3 citations · 5 across the 3 of their papers we have counts for
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q-fin.RM2014★ 2 cited
Default contagion risks in Russian interbank market
A. V. Leonidov, E. L. Rumyantsev
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph desc…
q-fin.RM2012★ 3 cited
Russian interbank networks: main characteristics and stability with respect to contagion
A. V. Leonidov, E. L. Rumyantsev
Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.