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20182024
most citedThe multilayer architecture of the global input-output network and its properties

18 citations · 18 across the 3 of their papers we have counts for

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q-fin.RM2018

Collateral Unchained: Rehypothecation networks, concentration and systemic effects

Duc Thi Luu, Mauro Napoletano, Paolo Barucca +1

We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and us…