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Number of items: 30.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). Default ambiguity: credit default swaps create new systemic risks in financial networks. SSRN 3043708, University of Zurich.

Tasca, Paolo; Deghi, Andrea; Battiston, Stefano (2017). Portfolio Diversification and Systemic Risk in Interbank Networks. Journal of Economic Dynamics and Control, 82:96-124.

Battiston, Stefano; Mandel, Antoine Monasterolo; Schuetze, Franziska; Visentin, Gabriele (2017). A Climate stress-test of the financial system. Nature Climate Change, 7:283-288.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete. In: The 8th Innovations in Theoretical Computer Science (ITCS) Conference, Berkeley, 9 January 2017 - 11 January 2017.

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2017). Pathways towards instability in financial networks. Nature Communications, 8:14416.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. arXiv 1710.01578, University of Zurich.

D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2016). How does risk flow in the credit default swap market? European Systemic Risk Board Working Paper Series 33, University of Zurich.

Battiston, Stefano; Zeng, An (2016). The multiplex network of EU lobby organizations. PLoS ONE, 11(10):e0158062-e0158062.

Battiston, Stefano; Caldarelli, Guido; May, Robert M; Roukny, Tarik; Stiglitz, Joseph E (2016). The price of complexity in financial networks. Proceedings of the National Academy of Sciences of the United States of America, 113(36):10031-10036.

Battiston, Stefano; Caldarelli, Guido; D'Errico, Marco; Gurciullo, Stefano (2016). Leveraging the network: a stress-test framework based on DebtRank. Statistics & Risk Modeling, 33(3-4):117-138.

Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Battiston, Stefano; Caldarelli, Guido (2016). Network Valuation in Financial Systems. SSRN 2795583, University of Zurich.

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2016). Pathways towards instability in financial networks. arXiv preprint 1602.05883, University of Zurich.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2016). Interconnectedness as a source of uncertainty in systemic risk. SSRN Electronic Journal 2726631, University of Zurich.

Battiston, Stefano; Farmer, J Doyne; Flache, Andreas; Garlaschelli, Diego; Haldane, Andrew G; Heesterbeek, Hans; Hommes, Cars; Jaeger, Carlo; May, Robert; Scheffer, Marten (2016). Complexity theory and financial regulation. Science, 351(6275):818-819.

Battiston, Stefano; D'Errico, Marco; Gurciullo, Stefano (2016). DebtRank and the network of leverage. The Journal of Alternative Investments, 18(4):68-81.

Vitali, Stefania; Battiston, Stefano; Gallegati, Mauro (2016). Financial fragility and distress propagation in a network of regions. Journal of Economic Dynamics and Control, 62:56-75.

Battiston, Stefano; Tasca, Paolo (2016). Market procyclicality and systemic risk. Quantitative Finance, 16(8):1219-1235.

Battiston, Stefano; Caldarelli, Guido; D'Errico, Marco (2016). The financial system as a nexus of interconnected networks. In: Garas, Antonios. Interconnected Networks. Switzerland: Springer International Publishing, 195-229.

Puliga, Michelangelo; Caldarelli, Guido; Battiston, Stefano (2014). Credit default swaps networks and systemic risk. Scientific Reports, 4(6822):online.

Battiston, Stefano; Paolo, Tasca (2014). Diversification and financial stability. SRC Discussion Paper 10, University of Zurich.

Roukny, Tarik; George, Co-Pierre; Battiston, Stefano (2014). A Network Analysis of the Evolution of the German Interbank Market. Discussion Paper Deutsche Bundesbank 22, University of Zurich.

Battiston, Stefano; Caldarelli, Guido (2014). Financial Networks. In: D'Agostino, Gregorio; Scala, Antonio. Networks of Networks: The Last Frontier of Complexity. Berlin: Springer Verlag, 311-321.

Musmeci, Nicolo; Battiston, Stefano; Puliga, Michelangelo; Gabrielli, Andrea (2013). Bootstrapping topology and systemic risk of complex network using the fitness model. Journal of Statistical Physics, 151(3-4):720-734.

Di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; Pierobon, Federico (2013). Capital and contagion in financial networks. MPRA Paper 52141, University of Zurich.

Battiston, Stefano; Caldarelli, Guido; Georg, Co-Pierre; May, Robert; Stiglitz, Joseph (2013). Complex derivatives. Nature Physics, 9(3):123-125.

Kaushik, Rahul; Battiston, Stefano (2013). Credit default swaps drawup networks: Too interconnected to be stable? PLoS ONE, 8(7):e61815.

Roukny, Tarik; Bersini, Hugues; Pirotte, Hugues; Caldarelli, Guido; Battiston, Stefano (2013). Default cascades in complex networks: topology and systemic risk. Scientific Reports, 3(2759):online.

Delpini, Danilo; Battiston, Stefano; Riccaboni, Massimo; Gabbi, Giampaolo; Pammolli, Fabio; Caldarelli, Guido (2013). Evolution of controllability in interbank networks. Scientific Reports, 3(1626):online.

Battiston, Stefano; Caldarelli, Guido (2013). Systemic Risk in Financial Networks. Journal of Financial Management, Markets and Institutions, 1(2):129-154.

Galbiati, Marco; Delpini, Danilo; Battiston, Stefano (2013). The power to control. Nature Physics, 9(3):126-128.

This list was generated on Sat Nov 17 01:22:48 2018 CET.