-
1
-
-
84925724774
-
-
Funding liquidity risk in a quantitative model of systemic stability. Central Banking, Analysis, and Economic Policies Book Series. In: Alfaro Rodrigo (Ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, Central Bank of Chile (chapter 12).
-
Aikman, D., Alessandri, P., Eklund, B., Gai, P., Kapadia, S., Martin, E., Mora, N., Sterne, G., Willison, M., 2011. Funding liquidity risk in a quantitative model of systemic stability. Central Banking, Analysis, and Economic Policies Book Series. In: Alfaro Rodrigo (Ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, vol. 15, Central Bank of Chile, pp. 371-410. (chapter 12).
-
(2011)
, vol.15
, pp. 371-410
-
-
Aikman, D.1
Alessandri, P.2
Eklund, B.3
Gai, P.4
Kapadia, S.5
Martin, E.6
Mora, N.7
Sterne, G.8
Willison, M.9
-
2
-
-
0034721164
-
Error and attack tolerance of complex networks
-
Albert R., Jeong H., Barabási A.-L. Error and attack tolerance of complex networks. Nature 2000, 406:378-382.
-
(2000)
Nature
, vol.406
, pp. 378-382
-
-
Albert, R.1
Jeong, H.2
Barabási, A.-L.3
-
3
-
-
79955827403
-
Towards a framework for quantifying systemic stability
-
Alessandri P., Gai P., Kapadia S., Mora N., Puhr C. Towards a framework for quantifying systemic stability. International Journal of Central Banking 2009, 5:47-81.
-
(2009)
International Journal of Central Banking
, vol.5
, pp. 47-81
-
-
Alessandri, P.1
Gai, P.2
Kapadia, S.3
Mora, N.4
Puhr, C.5
-
5
-
-
70349682626
-
Googling food webs. can an eigenvector measure species' importance for coextinctions?
-
Allesina S., Pascual M. Googling food webs. can an eigenvector measure species' importance for coextinctions?. PLOS Computational Biology 2009, 5(9):e1000494.
-
(2009)
PLOS Computational Biology
, vol.5
, Issue.9
-
-
Allesina, S.1
Pascual, M.2
-
6
-
-
0038483826
-
Emergence of scaling in random networks
-
Barabási A.-L., Albert R. Emergence of scaling in random networks. Science 1999, 286:509-512.
-
(1999)
Science
, vol.286
, pp. 509-512
-
-
Barabási, A.-L.1
Albert, R.2
-
7
-
-
84879797111
-
-
Correlates of war project trade data set codebook, version 2.01.
-
Barbieri, K., Keshk, O., Pollins, B., 2008. Correlates of war project trade data set codebook, version 2.01.
-
(2008)
-
-
Barbieri, K.1
Keshk, O.2
Pollins, B.3
-
8
-
-
77950921152
-
Multinetwork of international trade. a commodity-specific analysis
-
Barigozzi M., Fagiolo G., Garlaschelli D. Multinetwork of international trade. a commodity-specific analysis. Physical Review E 2010, 81(4):046104.
-
(2010)
Physical Review E
, vol.81
, Issue.4
, pp. 046104
-
-
Barigozzi, M.1
Fagiolo, G.2
Garlaschelli, D.3
-
9
-
-
84861814758
-
Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
-
Battiston S., Gatti D., Gallegat M., Greenwald B., Stiglitz J. Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Journal of Economic Dynamics and Control 2012, 36(8):1121-1141.
-
(2012)
Journal of Economic Dynamics and Control
, vol.36
, Issue.8
, pp. 1121-1141
-
-
Battiston, S.1
Gatti, D.2
Gallegat, M.3
Greenwald, B.4
Stiglitz, J.5
-
10
-
-
21144449460
-
Contagion flow through banking networks
-
Boss, M., Summer, M., Thurner, S., 2004. Contagion flow through banking networks. In: Lecture Notes in Computer Science, vol. 3038, pp. 1070-1077.
-
(2004)
Lecture Notes in Computer Science
, vol.3038
, pp. 1070-1077
-
-
Boss, M.1
Summer, M.2
Thurner, S.3
-
12
-
-
26844525729
-
The robust yet fragile nature of the internet
-
Doyle J.C., Alderson D.L., Li L., Low S., Roughan M., Shalunov S., Tanaka R., Willinger W. The robust yet fragile nature of the internet. Proceedings of the National Academy of Sciences 2005, 102(41):14497-14502.
-
(2005)
Proceedings of the National Academy of Sciences
, vol.102
, Issue.41
, pp. 14497-14502
-
-
Doyle, J.C.1
Alderson, D.L.2
Li, L.3
Low, S.4
Roughan, M.5
Shalunov, S.6
Tanaka, R.7
Willinger, W.8
-
13
-
-
80955129404
-
Systemic importance: some simple indicators
-
March.
-
Drehmann, M., Tarashev, N., 2011. Systemic importance: some simple indicators. In: BIS Quarterly Review, pp. 25-37, March.
-
(2011)
BIS Quarterly Review
, pp. 25-37
-
-
Drehmann, M.1
Tarashev, N.2
-
15
-
-
0036316089
-
Network structure and biodiversity loss in food webs. robustness increases with connectance
-
Dunne J.A., Williams R.J., Martinez N.D. Network structure and biodiversity loss in food webs. robustness increases with connectance. Ecology Letters 2004, 5:558-567.
-
(2004)
Ecology Letters
, vol.5
, pp. 558-567
-
-
Dunne, J.A.1
Williams, R.J.2
Martinez, N.D.3
-
18
-
-
42649131056
-
On the topological properties of the world trade web. a weighted network analysis
-
Fagiolo G., Reyes J., Schiavo S. On the topological properties of the world trade web. a weighted network analysis. Physica A 2008, 387:3868-3873.
-
(2008)
Physica A
, vol.387
, pp. 3868-3873
-
-
Fagiolo, G.1
Reyes, J.2
Schiavo, S.3
-
19
-
-
77954219709
-
The evolution of the world trade web. a weighted-network analysis
-
Fagiolo G., Reyes J., Schiavo S. The evolution of the world trade web. a weighted-network analysis. Journal of Evolutionary Economics 2010, 20:479-514. 10.1007/s00191-009-0160-x.
-
(2010)
Journal of Evolutionary Economics
, vol.20
, pp. 479-514
-
-
Fagiolo, G.1
Reyes, J.2
Schiavo, S.3
-
20
-
-
84879799896
-
-
State-dependent contagion risk: using micro data from Swedish banks. Preprint.
-
Frisell, L., Holmfeld, M., Larsson, O., Omberg, M., Persson, M., 2007. State-dependent contagion risk: using micro data from Swedish banks. Preprint.
-
(2007)
-
-
Frisell, L.1
Holmfeld, M.2
Larsson, O.3
Omberg, M.4
Persson, M.5
-
21
-
-
0037332184
-
Interbank exposures. quantifying the risk of contagion
-
Furfine C.H. Interbank exposures. quantifying the risk of contagion. Journal of Money, Credit and Banking 2003, 35(1):111-128.
-
(2003)
Journal of Money, Credit and Banking
, vol.35
, Issue.1
, pp. 111-128
-
-
Furfine, C.H.1
-
22
-
-
64549088424
-
Spontaneous emergence of modularity in a model of evolving individuals and in real networks
-
He J., Sun J., Deem M.W. Spontaneous emergence of modularity in a model of evolving individuals and in real networks. Physical Review E 2009, 79:031907.
-
(2009)
Physical Review E
, vol.79
, pp. 031907
-
-
He, J.1
Sun, J.2
Deem, M.W.3
-
23
-
-
78149287266
-
Structure and response in the world trade network
-
He Jiankui, Deem Michael W. Structure and response in the world trade network. Physical Review Letters 2010, 105:198701.
-
(2010)
Physical Review Letters
, vol.105
, pp. 198701
-
-
He, J.1
Deem, M.W.2
-
25
-
-
0035799707
-
Lethality and centrality in protein networks
-
Jeong H., Mason S.P., Barabási A.-L., Oltvai Z.N. Lethality and centrality in protein networks. Nature 2001, 411:41.
-
(2001)
Nature
, vol.411
, pp. 41
-
-
Jeong, H.1
Mason, S.P.2
Barabási, A.-L.3
Oltvai, Z.N.4
-
26
-
-
0034609791
-
The large-scale organization of metabolic networks
-
Jeong H., Tombor B., Albert R., Oltvai Z.N., Barabási A.-L. The large-scale organization of metabolic networks. Nature 2000, 407:651-654.
-
(2000)
Nature
, vol.407
, pp. 651-654
-
-
Jeong, H.1
Tombor, B.2
Albert, R.3
Oltvai, Z.N.4
Barabási, A.-L.5
-
28
-
-
34547354976
-
A measure of centrality based on network efficiency
-
Latora V., Marchiori M. A measure of centrality based on network efficiency. New Journal of Physics 2007, 9:188.
-
(2007)
New Journal of Physics
, vol.9
, pp. 188
-
-
Latora, V.1
Marchiori, M.2
-
29
-
-
33745687651
-
Social consensus and rational agnoiology
-
Lehrer K. Social consensus and rational agnoiology. Synthese 1975, 31:141-160.
-
(1975)
Synthese
, vol.31
, pp. 141-160
-
-
Lehrer, K.1
-
31
-
-
0034186340
-
Epidemics and percolation in small-world networks
-
Moore C., Newman M.E. Epidemics and percolation in small-world networks. Physical Review E 2000, 61:5678-5682.
-
(2000)
Physical Review E
, vol.61
, pp. 5678-5682
-
-
Moore, C.1
Newman, M.E.2
-
32
-
-
31144446516
-
Interbank credit lines as a channel of contagion
-
Müller J. Interbank credit lines as a channel of contagion. Journal of Financial Services Research 2006, 29(1):37-60.
-
(2006)
Journal of Financial Services Research
, vol.29
, Issue.1
, pp. 37-60
-
-
Müller, J.1
-
33
-
-
77954826067
-
-
Oxford University Press, NY
-
Newman M. Networks 2010, Oxford University Press, NY.
-
(2010)
Networks
-
-
Newman, M.1
-
35
-
-
34247624619
-
Network models and financial stability
-
Nier E., Yang J., Yorulmazer T., Alentorn A. Network models and financial stability. Journal of Economic Dynamics and Control 2007, 31(6):2033-2060.
-
(2007)
Journal of Economic Dynamics and Control
, vol.31
, Issue.6
, pp. 2033-2060
-
-
Nier, E.1
Yang, J.2
Yorulmazer, T.3
Alentorn, A.4
-
36
-
-
0142169419
-
-
Consensus protocols for networks of dynamics agents. In: Proceedings of the 2003 American Control Conference
-
Olfati-Daber, R., Murray, R.M., 2003. Consensus protocols for networks of dynamics agents. In: Proceedings of the 2003 American Control Conference, pp. 951-956.
-
(2003)
, pp. 951-956
-
-
Olfati-Daber, R.1
Murray, R.M.2
-
38
-
-
0003594964
-
-
Cambridge University Press, Cambridge, UK
-
Pikovsky A., Rosenblum M., Kurths J. Synchronization - A Universal Concept in Nonlinear Sciences 2001, Cambridge University Press, Cambridge, UK.
-
(2001)
Synchronization - A Universal Concept in Nonlinear Sciences
-
-
Pikovsky, A.1
Rosenblum, M.2
Kurths, J.3
-
39
-
-
4243939794
-
Network robustness and fragility. percolation on random graphs
-
Strogatz S.H., Callaway D.S., Newman M.E.J., Watts D.J. Network robustness and fragility. percolation on random graphs. Physical Review Letters 2000, 85:5468-5471.
-
(2000)
Physical Review Letters
, vol.85
, pp. 5468-5471
-
-
Strogatz, S.H.1
Callaway, D.S.2
Newman, M.E.J.3
Watts, D.J.4
-
40
-
-
67749122640
-
Economic networks. the new challenges
-
Schweitzer F., Fagiolo G., Sornette D., Vega-Redondo F., Vespignani A., White D.R. Economic networks. the new challenges. Science 2009, 325:422-425.
-
(2009)
Science
, vol.325
, pp. 422-425
-
-
Schweitzer, F.1
Fagiolo, G.2
Sornette, D.3
Vega-Redondo, F.4
Vespignani, A.5
White, D.R.6
-
41
-
-
42749107731
-
Phase transition in the globalization of trade
-
01002
-
Serrano, M., 2007. Phase transition in the globalization of trade. Journal of Statistical Mechanics, L01002.
-
(2007)
Journal of Statistical Mechanics
, vol.L
-
-
Serrano, M.1
-
43
-
-
0038178222
-
Interbank lending and systemic risk. an empirical analysis for Switzerland
-
Sheldon G., Maurer M. Interbank lending and systemic risk. an empirical analysis for Switzerland. Swiss Journal of Economics and Statistics 1998, 134(4.2):685-704.
-
(1998)
Swiss Journal of Economics and Statistics
, vol.134
, Issue.42
, pp. 685-704
-
-
Sheldon, G.1
Maurer, M.2
-
44
-
-
36649015601
-
Spontaneous emergence of modularity in a model of evolving individuals
-
Sun J., Deem M.W. Spontaneous emergence of modularity in a model of evolving individuals. Physical Review Letters 2007, 99:228107.
-
(2007)
Physical Review Letters
, vol.99
, pp. 228107
-
-
Sun, J.1
Deem, M.W.2
-
45
-
-
79956260654
-
Simulations methods to assess the danger of contagion in the interbank markets
-
Upper C. Simulations methods to assess the danger of contagion in the interbank markets. Journal of Financial Stability 2011, 7:111-125.
-
(2011)
Journal of Financial Stability
, vol.7
, pp. 111-125
-
-
Upper, C.1
-
46
-
-
3042537428
-
Estimating bilateral exposures in the German interbank market: is there a danger of contagion?
-
Upper, C., Worms, A., 2004. Estimating bilateral exposures in the German interbank market: is there a danger of contagion? 48(4), 827-849.
-
(2004)
, vol.48
, Issue.4
, pp. 827-849
-
-
Upper, C.1
Worms, A.2
-
48
-
-
72549087697
-
Cascading failure in Watts-Strogatz small-world networks
-
Xia Y., Fan J., Hill D. Cascading failure in Watts-Strogatz small-world networks. Physica A 2010, 389(6):1281-1285.
-
(2010)
Physica A
, vol.389
, Issue.6
, pp. 1281-1285
-
-
Xia, Y.1
Fan, J.2
Hill, D.3
|