16
H index
24
i10 index
1328
Citations
Complexity Science Hub Vienna | 16 H index 24 i10 index 1328 Citations RESEARCH PRODUCTION: 54 Articles 34 Papers RESEARCH ACTIVITY: 19 years (2003 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pth386 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Thurner. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 25 |
Scholarly Articles / Harvard Kennedy School of Government | 2 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year | Title of citing document | |
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2023 | Convolution and Fourier Transform: from Gaussian and Lorentzian Functions to q-Gaussian Tsallis Functions. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:11:p:7-11. Full description at Econpapers || Download paper | |
2023 | q-Gaussian Tsallis Line Shapes and Raman Spectral Bands. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:3:p:27-40. Full description at Econpapers || Download paper | |
2023 | q-Gaussian Tsallis Functions and Egelstaff-Schofield Spectral Line Shapes. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:3:p:47-50. Full description at Econpapers || Download paper | |
2023 | SERS Spectral Bands of L-Cysteine, Cysteamine and Homocysteine Fitted by Tsallis q-Gaussian Functions. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:9:p:14-24. Full description at Econpapers || Download paper | |
2024 | The Fitted q-Gaussian Function, from Voigt Profile to Kubo Lineshape. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:3:p:1-16. Full description at Econpapers || Download paper | |
2024 | Water, q-Gaussians and Raman Spectroscopy. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:3:p:17-25. Full description at Econpapers || Download paper | |
2024 | Applying q-Gaussians to the OH-stretching Raman bands of Water and Ice. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:4:p:1-10. Full description at Econpapers || Download paper | |
2024 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
2024 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper | |
2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
2023 | Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2023 | Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, Doyne J ; Vie, Aymeric. In: Papers. RePEc:arx:papers:2302.01216. Full description at Econpapers || Download paper | |
2023 | Estimating the loss of economic predictability from aggregating firm-level production networks. (2023). Thurner, Stefan ; Kert, J'Anos ; Reisch, Tobias ; Borsos, Andr'As ; Diem, Christian. In: Papers. RePEc:arx:papers:2302.11451. Full description at Econpapers || Download paper | |
2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. Full description at Econpapers || Download paper | |
2023 | Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. (2023). Berritta, Marco ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2304.14098. Full description at Econpapers || Download paper | |
2023 | The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337. Full description at Econpapers || Download paper | |
2024 | The use of trade data in the analysis of global phosphate flows. (2023). Raddant, Matthias ; Steiner, Gerald ; Bertau, Martin. In: Papers. RePEc:arx:papers:2305.07362. Full description at Econpapers || Download paper | |
2023 | Do we listen to what we are told? An empirical study on human behaviour during the COVID-19 pandemic: neural networks vs. regression analysis. (2023). Wang, Kexin ; Heluo, Yuxi ; Robson, Charles W. In: Papers. RePEc:arx:papers:2311.13046. Full description at Econpapers || Download paper | |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
2024 | A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480. Full description at Econpapers || Download paper | |
2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
2023 | The Technology of Decentralized Finance (DeFi). (2023). Auer, Raphael ; Victor, Friedhelm ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1066. Full description at Econpapers || Download paper | |
2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper | |
2024 | Quantifying the drivers of long?term prices in materials supply chains. (2023). Roth, Richard ; Olivetti, Elsa A ; Kirchain, Randolph E ; Bhuwalka, Karan. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:1:p:141-154. Full description at Econpapers || Download paper | |
2023 | Exploring the global trade networks of the tungsten supply chain: Insights into the physical and monetary mismatch among countries. (2023). Dai, Tao ; Chen, Weiqiang ; Pauliuk, Stefan ; Ma, Zijie ; Wang, Peng ; Tang, Linbin ; Lin, Zipeng. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:1:p:323-335. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper | |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper | |
2023 | Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Craig, Ben ; Salakhova, Dilyara. In: Working Paper Series. RePEc:ecb:ecbwps:20232867. Full description at Econpapers || Download paper | |
2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper | |
2023 | Disagreement and fragmentation in growing groups. (2023). Fenoaltea, Enrico Maria ; Yao, Yuheng ; Zhu, Jiadong ; Meng, Fanyuan ; Zhang, Jianlin ; Liu, Run-Ran ; Yang, Pingle ; Xie, Yubo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012541. Full description at Econpapers || Download paper | |
2023 | Indices from visibility graph complexity of spontaneous speech signal: An efficient nonlinear tool for Alzheimers disease diagnosis. (2023). Haddadnia, Javad ; Mohammadpoory, Zeynab ; Nasrolahzadeh, Mahda. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007300. Full description at Econpapers || Download paper | |
2023 | Entropy evolution at generic power-law edge of chaos. (2023). Plastino, Angel R ; Borges, Ernesto P ; Tsallis, Constantino. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007567. Full description at Econpapers || Download paper | |
2024 | Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Cimini, Giulio ; Zaccaria, Andrea ; Fessina, Massimiliano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814. Full description at Econpapers || Download paper | |
2024 | Exploring social networks through stochastic multilayer graph modeling. (2024). Rezvanian, Alireza ; Meybodi, Mohammad Reza ; Daliri, Mohammad Mehdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003163. Full description at Econpapers || Download paper | |
2023 | Reconstructing production networks using machine learning. (2023). Lafond, François ; Farmer, Doyne J ; Astudillo-Estevez, Pablo ; Mungo, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000131. Full description at Econpapers || Download paper | |
2023 | Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea. (2023). Park, Cyn-Young ; Lee, Donghyun ; Kim, Soyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000489. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper | |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper | |
2023 | Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242. Full description at Econpapers || Download paper | |
2023 | Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443. Full description at Econpapers || Download paper | |
2023 | Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. (2023). Jing, Zhongbo ; Deng, Yuqi ; Huang, Jie ; Wei, LU. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002730. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | |
2023 | Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360. Full description at Econpapers || Download paper | |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper | |
2023 | Will the last be the first? School closures and educational outcomes. (2023). Maggio, Giuseppe ; Battisti, Michele. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s001429212300034x. Full description at Econpapers || Download paper | |
2023 | The impact of lockdowns during the COVID-19 pandemic on fertility intentions. (2023). Wooden, Mark ; Vera-Toscano, Esperanza ; Trinh, Trong-Anh ; Mooi-Reci, Irma. In: Economics & Human Biology. RePEc:eee:ehbiol:v:48:y:2023:i:c:s1570677x22001101. Full description at Econpapers || Download paper | |
2024 | Global pain levels before and during the COVID-19 pandemic. (2024). Daly, Michael ; Delaney, Liam ; Macchia, Lucia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x23001181. Full description at Econpapers || Download paper | |
2024 | Assessing the effectiveness of international government responses to the COVID-19 pandemic. (2024). González-Álvarez, María A. ; Gonzalez-Alvarez, Maria A ; Lopez-Mendoza, Hector ; Montaes, Antonio. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x24000054. Full description at Econpapers || Download paper | |
2023 | Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16. Full description at Econpapers || Download paper | |
2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper | |
2023 | Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420. Full description at Econpapers || Download paper | |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper | |
2023 | Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
2023 | The interplay among COVID-19 economic recovery, behavioural changes, and the European Green Deal: An energy-economic modelling perspective. (2023). le Mouel, Pierre ; Elia, Alessia ; Boitier, Baptiste ; Cassetti, Gabriele ; Chiodi, Alessandro ; Doukas, Haris ; Koasidis, Konstantinos ; Nikas, Alexandros ; Zagame, Paul ; Gargiulo, Maurizio. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026846. Full description at Econpapers || Download paper | |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper | |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477. Full description at Econpapers || Download paper | |
2024 | Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x. Full description at Econpapers || Download paper | |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper | |
2023 | Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000090. Full description at Econpapers || Download paper | |
2023 | Interconnectedness of financial institutions based on pledged shares in China. (2023). Liu, Zhidong ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005238. Full description at Econpapers || Download paper | |
2024 | Asset injection and enterprise earnings management. (2024). Qian, Kaihao ; Yang, Chengjie ; Tan, Yizhi ; Jiang, Chengxin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002757. Full description at Econpapers || Download paper | |
2023 | Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x. Full description at Econpapers || Download paper | |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper | |
2024 | From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955. Full description at Econpapers || Download paper | |
2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper | |
2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper | |
2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper | |
2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper | |
2023 | Policy stringency and the spread of COVID-19: The moderating role of culture and its implications on first responses. (2023). Mesler, Rhiannon Macdonnell ; Chen, Shirley ; Tu, KE. In: Health Policy. RePEc:eee:hepoli:v:137:y:2023:i:c:s0168851023001811. Full description at Econpapers || Download paper | |
2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper | |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper | |
2023 | Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x. Full description at Econpapers || Download paper | |
2023 | The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280. Full description at Econpapers || Download paper | |
2023 | COVID-19 Interventions in an informal settlement: A spatial analysis of accessibility in Kibera, Kenya. (2023). Mulligan, Joe ; Malamud, Bruce D ; Drummond, John Amin ; Taylor, Faith E ; Pelling, Mark ; Wandera, Amos ; Talib, Manshur ; Bukachi, Vera. In: Journal of Transport Geography. RePEc:eee:jotrge:v:113:y:2023:i:c:s096669232300176x. Full description at Econpapers || Download paper | |
2023 | Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039. Full description at Econpapers || Download paper | |
2023 | Supply risk propagation of global copper industry chain based on multi-layer complex network. (2023). Li, Xin ; Chen, LU ; Wang, Minxi ; Kang, Xinyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005081. Full description at Econpapers || Download paper | |
2024 | Supply shock propagation in the multi-layer network of global steel product chain: Additive effect of trade and production. (2024). Sun, Xiaoqi ; Jiang, Meihui ; Hao, Xiaoqing. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000229. Full description at Econpapers || Download paper | |
2023 | Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980. Full description at Econpapers || Download paper | |
2023 | Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110. Full description at Econpapers || Download paper | |
2023 | A network analysis of the structure and dynamics of FX derivatives markets. (2023). Granados, Oscar M ; Ospina-Forero, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001048. Full description at Econpapers || Download paper | |
2023 | Superstatistics of anisotropic oscillator in a noncommutative plane. (2023). Nath, Debraj. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123005861. Full description at Econpapers || Download paper | |
2023 | Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994. Full description at Econpapers || Download paper | |
2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper | |
2023 | Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem.(2018) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem.(2021) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2010 | Leverage Causes Fat Tails and Clustered Volatility In: Papers. [Full Text][Citation analysis] | paper | 91 |
2010 | Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2011 | Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2012 | Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
2009 | Schumpeterian economic dynamics as a quantifiable minimum model of evolution In: Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Empirical confirmation of creative destruction from world trade data In: Papers. [Full Text][Citation analysis] | paper | 27 |
2012 | Empirical confirmation of creative destruction from world trade data.(2012) In: CID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2014 | Leverage-induced systemic risk under Basle II and other credit risk policies In: Papers. [Full Text][Citation analysis] | paper | 51 |
2014 | Leverage-induced systemic risk under Basle II and other credit risk policies.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2013 | DebtRank-transparency: Controlling systemic risk in financial networks In: Papers. [Full Text][Citation analysis] | paper | 52 |
2016 | Elimination of systemic risk in financial networks by means of a systemic risk transaction tax In: Papers. [Full Text][Citation analysis] | paper | 32 |
2016 | Elimination of systemic risk in financial networks by means of a systemic risk transaction tax.(2016) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2014 | To bail-out or to bail-in? Answers from an agent-based model In: Papers. [Full Text][Citation analysis] | paper | 58 |
2015 | To bail-out or to bail-in? Answers from an agent-based model.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2014 | Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World In: Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World.(2014) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2015 | Systemic trade-risk of critical resources In: Papers. [Full Text][Citation analysis] | paper | 15 |
2015 | The multi-layer network nature of systemic risk and its implications for the costs of financial crises In: Papers. [Full Text][Citation analysis] | paper | 125 |
2015 | The multi-layer network nature of systemic risk and its implications for the costs of financial crises.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | article | |
2017 | Systemic Risk Management in Financial Networks with Credit Default Swaps In: Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Incentivizing Resilience in Financial Networks In: Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Incentivizing resilience in financial networks.(2017) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2018 | When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters In: Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Identifying systemically important companies in the entire liability network of a small open economy In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Quantification of systemic risk from overlapping portfolios in the financial system In: Papers. [Full Text][Citation analysis] | paper | 40 |
2021 | Quantification of systemic risk from overlapping portfolios in the financial system.(2021) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2021 | Quantification of systemic risk from overlapping portfolios in the financial system.(2021) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2019 | Economic resilience from input-output susceptibility improves predictions of economic growth and recovery In: Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | What is the Minimal Systemic Risk in Financial Exposure Networks? In: Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | What is the minimal systemic risk in financial exposure networks?.(2020) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2021 | Quantifying firm-level economic systemic risk from nation-wide supply networks In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Inferring supply networks from mobile phone data to estimate the resilience of a national economy In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Inequality in economic shock exposures across the global firm-level supply network In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk In: Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Contagion Flow Through Banking Networks In: Papers. [Full Text][Citation analysis] | paper | 24 |
2006 | Random matrix ensembles of time-lagged correlation matrices: Derivation of eigenvalue spectra and analysis of financial time-series In: Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series.(2008) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2017 | Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
2019 | Modelling the multi-scaled nature of pest outbreaks In: Ecological Modelling. [Full Text][Citation analysis] | article | 1 |
2003 | Anomalous diffusion on dynamical networks: a model for interacting epithelial cell migration In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2003 | Scaling laws and persistence in human brain activity In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2004 | Information super-diffusion on structured networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2005 | Search and topology aspects in transport on scale-free networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2005 | Derivation of power-law distributions within standard statistical mechanics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2005 | Anomalous diffusion in view of Einsteins 1905 theory of Brownian motion In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2006 | On the derivation of power-law distributions within classical statistical mechanics far from the thermodynamic limit In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2006 | Two statistical mechanics aspects of complex networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2007 | Generalized Boltzmann factors and the maximum entropy principle: Entropies for complex systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2009 | To how many politicians should government be left? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2010 | Physics of evolution: Selection without fitness In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2011 | The blogosphere as an excitable social medium: Richter’s and Omori’s Law in media coverage In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2015 | Interevent time distributions of human multi-level activity in a virtual world In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2019 | Quantification of the resilience of primary care networks by stress testing the health care system In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] | article | 1 |
2022 | Empirical social triad statistics can be explained with dyadic homophylic interactions In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] | article | 1 |
2019 | Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery In: Nature Communications. [Full Text][Citation analysis] | article | 11 |
2021 | Thermodynamics of structure-forming systems In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
2022 | Assessing the impact of SARS-CoV-2 prevention measures in Austrian schools using agent-based simulations and cluster tracing data In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
2022 | Stress-testing the resilience of the Austrian healthcare system using agent-based simulation In: Nature Communications. [Full Text][Citation analysis] | article | 1 |
2020 | Ranking the effectiveness of worldwide COVID-19 government interventions In: Nature Human Behaviour. [Full Text][Citation analysis] | article | 82 |
2004 | An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 68 |
2012 | Emergence of Good Conduct, Scaling and Zipf Laws in Human Behavioral Sequences in an Online World In: PLOS ONE. [Full Text][Citation analysis] | article | 7 |
2015 | Physical Forces between Humans and How Humans Attract and Repel Each Other Based on Their Social Interactions in an Online World In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2017 | Fitting power-laws in empirical data with estimators that work for all exponents In: PLOS ONE. [Full Text][Citation analysis] | article | 5 |
2018 | Forensic analysis of Turkish elections in 2017–2018 In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2020 | The role of mainstreamness and interdisciplinarity for the relevance of scientific papers In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
2020 | The role of grammar in transition-probabilities of subsequent words in English text In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2006 | Emerging cooperation in the prisoners dilemma on dynamic networks In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | Statistical indicators of collective behavior and functional clusters in gene networks of yeast In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 3 |
2008 | Solution of the unanimity rule on exponential, uniform and scalefree networks: A simple model for biodiversity collapse in foodwebs In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
2009 | Socio-economical dynamics as a solvable spin system on co-evolving networks In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 4 |
2009 | Network and eigenvalue analysis of financial transaction networks In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 50 |
2009 | Limit distributions of scale-invariant probabilistic models of correlated random variables with the q-Gaussian as an explicit example In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 18 |
2011 | Peer-review in a world with rational scientists: Toward selection of the average In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 15 |
2018 | Asocial balance—how your friends determine your enemies: understanding the co-evolution of friendship and enmity interactions in a virtual world In: Journal of Computational Social Science. [Full Text][Citation analysis] | article | 1 |
2003 | Risk trading, network topology and banking regulation In: Quantitative Finance. [Full Text][Citation analysis] | article | 20 |
2004 | Network topology of the interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 376 |
2010 | THE JERUSALEM GAME: CULTURAL EVOLUTION OF THE GOLDEN RULE In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
2012 | EDITORIAL — MODELING SOCIO-TECHNICAL COMPLEXITY In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
2012 | SOCIAL DYNAMICS IN A LARGE-SCALE ONLINE GAME In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 4 |
2006 | HIERARCHICAL AND MIXING PROPERTIES OF STATIC COMPLEX NETWORKS EMERGING FROM FLUCTUATING CLASSICAL RANDOM GRAPHS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 2 |
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