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Disentangling bipartite and core-periphery structure in financial networks

Citations

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Cited by:

  1. 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.
  2. Fabio Ashtar Telarico, 2024. "A Network Approach to the Study of the Military–Industrial–Media Complex in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 442-463.
  3. 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.
  4. Giulio Cimini & Matteo Serri, 2016. "Entangling Credit and Funding Shocks in Interbank Markets," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-15, August.
  5. Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
  6. 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," Papers 1906.08617, arXiv.org.
  7. Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  8. Duarte Queirós, Sílvio M. & Anteneodo, Celia, 2016. "Complexity in quantitative finance and economics," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 1-2.
  9. Yan, Bin & Wang, Feng & Dong, Mingru & Ren, Jing & Liu, Juan & Shan, Jing, 2022. "How do financial spatial structure and economic agglomeration affect carbon emission intensity? Theory extension and evidence from China," Economic Modelling, Elsevier, vol. 108(C).
  10. Valentina Macchiati & Piero Mazzarisi & Diego Garlaschelli, 2024. "Interbank network reconstruction enforcing density and reciprocity," Papers 2402.11136, arXiv.org, revised Jul 2024.
  11. Clemente, G.P. & Grassi, R., 2018. "Directed clustering in weighted networks: A new perspective," Chaos, Solitons & Fractals, Elsevier, vol. 107(C), pages 26-38.
  12. Chen, Lei & Kou, Yingxin & Li, Zhanwu & Xu, An & Chang, Yizhe, 2018. "Relationships between Perron–Frobenius eigenvalue and measurements of loops in networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 501(C), pages 153-163.
  13. Giulia Poce & Giulio Cimini & Andrea Gabrielli & Andrea Zaccaria & Giuditta Baldacci & Marco Polito & Mariangela Rizzo & Silvia Sabatini, 2016. "What do central counterparties default funds really cover? A network-based stress test answer," Papers 1611.03782, arXiv.org.
  14. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.
  15. Macchiati, Valentina & Mazzarisi, Piero & Garlaschelli, Diego, 2024. "Interbank network reconstruction enforcing density and reciprocity," Chaos, Solitons & Fractals, Elsevier, vol. 186(C).
  16. Barucca, Paolo, 2020. "Spectral density of equitable core–periphery graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
  17. Yanquen, Eduardo & Livan, Giacomo & Montañez-Enriquez, Ricardo & Martinez-Jaramillo, Serafin, 2022. "Measuring systemic risk for bank credit networks: A multilayer approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
  18. Hric, Darko & Kaski, Kimmo & Kivelä, Mikko, 2018. "Stochastic block model reveals maps of citation patterns and their evolution in time," Journal of Informetrics, Elsevier, vol. 12(3), pages 757-783.
  19. Sadamori Kojaku & Giulio Cimini & Guido Caldarelli & Naoki Masuda, 2018. "Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis," Papers 1802.05139, arXiv.org.
  20. Tiziano Squartini & Guido Caldarelli & Giulio Cimini & Andrea Gabrielli & Diego Garlaschelli, 2018. "Reconstruction methods for networks: the case of economic and financial systems," Papers 1806.06941, arXiv.org.
  21. Kotlicki, Artur & Austin, Andrea & Humphry, David & Burnett, Hanna & Ridgill, Philip & Smith, Sam, 2023. "Network analysis of the UK reinsurance market," Bank of England working papers 1000, Bank of England.
  22. Téllez-León, Isela-Elizabeth & Martínez-Jaramillo, Serafín & O. L. Escobar-Farfán, Luis & Hochreiter, Ronald, 2021. "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?," Journal of Financial Stability, Elsevier, vol. 55(C).
  23. 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.
  24. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
  25. Thorben Funke & Till Becker, 2019. "Stochastic block models: A comparison of variants and inference methods," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-40, April.
  26. 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).
  27. Fabrizio Lillo & Giorgio Rizzini, 2024. "Modelling shock propagation and resilience in financial temporal networks," Papers 2407.09340, arXiv.org.
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