2 citations · 3 across the 3 of their papers we have counts for
3 papers
Spectral signatures of structural change in financial networks
Valentina Macchiati, Emiliano Marchese, Piero Mazzarisi +2
The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks…
Interbank network reconstruction enforcing density and reciprocity
Valentina Macchiati, Piero Mazzarisi, Diego Garlaschelli
Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality. This l…
Critical density for network reconstruction
Andrea Gabrielli, Valentina Macchiati, Diego Garlaschelli
The structure of many financial networks is protected by privacy and has to be inferred from aggregate observables. Here we consider one of the most successful network reconstructi…