9 citations · 9 across the 2 of their papers we have counts for
4 papers
Interbank markets and multiplex networks: centrality measures and statistical null models
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante +2
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and link…
The multiplex structure of interbank networks
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante +2
The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bil…
A Statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory
Leonardo Bargigli, Andrea Lionetto, Stefano Viaggiu
We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnega…
Statistical ensembles for money and debt
Stefano Viaggiu, Andrea Lionetto, Leonardo Bargigli +1
We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt t…