, Christian-Albrechts-University of Kiel, Department of Economics.
    38. Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer, 2019. "CoMap: mapping contagion in the euro area banking sector," Working Paper Series 2224, European Central Bank.
    39. Edoardo Gaffeo & Massimo Molinari, 2017. "A functional perspective on financial networks," Working Papers in Public Economics 181, Department of Economics and Law, Sapienza University of Roma.
    40. Zema, Sebastiano Michele, 2022. "Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data," Working Paper Series 2721, European Central Bank.
    41. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, vol. 20(C), pages 70-81.
    42. Fessina, Massimiliano & Zaccaria, Andrea & Cimini, Giulio & Squartini, Tiziano, 2024. "Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
    43. Wang, Gang-Jin & Chen, Yang-Yang & Si, Hui-Bin & Xie, Chi & Chevallier, Julien, 2021. "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 325-347.
    44. Arcagni, Alberto & Cerqueti, Roy & Grassi, Rosanna, 2024. "Higher-order assortativity for directed weighted networks and Markov chains," European Journal of Operational Research, Elsevier, vol. 316(1), pages 215-227.
    45. Barucca, Paolo & Mahmood, Tahir & Silvestri, Laura, 2021. "Common asset holdings and systemic vulnerability across multiple types of financial institution," Journal of Financial Stability, Elsevier, vol. 52(C).
    46. Sebastiano Michele Zema, 2023. "Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data," Empirical Economics, Springer, vol. 65(4), pages 1799-1822, October.
    47. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
    48. Valentina Macchiati & Piero Mazzarisi & Diego Garlaschelli, 2024. "Interbank network reconstruction enforcing density and reciprocity," Papers 2402.11136, arXiv.org, revised Jul 2024.
    49. Javier Sánchez García & Salvador Cruz Rambaud, 2024. "The network econometrics of financial concentration," Review of Managerial Science, Springer, vol. 18(7), pages 2007-2045, July.
    50. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    51. Niu, Xiaojian & Niu, Xiaoli & Wu, Kexing, 2021. "Implicit government guarantees and the externality of portfolio diversification: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    52. Liu, Peipei & Huang, Wei-Qiang, 2022. "Modelling international sovereign risk information spillovers: A multilayer network approach," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    53. Pierre L. Siklos & Martin Stefan, 2020. "Exchange rate shocks in multicurrency interbank markets," CQE Working Papers 9220, Center for Quantitative Economics (CQE), University of Muenster.
    54. Elisa Letizia & Fabrizio Lillo, 2017. "Corporate payments networks and credit risk rating," Papers 1711.07677, arXiv.org, revised Sep 2018.
    55. I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
    56. Li, Huajiao & Ren, Huijun & An, Haizhong & Ma, Ning & Yan, Lili, 2021. "Multiplex cross-shareholding relations in the global oil & gas industry chain based on multilayer network modeling," Energy Economics, Elsevier, vol. 95(C).
    57. Stefan, F.M. & Atman, A.P.F., 2023. "Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    58. Barucca, Paolo & Lillo, Fabrizio, 2016. "Disentangling bipartite and core-periphery structure in financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 244-253.
    59. Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
    60. Yan, Chun & Ding, Yi & Liu, Wei & Liu, Xinhong & Liu, Jiahui, 2023. "Multilayer interbank networks and systemic risk propagation: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
    61. John Leventides & Kalliopi Loukaki & Vassilios Papavassiliou, 2018. "Simulating financial contagion dynamics in random interbank networks," Working Paper series 18-34, Rimini Centre for Economic Analysis.
    62. Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020. "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
    63. Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
    64. Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015. "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
    65. Rosati, Simonetta & Vacirca, Francesco, 2019. "Interdependencies in the euro area derivatives clearing network: a multi-layer network approach," Working Paper Series 2342, European Central Bank.
    66. Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.
    67. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    68. Sümer, Tuba Pelin & Özyıldırım, Süheyla, 2019. "Do banking groups shape the network structure? Evidence from Turkish interbank market," International Review of Financial Analysis, Elsevier, vol. 66(C).
    69. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    70. Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
    71. Cuba, Walter & Rodriguez-Martinez, Anahi & Chavez, Diego A. & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2021. "A network characterization of the interbank exposures in Peru," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
    72. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    73. Khomami, Mohammad Mehdi Daliri & Meybodi, Mohammad Reza & Rezvanian, Alireza, 2024. "Exploring social networks through stochastic multilayer graph modeling," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    74. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
    75. Montagna, Mattia & Kok, Christoffer, 2013. "Multi-layered interbank model for assessing systemic risk," Kiel Working Papers 1873, Kiel Institute for the World Economy (IfW Kiel).
    76. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
    77. Umberto Cherubini & Sabrina Mulinacci, 2015. "Systemic Risk with Exchangeable Contagion: Application to the European Banking System," Papers 1502.01918, arXiv.org.
    78. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    79. Ovielt Baltodano L'opez & Roberto Casarin, 2022. "A Dynamic Stochastic Block Model for Multi-Layer Networks," Papers 2209.09354, arXiv.org.
    80. León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
    81. Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
    82. Cao, Jie & Wen, Fenghua & Stanley, H. Eugene & Wang, Xiong, 2021. "Multilayer financial networks and systemic importance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    83. Dror Kenett & Shlomo Havlin, 2015. "Network science: a useful tool in economics and finance," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 14(2), pages 155-167, November.
    84. Antoaneta Serguieva & David Bholat, 2017. "Multichannel contagion vs stabilisation in multiple interconnected financial markets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    85. Macchiati, Valentina & Mazzarisi, Piero & Garlaschelli, Diego, 2024. "Interbank network reconstruction enforcing density and reciprocity," Chaos, Solitons & Fractals, Elsevier, vol. 186(C).
    86. Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024. "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series 10991, CESifo.
    87. Hu, Liqin & Gan, Yiran & Wen, Huailing, 2023. "Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network," Finance Research Letters, Elsevier, vol. 51(C).
    88. Paolo Barucca & Fabrizio Lillo, 2015. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Papers 1511.08068, arXiv.org, revised Sep 2017.
    89. Leonidov, A.V. & Rumyantsev, E.L., 2016. "Default contagion risks in Russian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 36-48.
    90. Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).
    91. Ding Ding & Liyan Han & Libo Yin, 2017. "Systemic risk and dynamics of contagion: a duplex inter-bank network," Quantitative Finance, Taylor & Francis Journals, vol. 17(9), pages 1435-1445, September.
    92. Peralta, Gustavo & Crisóstomo, Ricardo, 2016. "Financial contagion with spillover effects: a multiplex network approach," ESRB Working Paper Series 32, European Systemic Risk Board.
    93. Christoph Siebenbrunner, 2021. "Quantifying the importance of different contagion channels as sources of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 103-131, January.
    94. Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin, 2018. "How did the Greek credit event impact the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 136-158.
    95. Carlo Campajola & Raffaele Cristodaro & Francesco Maria De Collibus & Tao Yan & Nicolo' Vallarano & Claudio J. Tessone, 2022. "The Evolution Of Centralisation on Cryptocurrency Platforms," Papers 2206.05081, arXiv.org, revised May 2023.
    96. Shi, Qing & Sun, Xiaoqi & Xu, Man & Wang, Mengjiao, 2022. "The multiplex network structure of global cobalt industry chain," Resources Policy, Elsevier, vol. 76(C).
    97. Levent Onural & Mustafa Çelebi Pınar & Can Fırtına, 2021. "Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 203-232, August.
    98. José Carreño & Rodrigo Cifuentes, 2017. "Identifying Complex Core-Periphery Structures in the Interbank Market," Working Papers Central Bank of Chile 813, Central Bank of Chile.
    99. Bellucci, Andrea & Fatica, Serena & Heynderickx, Wouter & Kvedaras, Virmantas & Pagano, Andrea, 2023. "Liability taxes, risk, and the cost of banking crises," Journal of Corporate Finance, Elsevier, vol. 79(C).
    100. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019. "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 1-21.
    101. Paola D'Orazio & Jessica Reale & Anh Duy Pham, 2023. "Climate-induced liquidity crises: interbank exposures and macroprudential implications," Chemnitz Economic Papers 059, Department of Economics, Chemnitz University of Technology.
    102. Jessica Reale, 2023. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Papers 2306.05860, arXiv.org.
    103. Kk{e}stutis Baltakys & Juho Kanniainen & Frank Emmert-Streib, 2017. "Multilayer Aggregation with Statistical Validation: Application to Investor Networks," Papers 1708.09850, arXiv.org, revised May 2018.
    104. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    105. Boyao Wu & Difang Huang & Muzi Chen, 2023. "Estimating contagion mechanism in global equity market with time‐zone effect," Financial Management, Financial Management Association International, vol. 52(3), pages 543-572, September.
    106. Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    107. Sui, Xin & Li, Liang & Chen, Xiaohui, 2020. "Risk contagion caused by interactions between credit and guarantee networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    108. Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
    109. Bodin Civilize & Nasha Ananchotikul, 2018. "A Microscopic View of Thailand's Foreign Exchange Market: Players, Activities, and Networks," PIER Discussion Papers 83, Puey Ungphakorn Institute for Economic Research.
    110. Shouwei Li & Shihang Wen, 2017. "Multiplex Networks of the Guarantee Market: Evidence from China," Complexity, Hindawi, vol. 2017, pages 1-7, July.
    111. Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    112. Qian, Biyu & Wang, Gang-Jin & Feng, Yusen & Xie, Chi, 2022. "Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    113. Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org, revised Jul 2018.
    114. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
    115. Nadine Walters & Gusti Van Zyl & Conrad Beyers, 2019. "Financial Contagion In Large, Inhomogeneous Stochastic Interbank Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-26, March.
    116. Mostafa Mostafapour & Farzad Movahedi Sobhani & Abbas Saghaei, 2022. "Monitoring Sparse and Attributed Network Streams with MultiLevel and Dynamic Structures," Mathematics, MDPI, vol. 10(23), pages 1-14, November.

  7. Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. Luca Marotta & Salvatore Miccichè & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N Mantegna, 2015. "Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-18, May.
    2. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    3. Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015. "Network Structure Analysis of the Brazilian Interbank Market," Working Papers Series 391, Central Bank of Brazil, Research Department.
    4. Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019. "Bayesian nonparametric sparse VAR models," Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
    5. Wäckerle, Manuel, 2013. "On the bottom-up foundations of the banking-macro nexus," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-45.
    6. Casarin, Roberto & Costola, Michele & Yenerdag, Erdem, 2018. "Financial bridges and network communities," SAFE Working Paper Series 208, Leibniz Institute for Financial Research SAFE, revised 2018.
    7. Dániel Kondor & Márton Pósfai & István Csabai & Gábor Vattay, 2014. "Do the Rich Get Richer? An Empirical Analysis of the Bitcoin Transaction Network," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-10, February.

  8. Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo, 2011. "Statistical ensembles for money and debt," Papers 1109.0891, arXiv.org, revised Jul 2012.

    Cited by:

    1. Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    2. Leonardo Bargigli & Renato Giannetti, 2015. "The Italian Corporate System: SOEs, Private Firms and Institutions in a Network Perspective (1952-1983)," Working Papers - Economics wp2015_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    3. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
    4. Alberto Bicci, 2016. "Limit Order Book and its modelling in terms of Gibbs Grand-Canonical Ensemble," Papers 1602.06968, arXiv.org, revised Feb 2016.
    5. Bicci, Alberto, 2016. "Limit order book and its modeling in terms of Gibbs Grand-Canonical Ensemble," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 516-524.

Articles

  1. Leonardo Bargigli, 2021. "A model of market making with heterogeneous speculators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 1-28, January.
    See citations under working paper version above.
  2. Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
    See citations under working paper version above.
  3. Bargigli, L. & Giannetti, R., 2018. "The Italian corporate system in a network perspective (1952–1983)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 367-379.

    Cited by:

    1. Gupta, Aparna & Owusu, Abena & Zou, Lei, 2021. "Identifying board of director network influence for firm characteristics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).

  4. L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015. "The multiplex structure of interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
    See citations under working paper version above.
  5. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.

    Cited by:

    1. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    2. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    3. Gérard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," PSE-Ecole d'économie de Paris (Postprint) halshs-01296643, HAL.
    4. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015. "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper 63622, University Library of Munich, Germany.
    5. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    7. Gallegati, Mauro & Giammetti, Raffaele & Russo, Alberto, 2019. "Key sectors in Input-Output Production Networks: an application to Brexit," MPRA Paper 92559, University Library of Munich, Germany.
    8. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    9. Paolo Tasca & Stefano Battiston, "undated". "Market Procyclicality and Systemic Risk," Working Papers ETH-RC-12-012, ETH Zurich, Chair of Systems Design.
    10. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    11. Sui, Cong & Chen, Nan & Yang, Mo, 2023. "Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).

  6. Bargigli, Leonardo & Tedeschi, Gabriele, 2014. "Interaction in agent-based economics: A survey on the network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 1-15.

    Cited by:

    1. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    2. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    3. Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt, 2015. "A simple agent-based spatial model of the economy: tools for policy," Papers 1510.04967, arXiv.org, revised Oct 2016.
    4. Xiao, Di & Wang, Jun, 2021. "Attitude interaction for financial price behaviours by contact system with small-world network topology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    5. Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
    6. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
    7. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    8. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    9. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    10. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
    11. Mr. Alexei P Kireyev & Andrei Leonidov, 2015. "Network Effects of International Shocks and Spillovers," IMF Working Papers 2015/149, International Monetary Fund.
    12. Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
    13. Furtado, Bernardo Alves & Eberhardt, Isaque Daniel Rocha, 2015. "Modelo espacial simples da economia: uma proposta teórico-metodológica [A simple spatial economic model: a proposal]," MPRA Paper 67005, University Library of Munich, Germany.
    14. George Judge, 2018. "Micro-Macro Connected Stochastic Dynamic Economic Behavior Systems," Econometrics, MDPI, vol. 6(4), pages 1-14, December.
    15. Gaffeo Edoardo & Gobbi Lucio, 2021. "Achieving financial stability during a liquidity crisis: a multi-objective approach," Risk Management, Palgrave Macmillan, vol. 23(1), pages 48-74, June.
    16. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    17. Jiajia, Liu & Kun, Guo & Fangcheng, Tang & Yahan, Wang & Shouyang, Wang, 2023. "The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 105-119.

  7. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    See citations under working paper version above.
  8. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.

    Cited by:

    1. Hüseyin İkizler, 2019. "Contagion of network products in small-world networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 789-809, December.
    2. Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Post-Print hal-02299235, HAL.
    3. Emiliano Alvarez & Volker Grimm, 2024. "The added value of using the ODD Protocol for agent-based modeling in Economics: go for it!," Working Papers 307, Red Nacional de Investigadores en Economía (RedNIE).
    4. Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
    5. David G. Green, 2023. "Emergence in complex networks of simple agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 419-462, July.
    6. Mr. Alexei P Kireyev & Andrei Leonidov, 2015. "Network Effects of International Shocks and Spillovers," IMF Working Papers 2015/149, International Monetary Fund.
    7. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.

  9. Viaggiu, Stefano & Lionetto, Andrea & Bargigli, Leonardo & Longo, Michele, 2012. "Statistical ensembles for money and debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4839-4849.
    See citations under working paper version above.
  10. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.

    Cited by:

    1. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    2. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    3. Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    4. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    5. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
    6. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
    7. Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
    8. Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011. "Null Models of Economic Networks: The Case of the World Trade Web," Papers 1112.2895, arXiv.org, revised Sep 2012.
    9. Isaiah Hull & Or Sattath & Eleni Diamanti & Göran Wendin, 2024. "Quantum Technology for Economists," Contributions to Economics, Springer, number 978-3-031-50780-9, January.
    10. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    11. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.

Chapters

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