Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Pierobon, Federico"'
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 links (respectively), has received a lot of attention in the recent theore
Externí odkaz:
http://arxiv.org/abs/1501.05751
Publikováno v:
The Review of Financial Studies, 2019 Aug 01. 32(8), 2921-2954.
Externí odkaz:
https://www.jstor.org/stable/48616837
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 bilateral exposures broken down by maturity and by the secured and unsecu
Externí odkaz:
http://arxiv.org/abs/1311.4798
We study the allocation of interest rate risk within the European banking sector using novel data. Banks' exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section. In contrast to conventional wisdom, net worth is i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::cdea313f757ff88fccdc3b60648c5d0a
https://hdl.handle.net/10419/183358
https://hdl.handle.net/10419/183358
Publikováno v:
Interconnected Networks; 2016, p179-194, 16p
Publikováno v:
Understanding Complex Systems ISBN: 9783319239453
The interbank market is considered one of the most important channels 6 of contagion. Its network representation, where banks and claims/obligations are 7 represented by nodes and links (respectively), has received a lot of attention in 8 the recent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bcf04e54fd2c8f35de00b8325baa6f53
https://hdl.handle.net/11384/62927
https://hdl.handle.net/11384/62927