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
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
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
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
Resilience to contagion in financial networks
Bargigli, L and Gallegati, M
Random digraphs with given expected degree sequences: A model for economic networks
Journal of Economic Behavior & Organization, 78(3):396-411.
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
Random graphs with arbitrary degree distributions and their applications
Physical Review E:02611.
Ng, A, Jordan, M, and Weiss, Y
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
Finding statistically significant communities in networks
PLoS ONE, 6(04):e18961.
Squartini, T and Garlaschelli, D
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
Statistically validated networks in bipartite complex systems
Simulation methods to assess the danger of contagion in interbank markets
Journal of Financial Stability, 7(3):111–125.
Recent advances in modelling systemic risk using network analysis
Miscellaneous publication, Frankfurt am Main.
Community detection in graphs
Physics Reports, 486(3–5):75 - 174.
Gai, P and Kapadia, S
Contagion in financial networks
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Science, 466(2120):2401-2423.
Entropy of network ensembles
Phys. Rev. E, 79:036114.
Deciphering the liquidity and credit crunch 2007-2008
Journal of Economic Perspectives, 23(1):77-100.
Castrén, O and Kavonius, I
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
Spectral properties of networks with community structure
Phys. Rev. E, 80:056114.
Craig, B and Peter, Gv
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
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
Community detection algorithms: A comparative analysis
Physical Review E, 80(5):056117, November.
Lancichinetti, A and Fortunato., S
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
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
An analysis of the japanese credit network