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1. From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2. Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Rehman, Mohd Ziaur.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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3. Crypto Asset Portfolio Selection. (2022). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
   In: FinTech.
   RePEc:gam:jfinte:v:1:y:2022:i:1:p:5-71:d:754698.

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4. Modeling risk contagion in the Italian zonal electricity market. (2022). Grossi, Luigi ; Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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5. A New Scalable Bayesian Network Learning Algorithm with Applications to Economics. (2021). Tsagris, Michail.
   In: Computational Economics.
   RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10065-7.

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6. Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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7. Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO.
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   RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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8. Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
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9. Modeling Risk Contagion in the Italian Zonal Electricity Market. (2020). Grossi, Luigi ; Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix.
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10. Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut.
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11. Manufacturing Sector Performance, Exchange Rate Volatility and Inclusive Growth In Nigeria (1981-2015). (2019). Kenny, Victoria.
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12. Effects of Human Capital Investment on Unemployment Volatility in Nigeria (1981-2015). (2019). Kenny, Victoria.
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13. Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria. (2019). Kenny, Victoria.
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14. The Role of Public Sector Enterprise on Economic Development: A Case Study Of The Nigerian Power Sector (1981-2015).. (2019). Kenny, Victoria.
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15. The role of agricultural sector performance on economic growth in Nigeria. (2019). Kenny, Victoria.
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16. Effect of Foreign Direct Investment and Economic Growth in Nigeria. (2019). Victoria, Kenny.
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17. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
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18. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
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19. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
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20. Beyond the power law: Uncovering stylized facts in interbank networks. (2015). Schoors, Koen ; Karas, Alexei ; Ryckebusch, Jan ; Vandermarliere, Benjamin.
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21. Emergence of a core-periphery structure in a simple dynamic model of the interbank market. (2015). Lux, Thomas.
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22. 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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23. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
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24. Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan ; Bougheas, Spiros.
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25. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
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26. Power law classification scheme of time series correlations. On the example of G20 group. (2013). Mikiewicz, Janusz.
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27. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz ; Sorensen, Christoffer Kok.
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28. Assessing Systemic Risk in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
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29. Ambiguous Networks. (2013). Pelliccia, Marco.
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30. The Community Structure of the Global Corporate Network. (2013). Vitali, Stefania ; battiston, stefano.
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31. Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of Tiered Banking Systems. (2012). Teteryatnikova, Mariya.
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32. Nestedness in Networks: A Theoretical Model and Some Applications. (2012). Zenou, Yves ; König, Michael ; Koenig, Michael ; Tessone, Claudio.
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33. Loan and nonloan flows in the Australian interbank network. (2012). Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey ; Melatos, Andrew.
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34. Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon.
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35. Clearing networks. (2012). Soramäki, Kimmo ; Galbiati, Marco.
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36. Interbank lending and the spread of bank failures: A network model of systemic risk. (2012). Giansante, Simone ; Krause, Andreas.
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37. Finding the core: Network structure in interbank markets. (2012). van Lelyveld, Iman ; Daan in 't Veld, .
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38. Nestedness in Networks: A Theoretical Model and Some Applications. (2012). Zenou, Yves ; König, Michael ; Konig, Michael ; Tessone, Claudio J..
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39. A Network model of systemic risk: identifying the sources of dependence across institutions. (2012). Castro Iragorri, Carlos ; Ordoez, Juan Sebastian .
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40. Loan and nonloan flows in the Australian interbank network. (2012). Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey ; Melatos, Andrew.
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41. Complexity, concentration and contagion. (2011). Kapadia, Sujit ; HALDANE, ANDREW ; Gai, Prasanna.
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42. A network perspective on international banking integration. (2011). Tortosa-Ausina, Emili ; perez, francisco ; Arribas, Iván ; Prez, Francisco .
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43. Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks. (2011). Tabak, Benjamin ; Cajueiro, Daniel ; Takami, Marcelo Yoshio ; J. M. C. Rocha, .
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44. Resilience to Contagion in Financial Networks. (2011). Cont, Rama ; Amini, Hamed ; Minca, Andreea.
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45. Heterogeneity, correlations and financial contagion. (2011). Farmer, J. ; CATANACH, THOMAS A. ; Caccioli, Fabio.
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46. Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben.
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47. Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of Tiered Banking Systems. (2010). Teteryatnikova, Mariya.
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48. Complex agent-based macroeconomics: a manifesto for a new paradigm. (2010). Gaffeo, Edoardo ; Gallegati, Mauro ; Gatti, Domenico.
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49. Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben.
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50. Complex stock trading network among investors. (2010). Zhou, Wei-Xing ; Jiang, Zhi-Qiang.
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51. The financial accelerator in an evolving credit network. (2010). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce.
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52. Systemic risk, financial contagion and financial fragility. (2010). Martinez-Jaramillo, Serafin ; Perez, Omar Perez ; Embriz, Fernando Avila ; Dey, Fabrizio Lopez Gallo, .
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53. The sterling unsecured loan market during 2006-08: insights from network theory. (2010). Zimmerman, Peter ; wetherilt, anne ; Soramäki, Kimmo ; Soramaki, Kimmo.
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54. Contagion in financial networks. (2010). Kapadia, Sujit ; Gai, Prasanna.
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55. Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben.
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56. The Brazilian Interbank Network Structure and Systemic Risk. (2010). Cont, Rama ; Edson Bastos e Santos, .
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57. An Analysis of the Japanese Credit Network. (2010). Stiglitz, Joseph ; Gallegati, Mauro ; Fujiwara, Y. ; De Masi, G. ; Greenwald, B..
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58. Interbank tiering and money center banks. (2009). von Peter, Goetz ; Craig, Ben.
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59. Networks with decreasing returns to linking. (2009). Vergara Caffarelli, Filippo.
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60. Financially Constrained Fluctuations in an Evolving Network Economy. (2008). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce C..
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61. The role of banks in the Brazilian interbank market: Does bank type matter?. (2008). Tabak, Benjamin ; Cajueiro, Daniel.
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62. Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG. (2008). Biancotti, Claudia ; arciero, luca ; Daurizio, Leandro ; Impenna, Claudio.
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63. The Formation of Financial Networks. (2007). Babus, Ana.
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64. International banking centres: a network perspective. (2007). von Peter, Goetz.
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65. The role of banks in the Brazilian Interbank Market: Does bank type matter?. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
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66. The Formation of Financial Networks. (2006). Babus, Ana.
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67. A network analysis of the Italian overnight money market. (2005). Iori, Giulia ; Precup, O. V. ; Gabbi, G. ; Masi, G. D. ; Caldarelli, G..
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68. Contagion Flow Through Banking Networks. (2004). Thurner, Stefan ; Summer, Martin ; Boss, Michael.
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