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Number of items: 40.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2019). Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. Management Science:Epub ahead of print.

Monasterolo, Irene; Zheng, Jiani Isabelle; Battiston, Stefano (2018). Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios. China & World Economy, 26(6):116-142.

Battiston, Stefano; Karpf, Andreas; Mandel, Antoine (2018). Price and network dynamics in the European carbon market. Journal of Economic Behavior & Organization, 153:103-122.

Battiston, Stefano; Monasterolo, Irene; Stolbova, Veronika (2018). A Financial Macro-Network Approach to Climate Policy Evaluation. Ecological Economics, 149:239-253.

D'Errico, Marco; Battiston, Stefano; Tuomas, Peltonen; Scheicher, Martin (2018). How does risk flow in the credit default swap market? Journal of Financial Stability, 35:53-74.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability, 35:93-106.

Olsen, Richard; Battiston, Stefano; Caldarelli, Guido; Golub, Anton; Nikulin, Mihail; Ivliev, Sergey (2018). Case study of Lykke exchange: architecture and outlook. Journal of Risk Finance, 19(1):26-38.

Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2018). The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. arXiv 1801.02205, University of Zurich.

Sluban, Borut; Smailović, Jasmina; Novak, Petra Kralj; Mozeti\vc, Igor; Battiston, Stefano (2017). Mapping Organizations' Goals and Leanings in the Lobbyist Network in Banking and Finance. In: Cherifi, Chantal; et al. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1149-1161.

Perillo, Chiara; Battiston, Stefano (2017). Real Implications of Quantitative Easing in the Euro Area: A Complex-Network Perspective. In: Cherifi, Chantal. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1162-1173.

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 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 Fri Sep 20 14:08:11 2019 CEST.