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Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
In: Energy Policy.
RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520.

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  16. Taking the green pill: Macro-financial transition risks and policy challenges in the MATRIX model. (2024). Ciola, Emanuele ; Vergalli, Sergio ; Bazzana, Davide ; Rizzati, Massimiliano ; Turco, Enrico.
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  17. Beyond Green Preferences: Alternative Pathways to Net-Zero Emissions in the MATRIX model. (2024). Ciola, Emanuele ; Vergalli, Sergio ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
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  18. Warming the MATRIX: a Climate Assessment under Uncertainty and Heterogeneity. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
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  9. 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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  10. Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Pfeifer, Luka ; Jank, Jan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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  11. Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
    In: Energy Policy.
    RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520.

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  12. 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.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

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  13. Macroprudential stress‑test models: a survey. (2023). Covi, Giovanni ; Aikman, David ; Beale, Daniel ; Lepore, Caterina ; Huser, Annecaroline ; Brinley-Codd, Adam.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1037.

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  14. 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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  15. The effect of structural risks on financial downturns. (2022). Hodula, Martin ; Pfeifer, Luka ; Jank, Jan.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2022138.

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  16. Systemic liquidity contagion in the European interbank market. (2022). di Matteo, Tiziana ; Caldarelli, Guido ; Brandi, Giuseppe ; Cimini, Giulio ; Paolotti, Daniela ; Macchiati, Valentina.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1.

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  17. An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy. (2022). Li, Yingjie ; Wu, Yenchun Jim ; Zhao, Linhai.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-021-10096-8.

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  18. The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market. (2022). Feng, Yun ; Li, Xin.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-021-10092-y.

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  19. Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
    In: Working Papers.
    RePEc:fem:femwpa:2022.25.

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  20. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Giménez Roche, Gabriel ; Chibane, Messaoud ; Gimenez, Gabriel A ; Gabriel, Amadeus.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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  21. Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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  22. Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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  23. 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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  24. Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: Papers.
    RePEc:arx:papers:2106.14168.

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  25. Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Turco, Enrico ; Bazzana, Davide.
    In: FEEM Working Papers.
    RePEc:ags:feemwp:324171.

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  26. Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Feng, Yun ; Li, Xin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02002-2.

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  27. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:108421.

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  28. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202113.

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  29. Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Chabot, Miia ; Bertrand, Jean-Louis.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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  30. Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Xingmin ; Wang, Qingyu ; Fu, Qiang ; Lu, Liping.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000036.

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  31. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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  32. Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan.
    In: Research and Policy Notes.
    RePEc:cnb:rpnrpn:2021/03.

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  33. Interactions of capital and liquidity requirements: a review of the literature. (2021). Vo, Quynh-Anh.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0916.

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  34. Does One Size Fit All? The Impact of Liquidity Requirements on Bank\s Insolvency: Evidence from Iranian Listed Banks. (2020). Mollashahi, Vahideh Sotoudeh ; Mojab, Ramin ; Talebi, Mohammad ; Rastegar, Mohammad Ali.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:15:y:2020:i:2:p:181-197.

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  35. Strategic Interactions in Financial Networks. (2020). Dike, Chukwudi.
    In: 2020 Papers.
    RePEc:jmp:jm2020:pdi579.

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  36. For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya ; An, Biao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

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  37. Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Wang, Yutong ; Chen, Tingqiang ; Zeng, Qianru ; Luo, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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  38. Complex network construction of Internet finance risk. (2020). Meng, Runyu ; Xu, Runjie ; Mierzwiak, Rafa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316619.

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  39. What is the minimal systemic risk in financial exposure networks?. (2020). Thurner, Stefan ; Pichler, Anton ; Diem, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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  40. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0861.

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  41. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2020-14.

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  42. The economics of netting in financial networks. (2019). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0229-4.

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  43. Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-56.

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  44. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Yun, Tae-Sub ; Park, Sun Young ; Jeong, Deokjong.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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  45. Systemic Bank Risk and Monetary Policy. (2019). Faia, Ester ; Karau, Soeren.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13456.

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  46. Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno.
    In: Working Papers.
    RePEc:anc:wpaper:434.

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  47. Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2018/06.

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  48. Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

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  49. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Yarovaya, Larisa ; Urquhart, Andrew ; Piljak, Vanja ; lucey, brian ; Loncarski, Igor ; Lindblad, Annika ; Larkin, Charles ; Kearney, Fearghal ; Fernandez, Viviana ; Brzeszczynski, Janusz ; Goodell, John W ; Vu, Anh N ; Helbing, Pia ; Lonarski, Igor ; Sheng, Xin ; Carchano, Oscar ; McGroarty, Frank ; Dimic, Nebojsa ; Gonzalez-Urteaga, Ana ; Marin, Matej ; Gogolin, Fabian ; Wolfe, Simon ; Sevic, Aleksandar ; Ohagan-Luff, Martha ; Laing, Elaine ; Vigne, Samuel A ; Barbopoulos, Leonidas ; Stafylas, Dimitrios ; Versteeg, Roald ; Ballester, Laura ; Neville, Conor ; Ichev, Riste ; McGee, Richard J ; Ly, Kim Cuong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:35-49.

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