1. A simple learning agent interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoorthy, Andrew.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009184.

   Full description at Econpapers || Download paper

2. Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan.
   In: Papers.
   RePEc:arx:papers:2108.07806.

   Full description at Econpapers || Download paper

1. Agha G (1986) Actors: a model of concurrent computation in distributed systems. MIT Press, Cambridge.
   Paper not yet in RePEc: Add citation now
   

2. Anand K, van Lelyveld I, Banai A, Friedrich S, Garratt R, Halaj G, Fique J, Hansen I, Jaramillo SM, Lee H, Molina-Borboa JL, Nobili S, Rajan S, Salakhova D, Silva TC, Silvestri L, de Souza SRS (2018) The missing links: a global study on uncovering financial network structures from partial data. J Financ Stab 35:107–119.

3. Baier C, Katoen J (2008) Principles of model checking. MIT Press, Cambridge.
   Paper not yet in RePEc: Add citation now
   

4. Battiston S, Caldarelli G, D’Errico M, Gurciullo S (2016) Leveraging the network: a stress-test framework based on debtrank. Stat Risk Model 33(3–4):117–138.

5. Battiston S, Puliga M, Kaushik R, Tasca P (2012) Debtrank: too central to fail? financial networks, the fed and systemic risk. Sci Rep 2(541):1–6.
   Paper not yet in RePEc: Add citation now
   
6. BCBS (2015) Making supervisory stress tests more macroprudential: Considering liquidity and solvency interactions and systemic risk. Basel Committee on Banking Supervision’s Research Task Force Working Paper 29.
   Paper not yet in RePEc: Add citation now
   
7. Capponi A (2016) Systemic risk, policies, and data needs. INFORMS Tutorials Oper Res, pp 185–206. https://doi.org/10.1287/educ.2016.0156 .
   Paper not yet in RePEc: Add citation now
   
8. Capponi A, Bo L (2015) Systemic risk in interbanking networks. SIAM J Financ Math 6(1):386–424.
   Paper not yet in RePEc: Add citation now
   
9. Cimini G, Squartini T, Saracco F, Garlaschelli D, Gabrielli A, Caldarelli G (2019) The statistical physics of real-world networks. Nat Rev Phys 1:58–71.
   Paper not yet in RePEc: Add citation now
   
10. Clarke EM, Grumberg O, Kroening D, Peled D, Veith H (2018) Model checking, 2nd edn. MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    

11. Cont R, Minca A (2016) Credit default swaps and systemic risk. Annals Op Res 247:523–547.

12. Cont R, Moussa A, Santos E (2013) Network structure and systemic risk in banking systems. Cambridge University Press, Cambridge, pp 327–368.

13. Crafa S, Varacca D (2018) On the reactive nature of financial networks. In: 19th Italian Conference on Theoretical Computer Science, 2018, CEUR-WS.org, vol 2243, pp 230–241, http://ceur-ws.org/Vol-2243/paper23.pdf .
    Paper not yet in RePEc: Add citation now
    

14. Dai Pra P, Runggaldier W, Sartori E, Tollot M (2009) Large portfolio losses: a dynamic contagion model. Annals Appl Prob 19(1):347–394.

15. De Masi G, Iori G, Caldarelli G (2006) Fitness model for the italian interbank money market. Phys Rev E 74(6):066112.

16. ECB (2018) Aggregated balance sheet of euro area credit institutions. http://sdw.ecb.europa.eu/reports.do?node=1000005719.
    Paper not yet in RePEc: Add citation now
    

17. Farmer J, Foley D (2009) The economy needs agent-based modelling. Nature 460:685–686.

18. Gandy A, Veraart LAM (2019) Adjustable network reconstruction with applications to cds exposures. J Multivar Anal 172:193–209.

19. Iori G, De Masi G, Precup O, Gabbi G, Caldarelli G (2008) A network analysis of the Italian overnight money market. J Econ Dyn Control 32(1):259–278.

20. Neveu A (2018) A survey of network-based analysis and systemic risk measurement. J Econ Interact Coord 13:241–281.

21. Ramadiah A, Caccioli F, Fricke D (2020) Reconstructing and stress testing credit networks. J Econ Dyn Control 111:103817.

22. Seppecher P (2012) Flexibility of wages and macroeconomic instability in an agent-based computational model with endogenous money. Macroecon Dyn 16:284–297.

23. Soramaki K, Bech M, Arnold J, Glass R, Beyeler W (2007) The topology of interbank payment flows. Physica 397:313–333.

24. Teply P, Klinger T (2019) Agent-based modeling of systemic risk in the european banking sector. J Econ Interact Coord 14:811–833.

25. Tesfatsion L, Judd K (eds) (2006) Handbook of computational economics. agent-based computational economics. North Holland, Elseiver.

26. Trichet JC (2010) Opening address : reflections on the nature of monetary policy non-standard measures and finance theory. In: Bank EC (ed) 6th ECB Central Banking Conference, vol 18.
    Paper not yet in RePEc: Add citation now
    

1. Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo.
   In: INET Oxford Working Papers.
   RePEc:amz:wpaper:2023-05.

   Full description at Econpapers || Download paper

2. Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943.

   Full description at Econpapers || Download paper

3. Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

   Full description at Econpapers || Download paper

4. Regression‐based network‐flow and inner‐matrix reconstruction. (2024). Kauermann, Gran ; Lebacher, Michael.
   In: Scandinavian Journal of Statistics.
   RePEc:bla:scjsta:v:51:y:2024:i:4:p:1730-1748.

   Full description at Econpapers || Download paper

5. Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo.
   In: Staff Working Papers.
   RePEc:bca:bocawp:24-17.

   Full description at Econpapers || Download paper

6. Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio.
   In: Post-Print.
   RePEc:hal:journl:hal-04160805.

   Full description at Econpapers || Download paper

7. Assessing and mitigating fire sales risk under partial information. (2023). Pang, Raymond Ka-Kay ; Maria, Luitgard Anna.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001875.

   Full description at Econpapers || Download paper

8. Optimizing systemic risk through credit network reconstruction. (2023). Chao, Wang ; Jing, MA ; Xiaoxing, Liu.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

   Full description at Econpapers || Download paper

9. A spatial panel quantile model with unobserved heterogeneity. (2023). Ando, Tomohiro ; Lu, Lina ; Li, Kunpeng.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

   Full description at Econpapers || Download paper

10. Topological properties of reconstructed credit networks and banking systemic risk. (2023). Liu, Xiaoxing ; Wang, Chao ; Chen, Boyi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

    Full description at Econpapers || Download paper

11. 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.

    Full description at Econpapers || Download paper

12. Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; JAWADI, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

    Full description at Econpapers || Download paper

13. Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea.
    In: Papers.
    RePEc:arx:papers:2304.00081.

    Full description at Econpapers || Download paper

14. 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.

    Full description at Econpapers || Download paper

15. 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.

    Full description at Econpapers || Download paper

16. Optimal bailouts and the doom loop with a financial network. (2022). Stiglitz, Joseph ; Corell, Felix ; Capponi, Agostino.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:128:y:2022:i:c:p:35-50.

    Full description at Econpapers || Download paper

17. Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv ; Nayak, Subhankar ; Kalimipalli, Madhu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

19. Systemic risk measures and regulatory challenges. (2022). Brzeszczynski, Janusz ; Ellis, Scott ; Sharma, Satish ; Brzeszczyski, Janusz.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

    Full description at Econpapers || Download paper

20. A literature review of securities holdings statistics research and a practitioner€™s guide. (2022). Boermans, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:757.

    Full description at Econpapers || Download paper

21. Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). Bormetti, Giacomo ; Lillo, Fabrizio ; di Gangi, Domenico.
    In: Papers.
    RePEc:arx:papers:2202.09854.

    Full description at Econpapers || Download paper

22. 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.

    Full description at Econpapers || Download paper

23. From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

    Full description at Econpapers || Download paper

24. 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.

    Full description at Econpapers || Download paper

25. 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.

    Full description at Econpapers || Download paper

26. Banks’ interconnections and peer effects: Evidence from Chile. (2021). Cifuentes, Rodrigo ; Margaretic, Paula ; Carreo, Jose Gabriel .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000593.

    Full description at Econpapers || Download paper

27. 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.

    Full description at Econpapers || Download paper

28. Commercial and banking credit network in Uruguay. (2021). PONCE, Jorge ; Lluberas, Rodrigo ; Landaberry, María ; Barón, Andrea ; Baron, Andrea.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000144.

    Full description at Econpapers || Download paper

29. 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.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000120.

    Full description at Econpapers || Download paper

30. The Physics of Financial Networks. (2021). Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Cimini, Giulio ; Saracco, Fabio ; Caccioli, Fabio ; Garlaschelli, Diego ; Squartini, Tiziano.
    In: Papers.
    RePEc:arx:papers:2103.05623.

    Full description at Econpapers || Download paper

31. Contagion in a network of heterogeneous banks. (2020). Xue, YI ; Genay, Ramazan ; Tseng, Michael C ; Pang, Hao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

    Full description at Econpapers || Download paper

32. 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.

    Full description at Econpapers || Download paper

33. Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Mahdavi Ardekani, Aref ; Distinguin, Isabelle.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

    Full description at Econpapers || Download paper

34. Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

    Full description at Econpapers || Download paper

35. 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.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:19/952.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

37. A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

39. A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

    Full description at Econpapers || Download paper

40. CDS market structure and risk flows: the Dutch case. (2018). Petrescu, Sinziana Kroon ; de Sousa, Rene ; van Lelyveld, Iman ; Levels, Anouk.
    In: Working Papers.
    RePEc:dnb:dnbwpp:592.

    Full description at Econpapers || Download paper

41. Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Caldarelli, Guido ; Cimini, Giulio ; Garlaschelli, Diego ; Gabrielli, Andrea.
    In: Papers.
    RePEc:arx:papers:1806.06941.

    Full description at Econpapers || Download paper

42. Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Feinstein, Zachary ; Pang, Weijie ; Sturm, Stephan ; Wildman, Mackenzie ; Schaanning, Eric ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1708.01561.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 18:40:32 || Missing content? Let us know