עקוב אחר
Marco D'Errico
Marco D'Errico
European Systemic Risk Board, European Central Bank
כתובת אימייל מאומתת בדומיין ecb.int
כותרת
צוטט על ידי
צוטט על ידי
שנה
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
1622020
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
TR Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D’Errico, Linda ...
European Systemic Risk Board Occasional Paper, 2016
128*2016
Leveraging the network: a stress-test framework based on DebtRank
S Battiston, G Caldarelli, M D’Errico, S Gurciullo
Statistics & Risk Modeling 33 (3-4), 117-138, 2016
1252016
Mapping exposures of EU banks to the global shadow banking system
J Abad, M D’Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
Journal of Banking & Finance 134, 106168, 2022
91*2022
How does risk flow in the credit default swap market?
M D'Errico, S Battiston, T Peltonen, M Scheicher
Journal of Financial Stability, 2017
722017
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok
Journal of Economic Dynamics and Control, 104266, 2021
682021
Compressing over-the-counter markets
M D’Errico, T Roukny
Operations Research, 2021
572021
Shareholding networks and centrality: an application to the Italian financial market
M D’Errico, R Grassi, S Stefani, A Torriero
Networks, Topology and Dynamics, 215-228, 2009
412009
Rethinking financial contagion
G Visentin, S Battiston, M D'Errico
arXiv preprint arXiv:1608.07831, 2016
342016
DebtRank and the network of leverage
S Battiston, M D'Errico, S Gurciullo
The Journal of Alternative Investments 18 (4), 2016
292016
The financial system as a nexus of interconnected networks
S Battiston, G Caldarelli, M D’Errico
Interconnected networks, 195-229, 2016
272016
Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries
M D'Errico, C Macchiarelli, R Serafini
Economic Modelling 48, 93-115, 2015
212015
A multiple network approach to corporate governance
F Bonacina, M D’Errico, E Moretto, S Stefani, A Torriero, G Zambruno
Quality & Quantity 49, 1585-1595, 2015
202015
MicroVelocity: rethinking the Velocity of Money for digital currencies
C Campajola, M D'Errico, CJ Tessone
arXiv preprint arXiv:2201.13416, 2022
132022
Informal ties in organizations: a case study
M D’Errico, S Stefani, A Torriero
Quality & Quantity 48 (4), 1929-1943, 2014
92014
Networks, topology and dynamics
M D’Errico, R Grassi, S Stefani, A Torriero
Springer, 2009
82009
Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing
O Briukhova, M D'Errico, S Battiston
SSRN, 2021
22021
Reshaping the financial network: Externalities of central clearing and systemic risk
O Briukhova, M D’Errico, S Battiston
Working Paper, 2019
12019
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
M Citterio, M D'Errico, G Visentin
arXiv preprint arXiv:2410.23275, 2024
2024
Working Paper Series-No 44/May 2017-Compressing over-the-counter
M D'Errico, T Roukny
< bound method Organization. get_name_with_acronym of< Organization …, 2016
2016
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מאמרים 1–20