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Stefano Battiston

University of Zurich - Department of Banking and Finance

Professor

Andreasstrasse 15

Zürich, 8050

Switzerland

  • University of Zurich - Department of Banking and Finance

SCHOLARLY PAPERS

21

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4,162

CITATIONS
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Top 9,623

in Total Papers Citations

45

Scholarly Papers (21)

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1.

Diversification and Financial Stability

CCSS Working Paper No. 11-001
Number of pages: 27 Posted: 05 Jul 2011
Paolo Tasca and Stefano Battiston
UCL Centre for Blockchain Technologies and University of Zurich - Department of Banking and Finance
Downloads 650 (27,932)
Citation 1

Abstract:

Systemic Risk, Financial Crisis, Diversification, Default Probability

2.

The Price of Complexity in Financial Networks

Columbia Business School Research Paper No. 15-49
Number of pages: 28 Posted: 15 Apr 2015 Last Revised: 02 Nov 2015
Stefano Battiston, Guido Caldarelli, Robert May, Tarik Roukny and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Massachusetts Institute of Technology (MIT) and Columbia Business School - Finance and Economics
Downloads 323 (23,282)
Citation 1

Abstract:

financial markets, systemic risk, complex systems, computational social science

3.

The Community Structure of the Global Corporate Network

Swiss Federal Institute of Technology Zurich
Number of pages: 19 Posted: 11 Jan 2013
Stefania Vitali and Stefano Battiston
Università Politecnica delle Marche - Faculty of Economics and University of Zurich - Department of Banking and Finance
Downloads 132 (156,029)
Citation 5

Abstract:

Ownership Networks, Community Analysis, Firm Localization, Financial Sector

4.

Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk

NBER Working Paper No. w15611
Number of pages: 29 Posted: 11 Jan 2010
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce C. N. Greenwald and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, Universita' Cattolica, Milano, Università Politecnica delle Marche - Faculty of Economics, National Bureau of Economic Research (NBER) and Columbia Business School - Finance and Economics
Downloads 107 (192,955)
Citation 27

Abstract:

5.

Systemic Risk in a Unifying Framework for Cascading Processes on Networks

European Physical Journal B, Vol. 71, No. 4, pp. 441-460, 2009, CCSS Working Paper No. 09-011
Number of pages: 45 Posted: 27 Apr 2010
Jan Lorenz, Stefano Battiston and Frank Schweitzer
Jacobs University Bremen, University of Zurich - Department of Banking and Finance and ETH Zürich
Downloads 96 (215,686)
Citation 3

Abstract:

Networks, Economics Econophysics, Financial Markets, Business And Management, Dynamics of Social Systems, Structural Failure of Materials

6.

Financial Fragility and Distress Propagation in a Network of Regions

Downloads 88 (239,501)

Financial Fragility and Distress Propagation in a Network of Regions

Number of pages: 35 Posted: 29 Sep 2012
Stefania Vitali, Stefano Battiston and Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics, University of Zurich - Department of Banking and Finance and Università Politecnica delle Marche - Faculty of Economics
Downloads 72 (273,079)

Abstract:

Networks, Financial Fragility, Contagion, Business Fluctuations, Bankruptcy, Financial Acceleration

Financial Fragility and Distress Propagation in a Network of Regions

ETH Risk Center – Working Paper No. 12-016,
Number of pages: 37 Posted: 21 Dec 2012
Stefania Vitali, Stefano Battiston and Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics, University of Zurich - Department of Banking and Finance and Università Politecnica delle Marche - Faculty of Economics
Downloads 16 (479,422)

Abstract:

Networks, Financial Fragility, Contagion, Business Fluctuations, Bankruptcy, Financial Acceleration

7.

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Number of pages: 27 Posted: 27 Feb 2015 Last Revised: 23 Feb 2016
Stefano Battiston, Guido Caldarelli, Marco D'Errico and Stefano Gurciullo
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Zurich - Department of Banking and Finance and School of Public Policy, University College London
Downloads 82 (132,809)

Abstract:

Systemic risk, financial networks, contagion, balance-sheets, stress-tests

8.

The Efficiency and Evolution of R&D Networks

CER-ETH - Center of Economic Research at ETH Zurich, Working Paper No. 08/95
Number of pages: 60 Posted: 23 Sep 2008
Michael Koenig, Stefano Battiston, M. Napoletano and Frank Schweitzer
ETH Zürich, University of Zurich - Department of Banking and Finance, ETH Zürich and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 75 (241,179)

Abstract:

R&D networks, technology spillovers, network efficiency, network formation

9.

Market Procyclicality and Systemic Risk

RC Working Paper No. 12-012
Number of pages: 31 Posted: 03 Nov 2012
Paolo Tasca and Stefano Battiston
UCL Centre for Blockchain Technologies and University of Zurich - Department of Banking and Finance
Downloads 73 (214,229)

Abstract:

Systemic risk, Procyclicality, Leverage, Network models

10.

The Multiplex Network of EU Lobby Organizations

Number of pages: 21 Posted: 02 Mar 2015
An Zeng and Stefano Battiston
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 68 (197,912)

Abstract:

lobbies, networks, ownership networks, interlocked directors

11.

Default Cascades: When Does Risk Diversification Increase Stability?

ETH Risk Center Working Paper No. 11-006
Number of pages: 30 Posted: 21 Dec 2012
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce C. N. Greenwald and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, Universita' Cattolica, Milano, Università Politecnica delle Marche - Faculty of Economics, National Bureau of Economic Research (NBER) and Columbia Business School - Finance and Economics
Downloads 32 (349,237)
Citation 6

Abstract:

Systemic risk, Network models, Contagion, Financial acceleration, Financial crises

12.

Credit Default Swaps Drawup Networks: Too Tied to Be Stable?

ETH RC Working Paper No. 12-013
Number of pages: 40 Posted: 12 Jan 2013
Rahul Kaushik and Stefano Battiston
ETH Zurich and University of Zurich - Department of Banking and Finance
Downloads 30 (377,126)
Citation 2

Abstract:

Credit Default Swaps, epsilon drawups, interdependence, trend-reinforcement, network analysis, bow-tie structure, time series analysis

13.

How Does Risk Flow in the Credit Default Swap Market?

ECB Working Paper No. 2041
Number of pages: 42 Posted: 24 May 2017
Marco D'Errico, Stefano Battiston, Tuomas A. Peltonen and Martin Scheicher
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (349,237)

Abstract:

flow-of-risk, systemic risk, credit default swap, financial networks, network architecture

14.

Vulnerable Yet Relevant: The Two Dimensions of Climate-Related Financial Disclosure

Number of pages: 10 Posted: 23 May 2017
Irene Monasterolo, Stefano Battiston, Anthony Janetos and Zoey Zheng
Boston University, University of Zurich - Department of Banking and Finance, Boston University and Boston University
Downloads 0 (393,028)

Abstract:

GHG exposure index, GHG holding index, market-based solutions, climate change, climate-risk disclosure

15.

Social Intelligence Networks. A Novel Framework for On-Line Social Platforms.

Number of pages: 22 Posted: 07 Oct 2016
Stefano Battiston and Hamza Zeytinoglu
University of Zurich - Department of Banking and Finance and Clarifix Limited UK
Downloads 0 (393,028)

Abstract:

social networks, on-line social platforms, trust networks, knowledge sharing, public good game, social dilemma

16.

Rethinking Financial Contagion

Number of pages: 54 Posted: 30 Aug 2016
Gabriele Visentin, Stefano Battiston and Marco D'Errico
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 0 (154,351)

Abstract:

Financial Network, Financial Contagion, Leverage Network, Loss Conservation, Loss Amplification, Eisenberg-Noe, DebtRank

17.

A Network Analysis of the Evolution of the German Interbank Market

Bundesbank Discussion Paper No. 22/2014
Number of pages: 30 Posted: 21 Jun 2016
Tarik Roukny and Stefano Battiston
Massachusetts Institute of Technology (MIT) and University of Zurich - Department of Banking and Finance
Downloads 0 (425,775)

Abstract:

financial networks, interbank market, credit default swaps, liquidity

18.

Network Valuation in Financial Systems

Number of pages: 26 Posted: 16 Jun 2016 Last Revised: 29 Jul 2016
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston and Guido Caldarelli
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 0 (84,434)

Abstract:

Interbank Claim Valuation; Network Valuation; Financial Network; Systemic Risk; Credit Risk; Default; Contagion

19.

Understanding Investors' Exposure to Climate Stranded Assets to Inform the Post-Carbon Policy Transition in the Eurozone

Number of pages: 13 Posted: 20 Apr 2016
Irene Monasterolo, Stefano Battiston, Anthony Janetos and Zoey Zheng
Boston University, University of Zurich - Department of Banking and Finance, Boston University and Boston University
Downloads 0 (229,481)

Abstract:

climate change, stranded assets, investors’ exposure, climate finance

20.

A Climate Stress-Test of the Financial System

Number of pages: 27 Posted: 03 Feb 2016 Last Revised: 12 Jul 2016
Stefano Battiston, Antoine Mandel, Irene Monasterolo, Franziska Schuetze and Gabriele Visentin
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne, Boston University, Global Climate Forum and University of Zurich - Department of Banking and Finance
Downloads 0 (34,259)

Abstract:

climate stress-test, climate policy risk, decarbonization, stress-test, stranded assets, carbon risk, climate-sensitive sectors

21.

Interconnectedness as a Source of Uncertainty in Systemic Risk

Columbia Business School Research Paper No. 16-14
Number of pages: 32 Posted: 03 Feb 2016 Last Revised: 20 Feb 2016
Tarik Roukny, Stefano Battiston and Joseph E. Stiglitz
Massachusetts Institute of Technology (MIT), University of Zurich - Department of Banking and Finance and Columbia Business School - Finance and Economics
Downloads 0 (75,173)

Abstract:

Systemic Risk, Financial Networks, Uncertainty, Interconnectedness, Contagion

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