145 citations · 197 across the 9 of their papers we have counts for
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q-fin.ST2013★ 16 cited
Cascades in real interbank markets
Fariba Karimi, Matthias Raddant
We analyze cascades of defaults in an interbank loan market. The novel feature of this study is that the network structure and the size distribution of banks are derived from empir…
q-fin.ST2013★ 8 cited
Phase Transition in the S&P Stock Market
Matthias Raddant, Friedrich Wagner
We analyze the stock prices of the S&P market from 1987 until 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belon…