Skip to main content

Main menu

Home
People
Institutions
Events
Publications
Lectures
Project
Media-gallery

Main menu

You are here

DebtRank: Too Central to Fail?

Date:

Wed, February 13

Where:

Deutsche Bundesbank Conference NetoNet

Speaker

Stefano

Battiston

Category:

Authors

Aoyama H. (1)
Aruka Y. (5)
Bargigli L. (3)
Battiston S. (8)
Delpini D. (2)
Fujiwara Y. (1)
Gabrielli A. (4)
Gallegati M. (1)
Gerig A. (4)
Grcar M. (1)
Hatzopoulos V. (1)
Iyetomi H. (1)
Kapar B. (2)
Kralj Novak P. (1)
Mozetic I. (1)
Riccetti L. (3)
Russo A. (3)
Smailovic J. (1)
Stanley G. (3)
Vodenska I. (4)

Similar Publications

System context default probability in networks

DebtRank: Too Central to Fail?

The architecture of the global corporate control network

DebtRank and Systemically Important Financial Institutions

DebtRank and Systemically Important Financial Institutions

DebtRank and Systemically Important Financial Institutions

Efficiency and stability of the interbank market. A network approach

High-Frequency Trading: What is it Good for?

DebtRank: Too Central to Fail?

An Agent Based Decentralised Matching Macroeconomic Model

An Agent Based Decentralised Matching Macroeconomic Model

Technology and Evolution

Chained Financial Failures at Nation-wide Scale in Japan

Model for Systemic Risk Propagation in Financial Networks

Frustrated Correlation Structures Embedded in Financial Markets

High-Frequency Trading: What is it Good for?

DebtRank: Too Central to Fail?

Complexity and dynamics of financial and economic networks

Interacting networks

Evolutionary Foundations for Economic Science: How Can Scientists Study Evolving Economic Doctrines from the Last Centuries?

Clustering and ranking countries and their products: a network analysis

Modeling high frequency data in finance

Impact of euro adoption on emerging European countries

An Agent Based Decentralised Matching Macroeconomic Model

The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation

Reconstructing Economics: Agent-Based Models and Complexity

An Agent Based Decentralised Matching Macroeconomic Model

Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy

Network controllability in the Italian inter-bank market

Statistical ensembles for money and debt

Clustering and ranking countries and their products: a network analysis

Statistical equilibrium of labor productivity - A stochastic macro-equilibrium Model

A macroscopic order of consumer demand due to heterogenous consumer behaviors on japanese household demand tested by a random matrix theory

A macroscopic order of consumer demand due to heterogeneous consumer behaviors on japanese household demand tested by a random matrix theory

Model for systemic risk propagation: Balance sheet-based approach

High-Frequency Trading: What is it Good for?

FOC: Forecasting Financial Crises

FIRST: Large scale information extraction and integration infrastructure for supporting financial decision making

Entity Co-occurrence

Sentiment analysis on tweets in financial domain

Diversification and communities in credit networks

The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation

The nature of technology and a Japanese connection to creative coincidence

Controllability of credit networks: a case study

Emergence of Systemic Risk in Financial Networks

Ranking and clustering countries and their products: a network analysis

Automated Liquidity Provision and the Demise of Traditional Market Making

Random Digraphs with given Expected Degree Sequences: A Model for Economic Networks

Leveraged Network-Based Financial Accelerator

Topologically biased random walks on graphs and the structure of complex networks

Copyright © 2012 FOC. All Rights Reserved. | Admin

follow us on: