103 citations · 105 across the 4 of their papers we have counts for
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q-fin.RM2016
Rethinking Financial Contagion
Gabriele Visentin, Stefano Battiston, Marco D'Errico
How, and to what extent, does an interconnected financial system endogenously amplify external shocks? This paper attempts to reconcile some apparently different views emerged afte…
q-fin.RM2016★ 103 cited
Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli +4
We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing…