1. Topology Unveiled: A New Horizon for Economic and Financial Modeling. (2025). Wang, Zijin ; Watada, Junzo ; Wei, Yicheng.
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   RePEc:gam:jmathe:v:13:y:2025:i:2:p:325-:d:1571931.

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2. Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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3. Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia.
   In: LEM Papers Series.
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4. Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia.
   In: GREDEG Working Papers.
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5. Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong.
   In: Sustainability.
   RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545.

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6. The Contagion of Debt Default Risk in Energy Enterprises Considering Carbon Price Fluctuations. (2024). Jiang, Xuan ; Chen, Tingqiang ; Zhu, Ruirui ; Wang, Lei.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:17:p:2776-:d:1473773.

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7. 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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8. Optimal liquidity allocation in an equity network. (2023). Tzavellas, Hector ; Jiang, BO.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:85:y:2023:i:c:p:286-294.

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9. Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Berlinger, Edina ; Pollak, Zoltan ; Gosztonyi, Marton ; Havran, Daniel.
   In: Emerging Markets Review.
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10. Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Xiao, DI ; Krause, Andreas.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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11. 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.
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12. Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Maringer, Dietmar ; Craig, Ben.
    In: Computational Management Science.
    RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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13. 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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14. Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222721.

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15. Director appointments, boardroom networks, and firm environmental performance. (2021). Slechten, Aurélie ; De Silva, Dakshina ; Chen, Mingyuan.
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16. 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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17. Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Tabak, Benjamin ; Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela.
    In: Physica A: Statistical Mechanics and its Applications.
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18. Subcontracting Network Formation Among U.S. Airline Carriers. (2021). Kosmopoulou, Georgia ; He, Lei.
    In: Journal of Industrial Economics.
    RePEc:bla:jindec:v:69:y:2021:i:4:p:817-853.

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19. Bank Coordination and Monetary Transmission: Evidence from India. (2020). Dixit, Shiv ; Subramanian, Krishnamurthy.
    In: MPRA Paper.
    RePEc:pra:mprapa:103169.

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20. Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve Y ; Liu, Anqi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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21. Fiscal risk and financial fragility. (2020). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119303395.

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22. 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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23. Recreating Banking Networks under Decreasing Fixed Costs. (2019). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar.
    In: Working Papers.
    RePEc:fip:fedcwq:192100.

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24. Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Working Papers Series.
    RePEc:bcb:wpaper:495.

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25. Network-based risk measurements for interbank systems. (2018). Pin, Paolo ; Li, Yongli ; Liu, Guanghe.
    In: PLOS ONE.
    RePEc:plo:pone00:0200209.

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26. The Application of Macroprudential Capital Requirements in Managing Systemic Risk. (2018). Gao, Qianqian ; Fan, Hong ; Keregero, Chirongo Moses.
    In: Complexity.
    RePEc:hin:complx:4012163.

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27. System-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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28. Interbank lending, network structure and default risk contagion. (2018). Li, Shouwei ; Zhang, Minghui ; He, Jianmin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:493:y:2018:i:c:p:203-209.

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29. The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. (2018). Iori, Giulia ; Gurgone, Andrea ; Jafarey, Saqib.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:257-288.

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30. Dealer Networks in the World of Art. (2017). Kosmopoulou, Georgia ; Gertsberg, Marina ; De Silva, Dakshina ; Pownall, Rachel.
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    RePEc:lan:wpaper:198144199.

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31. Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). Dömötör, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara.
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32. A Simulation Tool for Exploring the Evolution of Temporal Interbank Networks. (2017). Guleva, Valentina Y ; Skvorcova, Maria V ; Bochenina, Klavdiya O ; Boukhanovsky, Alexander V.
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33. Partially Overlapping Ownership and Contagion in Financial Networks. (2017). Guan, Yuanying ; Pollak, Micah.
    In: Complexity.
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34. Network Entropy and Systemic Risk in Dynamic Banking Systems. (2017). Li, Shouwei ; He, Liang.
    In: Complexity.
    RePEc:hin:complx:1852897.

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35. From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone.
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    RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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36. Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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37. Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng.
    In: Papers.
    RePEc:arx:papers:1702.08774.

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38. Network effects and systemic risk in the banking sector. (2016). Lux, Thomas.
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39. MULTI-CHANNEL CONTAGION IN DYNAMIC INTERBANK MARKET NETWORK. (2016). Xu, Tao ; Li, Shouwei ; He, Jianmin.
    In: Advances in Complex Systems (ACS).
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40. An endogenous model of the credit network. (2016). Sui, Xin ; Li, Shouwei ; He, Jianmin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:441:y:2016:i:c:p:1-14.

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41. Financial networks, bank efficiency and risk-taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:247-257.

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42. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Emerging Markets Review.
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43. Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Working Papers Series.
    RePEc:bcb:wpaper:442.

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44. Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar.
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45. Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach. (2015). Tabak, Benjamin ; Silva, Thiago ; da Silva, Marcos Soares.
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46. Monitoring Vulnerability and Impact Diffusion in Financial Networks. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:392.

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1. Spatial Dependence via the Internal Capital Markets of U.S. Global Banks. (2025). Shabani, Mimoza ; D'Avino, Carmela.
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   RePEc:wly:jmoncb:v:57:y:2025:i:1:p:69-105.

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2. Solvency contagion risk in the Chinese commercial banks’ network. (2021). Chen, YU ; Wang, Xiasi ; Jin, Shuyue.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

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3. A network characterization of the interbank exposures in Peru. (2021). Cuba, Walter ; Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi.
   In: Latin American Journal of Central Banking (previously Monetaria).
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4. The contribution of the intra-firm exposures network to systemic risk. (2021). Lluberas, Rodrigo ; Landaberry, María ; Barón, Andrea ; Caccioli, Fabio ; Baron, Andrea ; Rodriguez-Martinez, Anahi ; Martinez-Jaramillo, Serafin.
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5. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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6. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
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7. Financial Networks and Systemic Risk in China’s Banking System. (2018). Sun, Lixin.
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8. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; Lillo, Fabrizio ; di Gangi, Domenico.
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9. Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Han, Liyan ; Ding, Ding.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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10. A Bayesian Methodology for Systemic Risk Assessment in Financial Networks. (2017). , Luitgard ; Gandy, Axel.
    In: Management Science.
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11. Systemic Risk, Maximum Entropy and Interbank Contagion. (2017). Andrecut, M.
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12. Too interconnected to fail: A survey of the Interbank Networks literature. (2016). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
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13. Riesgos sistémicos en el mercado interbancario en Venezuela: 2004-2014. (2016). Pagliacci, Carolina ; Pea, Jennifer.
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14. Entangling Credit and Funding Shocks in Interbank Markets. (2016). Serri, Matteo ; Cimini, Giulio.
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15. Inhomogeneous Financial Networks and Contagious Links. (2016). Amini, Hamed ; Minca, Andreea.
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16. The network structure and systemic risk in the global non-life insurance market. (2016). Kanno, Masayasu.
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17. Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Bátiz-Zuk, Enrique ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Lopez-Gallo, Fabrizio ; Batiz-Zuk, Enrique.
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18. Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco.
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19. What do central counterparties default funds really cover? A network-based stress test answer. (2016). Sabatini, Silvia ; Rizzo, Mariangela ; Polito, Marco ; Cimini, Giulio ; Poce, Giulia ; Baldacci, Giuditta ; Zaccaria, Andrea ; Gabrielli, Andrea.
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20. Leveraging the network: a stress-test framework based on DebtRank. (2016). battiston, stefano ; Gurciullo, Stefano ; D'Errico, Marco ; Caldarelli, Guido.
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21. Systemic risk management and investment analysis with financial network analytics: research opportunities and challenges. (2015). Li, Xiao ; Schwabe, Gerhard ; Hu, Daning.
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22. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
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23. Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul.
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24. A Network Analysis of Sectoral Accounts: Identifying Sectoral Interlinkages in G-4 Economies. (2015). de Almeida, Luiza Antoun.
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25. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
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26. Assessing systemic risk using interbank exposures in the global banking system. (2015). Kanno, Masayasu.
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27. Emergence of a core-periphery structure in a simple dynamic model of the interbank market. (2015). Lux, Thomas.
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28. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
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