The physics of financial networks

M Bardoscia, P Barucca, S Battiston, F Caccioli… - Nature Reviews …, 2021 - nature.com
As the total value of the global financial market outgrew the value of the real economy,
financial institutions created a global web of interactions that embodies systemic risks …

Interbank money market concerns and actors' strategies—A systematic review of 21st century literature

M Alaeddini, P Madiès, PJ Reaidy… - Journal of Economic …, 2023 - Wiley Online Library
As the reallocator of liquidity from banks with excess to banks with a deficit, the interbank
money market (IMM) plays a fundamental role in the proper functioning of the banking …

Interconnectedness in the interbank market

C Brunetti, JH Harris, S Mankad… - Journal of Financial …, 2019 - Elsevier
We study the behavior of the interbank market around the 2008 financial crisis. Using
network analysis, we study two network structures, correlation networks based on publicly …

Detecting informative higher-order interactions in statistically validated hypergraphs

F Musciotto, F Battiston, RN Mantegna - Communications Physics, 2021 - nature.com
Recent empirical evidence has shown that in many real-world systems, successfully
represented as networks, interactions are not limited to dyads, but often involve three or …

From ties to events in the analysis of interorganizational exchange relations

F Bianchi, A Lomi - Organizational research methods, 2023 - journals.sagepub.com
Relational event models expand the analytical possibilities of existing statistical models for
interorganizational networks by:(i) making efficient use of information contained in the …

Networked relationships in the e-MID interbank market: A trading model with memory

G Iori, RN Mantegna, L Marotta, S Micciche… - Journal of Economic …, 2015 - Elsevier
In this paper, we introduce a model of interbank trading with memory. The memory
mechanism is used to introduce a proxy of trust in the model. The key idea is that a lender …

Meta-validation of bipartite network projections

G Cimini, A Carra, L Didomenicantonio… - Communications …, 2022 - nature.com
Monopartite projections of bipartite networks are useful tools for modeling indirect
interactions in complex systems. The standard approach to identify significant links is …

Empirical analyses of networks in finance

G Iori, RN Mantegna - Handbook of Computational Economics, 2018 - Elsevier
The recent global financial crisis has triggered a huge interest in the use of network
concepts and network tools to better understand how instabilities can propagate through the …

The migration–tourism nexus in the EU28

D Provenzano - Tourism Economics, 2020 - journals.sagepub.com
This study explores the nexus between tourism and migration on an intra-European scale
over the period 2000–2015. Complex-network analysis and gravity models were the …

The structured backbone of temporal social ties

T Kobayashi, T Takaguchi, A Barrat - Nature communications, 2019 - nature.com
In many data sets, information on the structure and temporality of a system coexists with
noise and non-essential elements. In networked systems for instance, some edges might be …