Giulio Cimini

Northwestern University - Northwestern Institute for Complex Systems (NICO)

Chambers Hall

600 Foster Street

Evanston, IL 60208-4057

United States

SCHOLARLY PAPERS

2

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22

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Systemic Risk in Interbank Networks: Disentangling Balance Sheets and Network Effects

Number of pages: 26 Posted: 01 Oct 2021
Alessandro Ferracci and Giulio Cimini
Department of Economics and Law, Sapienza University of Rome and Northwestern University - Northwestern Institute for Complex Systems (NICO)
Downloads 21 (635,204)

Abstract:

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Financial networks, Interbank market, Network theory, Systemic risk, Contagion

2.

Network Sensitivity of Systemic Risk

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 20 Posted: 19 Jan 2021
University College London - Financial Computing and Analytics Group, Department of Computer Science, Scuola Normale Superiore, Medical University of Vienna, Scuola Normale di Pisa, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Warsaw - Faculty of Physics, University College London and Northwestern University - Northwestern Institute for Complex Systems (NICO)
Downloads 1 (793,160)
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Abstract:

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financial networks, systemic risk and contagion, DebtRank, network reconstruction, mesoscale structure