Kartik Anand : Citation Profile

Are you Kartik Anand?

Deutsche Bundesbank

7

H index

5

i10 index

235

Citations

RESEARCH PRODUCTION:

9

Articles

24

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 18
   Journals where Kartik Anand has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 7 (2.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan386
   Updated: 2020-08-01    RAS profile: 2020-04-05    
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Relations with other researchers

Works with:

von Peter, Goetz (5)

Ahnert, Toni (5)

Craig, Ben (4)

Chapman, James (4)

König, Philipp (3)

Heinemann, Frank (3)

Kirman, Alan (2)

Silvestri, Laura (2)

Banai, Adam (2)

Nobili, Stefano (2)

Fique, José (2)

Garratt, Rodney (2)

Silva, Thiago (2)

Salakhova, Dilyara (2)

Halaj, Grzegorz (2)

Lelyveld, Iman (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kartik Anand.

Is cited by:

Tabak, Benjamin (7)

Silva, Thiago (7)

Kirman, Alan (7)

Härdle, Wolfgang (6)

Horst, Ulrich (6)

Bougheas, Spiros (6)

Hafner, Christian (6)

Iori, Giulia (5)

Molinari, Massimo (5)

Faia, Ester (5)

Hüser, Anne-Caroline (4)

Cites to:

Vives, Xavier (10)

Rochet, Jean (10)

Shin, Hyun Song (10)

Yorulmazer, Tanju (8)

Kapadia, Sujit (8)

Pauzner, Ady (8)

Heinemann, Frank (7)

Morris, Stephen (7)

Acharya, Viral (6)

van Damme, Eric (6)

HALDANE, ANDREW (5)

Main data

Where Kartik Anand has published?

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank5
Staff Working Papers / Bank of Canada4
Papers / arXiv.org3
ESRB Working Paper Series / European Systemic Risk Board3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Kartik Anand (2020 and 2019)

YearTitle of citing document
2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Kluppelberg, Claudia ; Chong, Carsten . In: Papers. RePEc:arx:papers:1702.04287.

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2017Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng. In: Papers. RePEc:arx:papers:1702.08774.

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2017Systemic Risk, Maximum Entropy and Interbank Contagion. (2017). Andrecut, M. In: Papers. RePEc:arx:papers:1703.04549.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2018On a Constructive Theory of Markets. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.02994.

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2018Optimization of Fire Sales and Borrowing in Systemic Risk. (2018). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1802.04232.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2019Econophysics: Still fringe after 30 years?. (2019). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1901.03691.

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2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

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2019A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1912.08695.

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2020A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, José. In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2019Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:19-37.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2017A top-down stress testing framework for the Dutch banking sector. (2017). Liedorp, Franka ; Duijm, Patty ; Daniëls, Tijmen ; Mokas, Dimitris ; Daniels, Tijmen . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1503.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2017The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; Halaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Huser, Anne-Caroline ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20172010.

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2017Government guarantees and the two-way feedback between banking and sovereign debt crises. (2017). leonello, agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20172067.

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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2017Rethinking Resilience in Industrial Symbiosis: Conceptualization and Measurements. (2017). Fraccascia, Luca ; Albino, Vito ; Giannoccaro, Ilaria. In: Ecological Economics. RePEc:eee:ecolec:v:137:y:2017:i:c:p:148-162.

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2017The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation. (2017). Occhino, Filippo. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:337-363.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2020Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2017Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188.

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2018Government guarantees and the two-way feedback between banking and sovereign debt crises. (2018). Leonello, Agnese. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:592-619.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2018Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2017Sovereign and bank Interdependencies—Evidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:gat:wpaper:1810.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Working Papers. RePEc:geb:wpaper:2018-02.

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2018Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach. (2018). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris. In: Post-Print. RePEc:hal:journl:hal-02114928.

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2020Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Benzaquen, Michael ; Morelli, Federico ; Bouchaud, Jean-Philippe ; Tarzia, Marco. In: Post-Print. RePEc:hal:journl:hal-02323098.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Post-Print. RePEc:hal:journl:halshs-01809937.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:hal:wpaper:halshs-01809937.

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2018The Application of Macroprudential Capital Requirements in Managing Systemic Risk. (2018). Gao, Qianqian ; Keregero, Chirongo Moses ; Fan, Hong. In: Complexity. RePEc:hin:complx:4012163.

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2018The Assessment of Systemic Risk in the Kenyan Banking Sector. (2018). Gao, Qianqian ; Lee, Allan Alvin ; Fan, Hong. In: Complexity. RePEc:hin:complx:8767836.

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2017Variance Decomposition Networks; Potential Pitfalls and a Simple Solution. (2017). Chan-Lau, Jorge A. In: IMF Working Papers. RePEc:imf:imfwpa:17/107.

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2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:201914.

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2018Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9662-z.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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2020Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin. In: NBER Working Papers. RePEc:nbr:nberwo:26814.

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2019Introduction to the special issue on sovereign debt restructuring. (2019). Miller, Marcus ; Ghosal, Sayantan. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:71:y:2019:i:2:p:309-319..

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2018Financial Networks and Systemic Risk in China’s Banking System. (2018). Sun, Lixin. In: MPRA Paper. RePEc:pra:mprapa:90658.

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2017How Vulnerable Is The Canadian Banking System To Fire-sales?. (2017). McKeown, Robert . In: Working Paper. RePEc:qed:wpaper:1381.

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2018Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption. (2018). Sokolinskiy, Oleg ; Sopranzetti, Ben ; Melamed, Benjamin. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2965-1.

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2020On the distribution of links in financial networks: structural heterogeneity and functional form. (2020). Lux, Thomas. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1569-6.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2017Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Ding, Ding ; Han, Liyan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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2018Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio. In: DEM Working Papers. RePEc:trn:utwprg:2018/06.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2017On the distribution of links in financial networks: Structural heterogeneity and functional form. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201705.

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2017Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets. (2017). Teglio, Andrea ; Nuzzo, Simone ; Morone, Andrea ; Grimalda, Gianluca ; Barreda-Tarrazona, Iván. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2072.

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2018Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2018). Ossandon Busch, Matias. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122018.

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Works by Kartik Anand:

YearTitleTypeCited
2009Financial crises and the evaporation of trust In: Papers.
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2017A Structural Model for Fluctuations in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper0
2006Phase Transitions in Operational Risk In: Papers.
[Full Text][Citation analysis]		paper2
2013The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2013The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has another version. Agregated cites: 1		paper
2013The Safety of Government Debt In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2014Filling in the Blanks: Network Structure and Interbank Contagion In: Staff Working Papers.
[Full Text][Citation analysis]		paper59
2014Filling in the Blanks: Network Structure and Interbank Contagion.(2014) In: BIS Working Papers.
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This paper has another version. Agregated cites: 59		paper
2014Filling in the Blanks: Network Structure and Interbank Contagion.(2014) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 59		paper
2015Filling in the blanks: network structure and interbank contagion.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 59		article
2014Filling in the blanks: Network structure and interbank contagion.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 59		paper
2015Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach In: Staff Working Papers.
[Full Text][Citation analysis]		paper4
2012A network model of financial system resilience In: Bank of England working papers.
[Full Text][Citation analysis]		paper53
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 53		article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 53		paper
2012Rollover risk, network structure and systemic financial crises In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article51
2011Rollover risk, network structure and systemic financial crises.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 51		paper
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
[Full Text][Citation analysis]		article23
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 23		paper
2014Guarantees, transparency and the interdependency between sovereign and bank default risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2013Epidemics of rules, rational negligence and market crashes In: Post-Print.
[Citation analysis]		paper7
2013Epidemics of rules, rational negligence and market crashes.(2013) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 7		article
2010Epidemics of rules, information aggregation failure and market crashes In: Working Papers.
[Full Text][Citation analysis]		paper8
2019Pre-emptive sovereign debt restructuring and holdout litigation In: Oxford Economic Papers.
[Full Text][Citation analysis]		article1
2018Pre-emptive sovereign debt restructuring and holdout litigation.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2019Asset Encumbrance, Bank Funding, and Fragility In: Review of Financial Studies.
[Full Text][Citation analysis]		article5
2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 5		paper
2009Stability and dynamical properties of material flow systems on random networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article2
2020Leaping into the dark: A theory of policy gambles In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Asset encumbrance, bank funding and financial fragility In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Asset Encumbrance, Bank Funding, and Financial Fragility.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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2016Capturing information contagion in a stress-testing framework In: Discussion Papers.
[Full Text][Citation analysis]		paper0

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