3 Results enter search term Search Reset filter Suchfilter Publication Type Working Paper (3) Research International Macroeconomics (3) Macroeconomic Research (3) Experts Mattia Montagna (3) Thomas Lux (2) Christoffer Kok (1) Publication Series Kiel Working Papers (3) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Experts: Mattia Montagna Remove all filters Working Paper Contagion Risk in the Interbank Market: A Probabilistic Approach to cope with Incomplete Structural Information Kiel Working Papers 07/2014 Download Mattia Montagna, Thomas Lux Banks have become increasingly interconnected via interbank credit and other forms of liabilities. As a consequence of the increased... Working Paper Multi-layered Interbank Model for Assessing Systemic Risk Kiel Working Papers 09/2013 Download Christoffer Kok, Mattia Montagna In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The model allows for... Working Paper Hubs and resilience: towards more realistic models of the interbank markets Kiel Working Papers 02/2013 Download Mattia Montagna, Thomas Lux This paper uses a toy financial system to study systemic risk in scale-free interbank networks. Networks are produced according to a fitness... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Kiel Focus Review of World Economics
Working Paper Contagion Risk in the Interbank Market: A Probabilistic Approach to cope with Incomplete Structural Information Kiel Working Papers 07/2014 Download Mattia Montagna, Thomas Lux Banks have become increasingly interconnected via interbank credit and other forms of liabilities. As a consequence of the increased...
Working Paper Multi-layered Interbank Model for Assessing Systemic Risk Kiel Working Papers 09/2013 Download Christoffer Kok, Mattia Montagna In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The model allows for...
Working Paper Hubs and resilience: towards more realistic models of the interbank markets Kiel Working Papers 02/2013 Download Mattia Montagna, Thomas Lux This paper uses a toy financial system to study systemic risk in scale-free interbank networks. Networks are produced according to a fitness...
