1. Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz.
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2. Modelling shock propagation and resilience in financial temporal networks. (2024). Rizzini, Giorgio ; Lillo, Fabrizio.
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3. Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele.
   In: Empirical Economics.
   RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9.

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4. Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio.
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5. Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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6. Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Madies, Philippe ; Reaidy, Paul J ; Alaeddini, Morteza ; Dugdale, Julie.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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7. Evolution of a dealer trading network and its effects on art auction prices. (2022). Kosmopoulou, Georgia ; Gertsberg, Marina ; De Silva, Dakshina.
   In: European Economic Review.
   RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000319.

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8. The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Silveira, Douglas ; Ely, Regis ; Cajueiro, Daniel O.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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9. An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System. (2021). Dugdale, Julie ; Madies, Philippe ; Reaidy, Paul ; Gurcan, Onder ; Alaeddini, Morteza.
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10. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
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11. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian ; Caccioli, Fabio.
    In: LSE Research Online Documents on Economics.
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12. Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751.

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13. Interbank relationship lending: A network perspective. (2021). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941.

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14. Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Zappa, Paola ; Vu, Duy Q.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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15. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian ; Caccioli, Fabio.
    In: Journal of Financial Stability.
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16. Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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17. Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1151.

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18. Limit Theorems for Default Contagion and Systemic Risk. (2021). Cao, Zhongyuan ; Amini, Hamed ; Sulem, Agnes.
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    RePEc:arx:papers:2104.00248.

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19. The Physics of Financial Networks. (2021). Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Cimini, Giulio ; Saracco, Fabio ; Caccioli, Fabio ; Garlaschelli, Diego ; Squartini, Tiziano.
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20. Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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21. Bargaining Power and Outside Options in the Interbank Lending Market. (2020). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk.
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    RePEc:fip:fedbwp:88965.

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22. Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Iori, Giulia ; Germano, Guido ; Gabbi, Giampaolo ; Kapar, Burcu.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:100467.

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23. An analytical solution for network models with heterogeneous and interacting agents. (2020). Stiglitz, Joseph ; Gallegati, Mauro ; Di Guilmi, Corrado ; Landini, S.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:171:y:2020:i:c:p:189-220.

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24. Reconstructing and stress testing credit networks. (2020). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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25. Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market. (2020). Bartolucci, Francesco ; Peluso, Stefano ; Bianchi, Federica ; Mira, Antonietta.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:69:y:2020:i:4:p:711-739.

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26. Interbank relationship lending in Colombia. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1118.

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27. Analysis of the Global Banking Network by Random Matrix Theory. (2020). Raei, Reza ; Jafari, Reza G ; Hedayatifar, Leila ; Ardalankia, Jamshid ; Haven, Emmanuel ; Namaki, Ali ; Hosseiny, Ali.
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28. Growth Dynamics of Value and Cost Trade-off in Temporal Networks. (2020). Hasani, Sheida ; Masoomi, Razieh ; Sedighi, Mohammadbashir ; Ardalankia, Jamshid ; Jafari, Hamid.
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29. Interbank credit and the money manufacturing process: a systemic perspective on financial stability. (2019). Biondi, Yuri ; Zhou, Feng.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0230-y.

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30. LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). van den Heuvel, Milan ; Schoors, Koen ; van Soom, Marnix ; Ryckebusch, Jan.
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31. Recreating Banking Networks under Decreasing Fixed Costs. (2019). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar.
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32. Policy experiments in an agent-based model with credit networks. (2018). Grazzini, Jakob ; Delli Gatti, Domenico ; Cardaci, Alberto ; Assenza, Tiziana.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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33. The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio.
    In: Computational Management Science.
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34. Time series analysis of S&P 500 index: A horizontal visibility graph approach. (2018). Vamvakaris, Michail D ; Zuev, Konstantin M ; Pantelous, Athanasios A.
    In: Physica A: Statistical Mechanics and its Applications.
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35. Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

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36. Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio.
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37. Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Mart, Seraf'In ; Poledna, Sebastian ; Caccioli, Fabio.
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38. Identifying systemically important companies in the entire liability network of a small open economy. (2018). Thurner, Stefan ; Poledna, Sebastian ; Hinteregger, Abraham.
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39. Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk.
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40. Dealer Networks in the World of Art. (2017). Kosmopoulou, Georgia ; Gertsberg, Marina ; De Silva, Dakshina ; Pownall, Rachel.
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41. An analysis of the literature on systemic financial risk: A survey. (2017). Kimura, Herbert ; Silva, Walmir ; Sobreiro, Vinicius Amorim.
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42. The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; Halaj, Grzegorz ; Haaj, Grzegorz ; Perales, Cristian ; van der Kraaij, Anton ; Huser, Anne-Caroline.
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43. A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. (2017). Mazzarisi, Piero ; Barucca, Paolo ; Lillo, Fabrizio ; Tantari, Daniele.
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44. Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng.
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45. The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio.
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46. Discovering SIFIs in Interbank Communities. (2016). Kaltwasser, Pablo Rovira ; Pecora, Nicolo ; Spelta, Alessandro.
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47. Structure and evolution of a European Parliament via a network and correlation analysis. (2016). Tumminello, Michele ; Piilo, Jyrki ; Puccio, Elena ; Pajala, Antti .
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48. Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun.
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49. Disentangling bipartite and core-periphery structure in financial networks. (2016). Barucca, Paolo ; Lillo, Fabrizio.
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50. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Thurner, Stefan ; Molina-Borboa, José Luis ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
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51. The role of bank relationships in the interbank market. (2015). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena.
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52. Disentangling bipartite and core-periphery structure in financial networks. (2015). Barucca, Paolo ; Lillo, Fabrizio.
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53. Backbone of credit relationships in the Japanese credit market. (2015). Mantegna, Rosario ; Gallegati, Mauro ; Fujiwara, Yoshi ; Micciche, Salvatore ; Marotta, Luca ; Iyetomi, Hiroshi ; Aoyama, Hideaki.
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1. The Formation of a Core Periphery Structure in Heterogeneous Financial Networks. (2019). van der Leij, Marco ; Hommes, Cars.
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2. Does Financial Tranquility Call for Stringent Regulation?. (2018). Zhao, Yunhui ; Basak, Deepal.
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3. Systemic Risk Management in Financial Networks with Credit Default Swaps. (2017). Thurner, Stefan ; Leduc, Mathieu ; Poledna, Sebastian.
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4. Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo.
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5. Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo.
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6. Leveraging the network: a stress-test framework based on DebtRank. (2016). battiston, stefano ; Gurciullo, Stefano ; D'Errico, Marco ; Caldarelli, Guido.
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7. Derivatives Markets: From Bank Risk Management to Financial Stability. (2015). Vuillemey, Guillaume.
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8. A Game-Theoretic Model with Empirics of Economic Crises. (2015). Welburn, Jonathan ; Hausken, Kjell.
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9. Endogenous market making and network formation. (2015). Zhang, Shengxing ; Chang, Briana.
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10. Determinants of systemic risk and information dissemination. (2015). Tan, Chih Ming ; Bianconi, Marcelo ; Hua, Xiaxin.
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11. Dynamical macroprudential stress testing using network theory. (2015). Havlin, Shlomo ; Levy-Carciente, Sary ; Stanley, Eugene H ; Kenett, Dror Y ; Avakian, Adam.
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12. Networked relationships in the e-MID interbank market: A trading model with memory. (2015). Mantegna, Rosario ; Iori, Giulia ; Tumminello, Michele ; Marotta, Luca ; Porter, James ; Micciche, Salvatore.
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13. A dynamic network model of the unsecured interbank lending market. (2015). van Lelyveld, Iman.
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14. Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana.
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15. Nets: Network Estimation for Time Series. (2015). Brownlees, Christian ; Barigozzi, Matteo.
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16. Diversification and Endogenous Financial Networks. (2015). Jean-Cyprien H'eam, ; Koch, Erwan.
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17. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
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18. Endogenous banks networks, cascades and systemic risk. (2014). Krahnen, Jan ; Faia, Ester ; Bluhm, Marcel.
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19. Contagion risk in the interbank market: A probabilistic approach to cope with incomplete structural information. (2014). Lux, Thomas ; Montagna, Mattia.
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20. Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Lux, Thomas ; Montagna, Mattia.
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21. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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22. A network analysis of the evolution of the German interbank market. (2014). Georg, Co-Pierre ; battiston, stefano ; Roukny, Tarik.
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23. Cégek kapcsolati hálózatainak gazdasági szerepe. (2014). Szeidl, Adam ; Koren, Miklós ; Kondor, Péter ; Pal, Jen .
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24. Systemic importance of financial institutions: from a global to a local perspective? A network theory approach. (2014). Riccaboni, Massimo ; Pammolli, Fabio ; Bonollo, Michele ; Crimaldi, Irene ; Flori, Andrea.
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25. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
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26. The network structure of the CDS market and its determinants. (2014). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
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27. Systemic risk in banking networks: Advantages of “tiered” banking systems. (2014). Teteryatnikova, Mariya.
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28. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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29. Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
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30. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
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31. Risk-Sharing and Contagion in Networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando.
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32. Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
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33. Dynamics in two networks based on stocks of the US stock market. (2014). SANDOVAL JUNIOR, LEONIDAS.
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34. Mapping systemic risk: critical degree and failures distribution in financial networks. (2014). Magdanz, James ; Smerlak, Matteo ; Stoll, Brady ; Gupta, Agam.
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35. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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36. Nets: Network estimation for time series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
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37. Determinants of Systemic Risk and Information Dissemination. (2013). Tan, Chih Ming ; Bianconi, Marcelo ; Hua, Xiaxin.
    In: Discussion Papers Series, Department of Economics, Tufts University.
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38. Interbank contagion and resolution procedures: inspecting the mechanism. (2013). Molinari, Massimo ; Gaffeo, Edoardo.
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39. Central Clearing and Asset Prices. (2013). Zoican, Marius ; Menkveld, Albert ; Pagnotta, Emiliano.
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40. Contextualizing Systemic Risk. (2013). Scheffknecht, Lukas.
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41. Determinants of Systemic Risk and Information Dissemination. (2013). Tan, Chih Ming ; Bianconi, Marcelo ; Hua, Xiaxin.
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42. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; battiston, stefano ; Pierobon, Federico.
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43. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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44. Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion. (2013). Panageas, Stavros ; Garleanu, Nicolae ; Yu, Jianfeng.
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45. Network Security and Contagion. (2013). Acemoglu, Daron ; Malekian, Azarakhsh ; Ozdaglar, Asuman.
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46. To lag or not to lag? How to compare indices of stock markets that operate at different times. (2013). Sandoval, Leonidas Junior .
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47. Risk-Sharing and Contagion in Networks. (2013). Cabrales, Antonio ; Gottardo, Piero ; Vega-Redondo, Fernando.
    In: Economics Working Papers.
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48. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
    In: Working Paper Series.
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49. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Gross, Marco ; Zimmermann, Maik ; Grodzicki, Maciej ; Cabral, Ines ; Baudino, Patrizia ; Leber, Miha ; Sydow, Matthias ; Kolb, Markus .
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50. Network Security and Contagion. (2013). Acemoglu, Daron ; Malekian, Azarakhsh ; Ozdaglar, Asuman E..
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000797.

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