2 citations · 2 across the 2 of their papers we have counts for
3 papers
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…
On Algebraic Graph Theory and the Dynamics of Innovation Networks
Michael D. Koenig, Stefano Battiston, Mauro Napoletano +1
We investigate some of the properties and extensions of a dynamic innovation network model recently introduced in \citep{koenig07:_effic_stabil_dynam_innov_networ}. In the model, t…
How Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries
Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini
This paper investigates the statistical properties of within-country GDP and industrial production (IP) growth rate distributions. Many empirical contributions have recently pointe…