A Network Analysis of the Italian Overnight Money Market

By Giulia Iori, G. Masi, Ovidiu V. Precup, G. Gabbi, Guido Caldarelli. 2008

583 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/1f6df3fced3d1b4c95f93d182ee61817c59ceb24

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Citations in the corpus

Heterogeneity, Correlations and Financial Contagion (2011, background): “Contemporary finance is clearly characterized by a high level of connectivity between financial institutions [3, 4, 5, 6].”
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2015, methodology): “Alternatives would be the Kerninghan-Lin Algorithm (Kernighan and Lin (1970)), see Boyd et al.”
The multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015, background): “[40] Giulia Iori, Giulia De Masi, Ovidiu Vasile Precup, Giampaolo Gabbi, and Guido Caldarelli.”
Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015, background): “Other studies by Bech and Atalay (2010), Iori et al. (2008) and Fricke and Lux (2015b) have nuanced these results.”
Simulation methods to assess the danger of contagion in interbank markets (2011, unknown): “8 See Boss et al. (2004), Iori et al. (2005), Iazzetta and Manna (2009), Lublóy (2005), and Müller (2006).”
An empirical study of the Mexican banking system’s network and its implications for systemic risk (2012, unknown): “…of systemic risk and Boss et al. (2004b) as well as Boss et al. (2004a) provide some empirical data on the interbank exposures network of the Austrian banking system; in Iori et al. (2005), the authors provide some empirical evidence on the topological properties of the Italian Money Market.”
The Effect of the Interbank Network Structure on Contagion and Common Shocks (2013, unknown): “paper are the works by Iori et al. (2006) and Nier et al. (2008). In the model of Iori et al.”
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (2014, background): “…(Upper and Worms 2002, Boss et al. 2004, Boss et al. 2005, Soramäki et al. 2007, Cajueiro et al. 2009, Bech andAtalay 2010, Martínez-Jaramillo et al. 2014), including overnight markets (Iori et al. 2008), financial flows (Kyriakopoulos et al. 2009) and mutual crossholdings (Huang et al. 2013).”
The Network of Global Corporate Control (2011, background): “, networks of trade [3], products [4], credit [5,6], stock prices [7] and boards of directors [8,9].”
Mapping the UK interbank system. (2014, methodology): “Similar papers have been published using data from the US (Furfine, 2003; Bech and Atalay, 2008); Denmark (Bech and Rørdam, 2009); Germany (Bräuning and Fecht, 2012); Italy (Iori et al, 2008) and Norway (Akram and Christophersen, 2010).”
A Network Analysis of Global Banking:1978-2009 (2011, unknown): “5 See, e.g., Soramaki et al. (2007) and Iori et al. (2008) for toplogical descriptions of interbank markets.”
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012, background): “The core alone is quite dense and not so heterogeneous in degree (Soramaki et al., 2007; Iori et al., 2008; Vitali et al., 2011).”
Contagion and risk-sharing on the inter-bank market (2013, methodology): “Iori et al. (2008) use graph theoretic measures111 to analyze the structure of the Italian inter-bank market.”