27 citations · 31 across the 2 of their papers we have counts for
2 papers
q-fin.RM2019★ 27 cited
Systemic liquidity contagion in the European interbank market
V. Macchiati, G. Brandi, G. Cimini +3
Systemic liquidity risk, defined by the IMF as "the risk of simultaneous liquidity difficulties at multiple financial institutions", is a key topic in macroprudential policy and fi…
q-fin.RM2018★ 4 cited
Network Sensitivity of Systemic Risk
Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo +6
A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institut…