10
H index
11
i10 index
612
Citations
| 10 H index 11 i10 index 612 Citations RESEARCH PRODUCTION: 8 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kimmo Soramäki. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 2 |
Physica A: Statistical Mechanics and its Applications | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Reports / Federal Reserve Bank of New York | 2 |
Year | Title of citing document |
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2022 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129. Full description at Econpapers || Download paper |
2020 | Balancing the Payment System. (2020). Dini, Paolo ; Fleischman, Tomavz. In: Papers. RePEc:arx:papers:2011.03517. Full description at Econpapers || Download paper |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper |
2020 | An Economic Perspective on Payments Migration. (2020). Lu, Zhentong ; Kosse, Anneke ; Xerri, Gabriel. In: Staff Working Papers. RePEc:bca:bocawp:20-24. Full description at Econpapers || Download paper |
2021 | Estimating Policy Functions in Payments Systems Using Reinforcement Learning. (2021). Rivadeneyra, Francisco ; Garratt, Rodney ; Du, Han ; Desai, Ajit ; Castro, Pablo S. In: Staff Working Papers. RePEc:bca:bocawp:21-7. Full description at Econpapers || Download paper |
2021 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2021). Forte, Federico ; Montes-Rojas, Gabriel ; Elosegui, Pedro. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202196. Full description at Econpapers || Download paper |
2021 | Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21. Full description at Econpapers || Download paper |
2020 | Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Cadena-Silva, Carlos ; Leon, Carlos ; Mario-Martinez, Ricardo. In: Borradores de Economia. RePEc:bdr:borrec:1101. Full description at Econpapers || Download paper |
2020 | Pattern recognition of financial institutions’ payment behavior. (2020). León, Carlos ; Ortega, Fabio ; Gage, Gerardo ; Acero, Oscar ; Barucca, Paolo ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1130. Full description at Econpapers || Download paper |
2021 | A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14. Full description at Econpapers || Download paper |
2020 | Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274. Full description at Econpapers || Download paper |
2020 | How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canadas large-value payment system Shaun Byck. (2020). Heijmans, Ronald ; Byck, Shaun. In: DNB Working Papers. RePEc:dnb:dnbwpp:682. Full description at Econpapers || Download paper |
2020 | Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826. Full description at Econpapers || Download paper |
2021 | Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108. Full description at Econpapers || Download paper |
2020 | Centralized netting in financial networks. (2020). Zimmerman, Peter ; Garratt, Rodney. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302959. Full description at Econpapers || Download paper |
2021 | A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303. Full description at Econpapers || Download paper |
2021 | Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system. (2021). Heijmans, Ronald ; Sabetti, Leonard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000119. Full description at Econpapers || Download paper |
2021 | Risk monitoring in Ecuadors payment system: Implementation of a network topology study. (2021). Arroyo, John ; Perez, Bryan ; Rubio, Jeniffer. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000193. Full description at Econpapers || Download paper |
2021 | The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Beltran, Daniel ; Klee, Elizabeth ; Bolotnyy, Valentin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202. Full description at Econpapers || Download paper |
2021 | Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050. Full description at Econpapers || Download paper |
2020 | What is the central bank of Wikipedia?. (2020). Shepelyansky, Dima L ; Frahm, Klaus M ; Demidov, Denis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119317984. Full description at Econpapers || Download paper |
2021 | A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883. Full description at Econpapers || Download paper |
2021 | Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554. Full description at Econpapers || Download paper |
2021 | A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110. Full description at Econpapers || Download paper |
2021 | Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941. Full description at Econpapers || Download paper |
2022 | Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615. Full description at Econpapers || Download paper |
2020 | Balancing the payment system. (2020). Dini, Paolo ; Fleischman, Toma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107416. Full description at Econpapers || Download paper |
2020 | Parisian time of reflected Brownian motion with drift on rays and its application in banking. (2020). Zhang, Junyi ; Dassios, Angelos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107495. Full description at Econpapers || Download paper |
2020 | Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis. (2020). Dini, Paolo ; Fleischman, Toma ; Littera, Giuseppe . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107529. Full description at Econpapers || Download paper |
2021 | First hitting time of Brownian motion on simple graph with skew semiaxes. (2021). Dassios, Angelos ; Zhang, Junyi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111021. Full description at Econpapers || Download paper |
2021 | Mathematical foundations for balancing the payment system in the trade credit market. (2021). Dini, Paolo ; Fleischman, Toma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112151. Full description at Econpapers || Download paper |
2020 | How Environmental Policies Spread ? A Network Approach to Diffusion in the U.S.. (2020). Mandel, Antoine ; Creti, Anna ; Billard, Come. In: Working Papers. RePEc:fae:wpaper:2020.12. Full description at Econpapers || Download paper |
2021 | Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17. Full description at Econpapers || Download paper |
2021 | Fedwire Funds Service: Payments, Balances, and Available Liquidity. (2021). Mills, David ; Badev, Anton ; Marquardt, Jeffrey C ; Ebanks, Daniel ; Clark, Lauren. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-70. Full description at Econpapers || Download paper |
2020 | Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis. (2020). Eisenbach, Thomas ; Lee, Michael Junho ; Kovner, Anna . In: Staff Reports. RePEc:fip:fednsr:87390. Full description at Econpapers || Download paper |
2020 | Liquidity-Saving through Obligation-Clearing and Mutual Credit: An Effective Monetary Innovation for SMEs in Times of Crisis. (2020). Fleischman, Toma ; Littera, Giuseppe ; Dini, Paolo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:295-:d:452515. Full description at Econpapers || Download paper |
2021 | Mathematical Foundations for Balancing the Payment System in the Trade Credit Market. (2021). Dini, Paolo ; Fleischman, Toma. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:452-:d:639721. Full description at Econpapers || Download paper |
2020 | The Leaders, the Laggers, and the “Vulnerablesâ€. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532. Full description at Econpapers || Download paper |
2020 | Parisian Time of Reflected Brownian Motion with Drift on Rays and Its Application in Banking. (2020). Zhang, Junyi ; Dassios, Angelos. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:127-:d:454257. Full description at Econpapers || Download paper |
2020 | Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-30. Full description at Econpapers || Download paper |
2021 | Finding the Network Structure of Rwandan Interbank Market. (2021). Uwimana, Annie ; RUSUHUZWA, Thomas Kigabo ; Mugenzi, Patrick. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:435-445. Full description at Econpapers || Download paper |
2020 | Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09895-x. Full description at Econpapers || Download paper |
2020 | Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024. Full description at Econpapers || Download paper |
2021 | Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6. Full description at Econpapers || Download paper |
2020 | Relationships in the Interbank Market. (). Monnet, Cyril ; Eisenschmidt, Jens ; Chiu, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:18-238. Full description at Econpapers || Download paper |
2020 | Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Leon, Carlos ; Cadena-Silva, Carlos ; Mario-Martinez, Ricardo. In: Working papers. RePEc:rie:riecdt:33. Full description at Econpapers || Download paper |
2021 | From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8. Full description at Econpapers || Download paper |
2020 | Systemic risk in the Angolan interbank payment system – a network approach. (2020). Gubareva, Mariya ; Borges, Maria ; Ulica, Lauriano. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:45:p:4900-4912. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | An agent-based model of payment systems In: Bank of England working papers. [Full Text][Citation analysis] | paper | 37 |
2011 | An agent-based model of payment systems.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2008 | The network topology of CHAPS Sterling In: Bank of England working papers. [Full Text][Citation analysis] | paper | 46 |
2010 | The sterling unsecured loan market during 2006-08: insights from network theory In: Bank of England working papers. [Full Text][Citation analysis] | paper | 36 |
2010 | Liquidity-saving mechanisms and bank behaviour In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
2013 | Central counterparties and the topology of clearing networks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
1999 | Optimizing liquidity usage and settlement speed in payment systems In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Gridlock resolution in interbank payment systems In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2003 | Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Competition, bargaining power and pricing in two-sided markets In: DNB Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Clearing networks In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 16 |
2007 | The topology of interbank payment flows In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 332 |
2006 | The topology of interbank payment flows.(2006) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 332 | paper | |
2007 | Congestion and cascades in payment systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 20 |
2006 | Congestion and cascades in payment systems.(2006) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2004 | Economizing on liquidity with deferred settlement mechanisms In: Economic Policy Review. [Full Text][Citation analysis] | article | 10 |
2008 | Global trends in large-value payments In: Economic Policy Review. [Full Text][Citation analysis] | article | 8 |
2016 | Interbank Exposure Networks In: Computational Economics. [Full Text][Citation analysis] | article | 19 |
2012 | Algorithm for identifying systemically important banks in payment systems In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | SinkRank: An algorithm for identifying systemically important banks in payment systems In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] | article | 38 |
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