This folder holds the following references to publications, sorted by year and author.

There are 55 references in this bibliography folder.

Amini, H, Cont, R, and Minca, A (2012).
Stress testing the resilience of financial networks
International Journal of Theoretical and Applied Finance (IJTAF), 15(01):1250006-1-1.

Battiston, S, Gatti, D, Gallegati, M, Greenwald, B, and Stiglitz, J (2012).
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
Journal of Economic Dynamics and Control, 36(8):1121 - 1141.

Cont, R, Moussa, A, and Santos, E (2012).
Network structure and systemic risk in banking systems
In: Banking Systems, in Fouque, J.P., & Langsam, J. (eds.),Handbook of Systemic Risk, Cambridge University Press., ed. by Fouque, J.P. and Langsam, J., Cambridge University Press.

Amini, H, Cont, R, and Minca, A (2011).
Resilience to contagion in financial networks, Papers(1112.5687).

Bargigli, L and Gallegati, M (2011).
Random digraphs with given expected degree sequences: A model for economic networks
Journal of Economic Behavior & Organization, 78(3):396-411.

Mistrulli, P (2011).
Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns
Journal of Banking & Finance, 35(5):1114-1127.

Newman, M, Strogatz, S, and Watts, D (2011).
Random graphs with arbitrary degree distributions and their applications
Physical Review E:02611.

Ng, A, Jordan, M, and Weiss, Y (2011).
On spectral clustering: Analysis and an algorithm
In: Advances in Neural Information Processing Systems, MIT Press.

Radicchi, F, Lancichinetti, A, Ramasco, J, and Fortunato, S (2011).
Finding statistically significant communities in networks
PLoS ONE, 6(04):e18961.

Squartini, T and Garlaschelli, D (2011).
Analytical maximum-likelihood method to detect patterns in real networks
New Journal of Physics, 13(8):083001.

Tumminello, M, Miccichè, S, Lillo, F, Piilo, J, Mantegna, R, and Ben-Jacob, E (2011).
Statistically validated networks in bipartite complex systems
PLoS ONE(6).

Upper, C (2011).
Simulation methods to assess the danger of contagion in interbank markets
Journal of Financial Stability, 7(3):111–125.

Bank, EC (2010).
Recent advances in modelling systemic risk using network analysis
Miscellaneous publication, Frankfurt am Main.

Fortunato, S (2010).
Community detection in graphs
Physics Reports, 486(3–5):75 - 174.

Gai, P and Kapadia, S (2010).
Contagion in financial networks
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Science, 466(2120):2401-2423.

Bianconi, G (2009).
Entropy of network ensembles
Phys. Rev. E, 79:036114.

Brunnermeier, M (2009).
Deciphering the liquidity and credit crunch 2007-2008
Journal of Economic Perspectives, 23(1):77-100.

Castrén, O and Kavonius, I (2009).
Balance sheet interlinkages and macro-financial risk analysis in the euro area
European Central Bank, Working Paper Series(1124).

Chauhan, S, Girvan, M, and Ott, E (2009).
Spectral properties of networks with community structure
Phys. Rev. E, 80:056114.

Craig, B and Peter, Gv (2009).
Interbank tiering and money center banks
Federal Reserve Bank of Cleveland, Working Paper(0912).

Fujiwara, Y, Aoyama, H, Ikeda, Y, Iyetomi, H, and Souma, W (2009).
Structure and temporal change of the credit network between banks and large firms in Japan
Economics: The Open-Access, Open-Assessment E-Journal, 3(2009-7).

Lancichinetti, A and Fortunato, S (2009).
Community detection algorithms: A comparative analysis
Physical Review E, 80(5):056117, November.

Lancichinetti, A and Fortunato., S (2009).
Benchmarks for testing community detection algorithms on directed and weighted graphs with overlapping communities
Physical Review E, 80(1):016118, July.

Lancichinetti, A, Fortunato, S, and Kertész, J (2009).
Detecting the overlapping and hierarchical community structure in complex networks
New Journal of Physics, 11(3):033015.

Masi, GD, Fujiwara, Y, Gallegati, M, Greenwald, B, and Stiglitz, J (2009).
An analysis of the japanese credit network, Papers(0901.2384).