Bargigli, L., Di Iasio, G., Infante, L., Lillo, F., Pierobon, F., 2013. The multiplex structure of interbank networks. arXiv preprint arXiv:1311.4798.L. Bargigli, G. di Lasio, L. Infante, F. Lillo, and F. Pierobon. The multiplex structure of interbank networks, 2013. arXiv:...
The multiplex structure of interbank networks. Quant. Finance 15, 673–691 (2015). Article MathSciNet MATH Google Scholar Vodenska, I. et al. Community analysis of global financial markets. Risks 4, 13 (2016). Article Google Scholar Vodenska, I., Aoyama, H., Fujiwara, Y., Iyetomi,...
The multiplex structure of interbank networks. Quant. Finance 15, 673–691 (2015). Article MathSciNet MATH Google Scholar Vodenska, I. et al. Community analysis of global financial markets. Risks 4, 13 (2016). Article Google Scholar Vodenska, I., Aoyama, H., Fujiwara, Y., Iyetomi,...
For centuries, national economies have been engaging in international trade and production. The resulting international supply networks not only increase wealth for countries, but also allow for economic shocks to propagate across borders. Using global,
The multiplex dependency structure of financial markets Complexity, 2017 (2017), Article 9586064, 10.1155/2017/9586064 View in ScopusGoogle Scholar Obstfeld, 2009 M. Obstfeld International finance and growth in developing countries: what have we learned? IMF Staff Papers, 56 (2009), pp. 63-111,...
Pierobon (2015), "The multiplex structure of interbank networks.", Quantitative Finance, , Vol. 15(4), pp. 673-691Bargigli, L., di Iasio, G., Infante, L., Lillo, F. and Pierobon, F. (2015). The multiplex structure of interbank networks, Quantitative Finance 15(4): 673-691....
We are able to identify the most important institutions in the whole structure in term of their connectedness, the most relevant layer (in structural terms) of the multiplex and the community structure of the Mexican banking system which can be seen as a generalization of the well-known Core-...
Published: 23 May 2016 Strength of weak layers in cascading failures on multiplex networks: case of the international trade network Kyu-Min Lee & K.-I. Goh Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. ...
In the past 15 years, statistical physics has been successful as a framework for modelling complex networks. On the theoretical side, this approach has unveiled a variety of physical phenomena, such as the emergence of mixed distributions and ensemble no
(2015). The multiplex structure of interbank networks. Quantitative Finance, 15(4).Bargigli L, di Iasio G, Infante L, Lillo F, Pierobon F (2015) The multiplex structure of interbank networks. Quant Financ 15:673-691L. Bargigli, G. di Iasio, L. Infante, F. Lillo and F. Pierobon,...