Mattia Montagna

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

364

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Multi-Layered Interbank Model For Assessing Systemic Risk

ECB Working Paper No. 1944
Number of pages: 55 Posted: 28 Aug 2016
Mattia Montagna and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 176 (177,095)
Citation 3

Abstract:

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financial contagion, interbank market, network theory

2.
Downloads 153 (199,683)
Citation 1

The Interbank Market Puzzle

Number of pages: 69 Posted: 12 Feb 2018 Last Revised: 30 Dec 2019
Imperial College London, European Central Bank (ECB), Central University of Finance and Economics (CUFE), IESEG School of Management and European Central Bank (ECB)
Downloads 151 (202,236)
Citation 1

Abstract:

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Interbank Market, Trust, Networks, Centrality, Community Detection

The Interbank Market Puzzle

ECB Working Paper No. 2374
Number of pages: 72 Posted: 20 Feb 2020
Imperial College London, European Central Bank (ECB), Central University of Finance and Economics (CUFE), IESEG School of Management and European Central Bank (ECB)
Downloads 2 (694,114)

Abstract:

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centrality, community detection, interbank market, networks, trust

3.

The Transmission of Quantitative Easing to Corporate Bond Prices and Issuance

Number of pages: 70 Posted: 26 Jul 2017 Last Revised: 29 Dec 2019
Stefano Pegoraro and Mattia Montagna
University of Chicago and European Central Bank (ECB)
Downloads 35 (461,332)

Abstract:

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Quantitative easing, monetary policy, CSPP, transmission channels, corporate bonds