1. The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto ; Pelizzon, Loriana.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2. 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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3. Network analysis of the UK reinsurance market. (2023). Kotlicki, Artur ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Smith, Sam.
   In: Bank of England working papers.
   RePEc:boe:boeewp:1000.

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4. The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Sun, Rong ; Gao, Qiunan ; Yao, Dongmin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710.

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5. Macroprudential regulation for a dynamic Chinese banking system with a scale-free network. (2020). Gao, Qianqian ; Fan, Hong.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00246-5.

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6. “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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7. How Likely is Contagion in Financial Networks?. (2017). Senyuz, Zeynep ; Young, Peyton ; Glasserman, Paul.
   In: Working Papers.
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8. Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Tripathi, Shailesh ; Yli-Harja, Olli ; Dehmer, Matthias ; Baltakys, Kestutis ; Kanniainen, Juho ; Jodlbauer, Herbert ; Emmert-Streib, Frank.
   In: Papers.
   RePEc:arx:papers:1710.04455.

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9. Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo.
   In: Computational Economics.
   RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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10. Contagion in financial networks: a threat index. (2016). Demange, Gabrielle.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00662513.

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11. Contagion in financial networks: a threat index. (2016). Demange, Gabrielle.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-00662513.

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12. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
    In: Papers.
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13. How likely is contagion in financial networks?. (2015). Young, Peyton H. ; Glasserman, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:383-399.

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14. Overlapping portfolios, contagion, and financial stability. (2015). Farmer, J. ; Foti, Nick ; Caccioli, Fabio ; Rockmore, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:50-63.

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15. Contagion in Financial Networks: A Threat Index. (2015). Demange, Gabrielle.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5307.

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16. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
    In: MPRA Paper.
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17. The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: EcoMod2014.
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18. The spatial Probit model—An application to the study of banking crises at the end of the 1990’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:415:y:2014:i:c:p:251-260.

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19. The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: CEFAGE-UE Working Papers.
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20. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation. (2014). SEVER, CAN ; Saltoğlu, Burak ; Kuzubas, Tolga ; saltoglu, burak .
    In: Working Papers.
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21. Systemic risk through contagion in a core-periphery structured banking network. (2014). Kley, Oliver ; Reichel, Lukas ; Kluppelberg, Claudia.
    In: Papers.
    RePEc:arx:papers:1406.6575.

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22. Międzybankowy rynek pieniężny i zarażenie. (2013). Lubiski, Marek.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2013:i:5-6:p:19-41.

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23. How Likely is Contagion in Financial Networks?. (2013). Young, H. ; Glasserman, Paul.
    In: Economics Series Working Papers.
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24. Liquidation equilibrium with seniority and hidden CDO. (2013). Monfort, Alain ; Héam, Jean-Cyprien ; gourieroux, christian ; Heam, J. C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5261-5274.

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25. SAFE: An early warning system for systemic banking risk. (2013). Oet, Mikhail ; Bianco, Timothy ; Ong, Stephen J. ; Gramlich, Dieter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4510-4533.

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26. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

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27. How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network. (2013). Farmer, J. ; Foti, Nick ; Caccioli, Fabio ; Rockmore, Daniel.
    In: Papers.
    RePEc:arx:papers:1306.3704.

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28. Międzybankowy rynek pieniężny i zarażenie. (2013). Lubiski, Marek.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:358684.

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29. Contagion in financial networks: A threat index. (2012). Demange, Gabrielle.
    In: CEPR Discussion Papers.
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30. SAFE: An early warning system for systemic banking risk. (2011). Oet, Mikhail ; Bianco, Timothy ; Ong, Stephen J. ; Eiben, Ryan ; Wang, Jing ; Gramlich, Dieter.
    In: Working Papers (Old Series).
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31. Contagion in Banking Crises: A Spatial Probit Model. (2010). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: Working Papers Department of Economics.
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32. Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector. (2010). Theal, John ; Rouabah, Abdelaziz.
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33. A network model of systemic risk: stress testing the banking system1. (2009). Jaramillo, Serafin Martinez ; Diez, Javier Marquez.
    In: Intelligent Systems in Accounting, Finance and Management.
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34. Liquidity Risk Monitoring Framework: A Supervisory Tool. (2009). Rychtarik, Tefan ; Stragiotti, Franco .
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35. Measures of Interbank Market Structure: An Application to Brazil. (2008). Tabak, Benjamin ; Guerra, Solange ; Chang, Eui Jung ; Araujo, Eduardo Jose.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:28:y:2008:i:2:a:1510.

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36. The Economics of Contingent Re-Auctions. (2008). Marx, Leslie ; Lopomo, Giuseppe (Pino) ; Brusco, Sandro.
    In: Department of Economics Working Papers.
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37. La estructura del mercado interbancario y del riesgo de contagio en Colombia.. (2008). Morales-Acevedo, Paola ; Estrada, Dairo.
    In: Temas de Estabilidad Financiera.
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38. Banking System Stability. A Cross-Atlantic Perspective. (2007). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Chapters.
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39. The Formation of Financial Networks. (2007). Babus, Ana.
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40. New Approaches to Stress Testing the Czech Banking Sector (in English). (2007). Hlaváček, Michal ; Heřmánek, Jaroslav ; Cihak, Martin ; HLAVEK, Michal ; IHK, Martin ; HEMNEK, Jaroslav.
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41. The Formation of Financial Networks. (2007). Babus, Ana.
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42. The Formation of Financial Networks. (2006). Babus, Ana.
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43. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis. (2006). Liedorp, Franka ; Lelyveld, Iman.
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44. Contagion effect in banking system - measures based on randomised loss scenarios. (2006). Halaj, Grzegorz ; Haaj, Grzegorz.
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45. Fiscal sustainability indicators and policy design in the face of ageing. (2006). Langenus, Geert.
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46. Risk Assessment for Banking Systems. (2006). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
    In: Management Science.
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47. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis. (2006). Liedorp, Franka ; Lelyveld, Iman.
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48. Using Market Information for Banking System Risk Assessment. (2006). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
    In: International Journal of Central Banking.
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49. Liquidity risk in securities settlement. (2006). Devriese, Johan ; Mitchell, Janet.
    In: Journal of Banking & Finance.
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50. A comparative analysis of macro stress-testing methodologies with application to Finland. (2006). Sorge, Marco ; Virolainen, Kimmo.
    In: Journal of Financial Stability.
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51. Using Market Information for Banking System Risk Assessment. (2005). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
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52. Interbank Contagion in the Dutch Banking Sector. (2005). Liedorp, Franka ; Lelyveld, Iman.
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53. Liquidity Coinsurance, Moral Hazard and Financial Contagion. (2005). Castiglionesi, Fabio ; Brusco, Sandro.
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54. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
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55. Liquidity risk in securities settlement. (2005). Devriese, Johan ; Mitchell, Janet.
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56. Dominóhatás a magyar bankközi piacon. (2005). Lublóy, Ágnes ; Lubloy, Agnes.
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57. Banking system stability: a cross-Atlantic perspective. (2005). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
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58. The Confused U.S. Framework for Foreign-Bank Insolvency: An Open Research Agenda. (2005). Schwarcz, Steven L..
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59. Network topology of the interbank market. (2004). Thurner, Stefan ; Summer, Martin ; Elsinger, Helmut ; Boss, Michael.
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60. Stress-testing financial systems: an overview of current methodologies. (2004). Sorge, Marco.
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61. Dynamics of the Inter-Bank Market in Bulgaria. (2004). Nenovsky, Nikolay ; Chobanov, Petar.
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1. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
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   RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2. Liquidity and Borrowing from a Lender of Last Resort during the Crisis of 1884. (2019). Hoag, Christopher.
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3. Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco ('Gieck'), Jana.
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4. Systemic risk and competition revisited. (2019). Silva-Buston, Consuelo.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:101:y:2019:i:c:p:188-205.

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5. “The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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6. Will Bank Transparency really Help Financial Markets and Regulators?. (2017). Refait-Alexandre, Catherine ; Bouaiss, Karima.
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7. The two faces of interbank correlation. (2017). Wagner, Wolf ; Silva Buston, Consuelo ; Schaeck, Klaus.
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8. The banking crisis with interbank market freeze.. (2015). Dai, Meixing ; Cheng, Jin ; Dufourt, Frederic.
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9. Country Risk: A Theoretical and Empirical Analysis with Special Reference to Northern African Economies - Il rischio paese: un’analisi teorica e empirica con particolare riferimento ai paesi del Nord Africa. (2015). Chopra, Parvesh K..
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10. Liquidity and Financial Stability Conventional versus Islamic Banks. (2015). Brahim, Mohamed Ali ; Ghenimi, Ameni.
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11. The Two Faces of Interbank Correlation. (2013). Wagner, W B ; Schaeck, K ; Silva, C F.
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12. The Two Faces of Interbank Correlation. (2013). Wagner, W B ; Schaeck, K ; Silva, C F.
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13. The Two Faces of Interbank Correlation. (2013). Wagner, Wolf ; Silva Buston, Consuelo ; Schaeck, Klaus ; Silva Buston, C. F., .
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14. Heterogeneity and stability: bolster the strong, not the weak. (2013). Choi, Dong Beom.
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15. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
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16. Macroprudential banking regulation: Does one size fit all?. (2012). Neuberger, Doris ; Rissi, Roger.
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17. Dynamic market selection in EU business services. (2012). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
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18. The Impact of Cross-Border Banking on Financial Stability. (2011). Wagner, Wolf ; Schoenmaker, Dirk.
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19. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
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20. Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
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21. Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio.
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22. Will Bank Transparency really Help Financial Markets and Regulators?. (2010). Bouaiss, Karima ; Alexandre, Herve ; Refait-Alexandre, Catherine.
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23. Systemic risk in the financial sector; a review and synthesis. (2010). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
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24. Outside and Inside Liquidity. (2009). Scheinkman, Jose ; Bolton, Patrick ; Santos, Tano.
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25. Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature. (2008). Moheeput, Ashwin.
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26. Fear of Floating and the External Effects of Currency Unions. (2008). Troeger, Vera E ; Plumper, Thomas.
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27. Optimal Fragile Financial Networks. (2008). Castiglionesi, Fabio.
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28. Banking with nominal deposits and inside money. (2008). Skeie, David.
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29. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Journal of Financial Intermediation.
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30. The homogenization of the financial system and financial crises. (2008). Wagner, Wolf.
    In: Journal of Financial Intermediation.
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31. Information acquisition and financial contagion. (2008). Hasman, Augusto ; Samartin, Margarita.
    In: Journal of Banking & Finance.
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32. The credit crisis and the Dutch economy... in eight frequently asked questions. (2008). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
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33. Optimal Fragile Financial Networks. (2007). Navarro, Noemí ; Castiglionesi, Fabio.
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34. Was the Argentine corralito an efficient measure?: A note. (2007). Bustamante, Rodrigo ; Samartin, Margarita ; Cardone, Clara .
    In: International Review of Economics & Finance.
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35. The liquidity of bank assets and banking stability. (2007). Wagner, Wolf.
    In: Journal of Banking & Finance.
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36. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
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37. Fear of Floating and the External Effects of Currency Unions. (2006). Troeger, Vera E. ; Plumper, Thomas.
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38. The lender of last resort. (2005). Huang, Haizhou ; Goodhart, Charles A. E., .
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39. Dollars, Debt and the IFIs: Dedollarizing Multilateral Lending. (2004). Levy Yeyati, Eduardo.
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40. Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System. (2004). Degryse, Hans ; Nguyen, G.
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41. Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System. (2004). Degryse, Hans ; Nguyen, G..
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42. Interbank exposures: an empirical examination of systemic risk in the Belgian banking system. (2004). Degryse, Hans ; Nguyen, Gregory.
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43. Interbanking networks: towards a small financial world?. (2004). Vivier-Lirimont, Sebastien .
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44. Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?. (2004). Upper, Christian ; Worms, Andreas.
    In: European Economic Review.
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45. Algunos temas relevantes en la teoría bancaria. (2004). Samartin, Margarita.
    In: DEE - Documentos de Trabajo. Economía de la Empresa. DB.
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46. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Discussion Paper Series 1: Economic Studies.
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47. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Finance.
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48. The Belgian Interbank Market: Interbank Linkages and Systemic Risk. (2003). Nguyen, Gregory.
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49. Banking Regulation and Systemic Risk. (2003). Summer, Martin.
    In: Open Economies Review.
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50. Finnish monetary and foreign exchange policy and the changeover to the euro. (2001). Korhonen, Tapio.
    In: Research Discussion Papers.
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