1. Inequality in economic shock exposures across the global firm-level supply network. (2024). Diem, Christian ; Reisch, Tobias ; Chakraborty, Abhijit ; Thurner, Stefan ; Astudillo-Estevez, Pablo.
   In: Nature Communications.
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2. Can Banks Sustain the Growth in Renewable Energy Supply? An International Evidence. (2023). Sarker, Tapan ; Djajadikerta, Hadrian Geri ; Kamran, Muhammad ; Choudhury, Tonmoy.
   In: The European Journal of Development Research.
   RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00492-z.

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3. Challenges toward Evidence-Based Policymaking Using Agent-Based Modeling for Federal Sports Grants: A Self-Reflection from a Transdisciplinary Project. (2023). Klimek, Peter ; Pulda, Nike ; Maurer, Heidrun ; Lampoltshammer, Thomas J ; Rosenbichler, Ursula ; Hurt, Jan.
   In: Sustainability.
   RePEc:gam:jsusta:v:15:y:2023:i:4:p:2853-:d:1057724.

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4. Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980.

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5. Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x.

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6. How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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7. Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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8. Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1.

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9. A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU.
   In: Papers.
   RePEc:arx:papers:2211.14997.

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10. Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes.
    In: Papers.
    RePEc:arx:papers:2201.13325.

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11. How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems. (2021). Morales, Alfredo J ; Vie, Aymeric.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10021-5.

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12. Systematically Understanding Cybersecurity Economics: A Survey. (2021). Overby, Harald ; Kowalski, Stewart J ; Kianpour, Mazaher.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:24:p:13677-:d:699824.

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13. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:113734.

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14. Multilayer network analysis for improved credit risk prediction. (2021). Bravo, Cristian ; Oskarsdottir, Maria.
    In: Omega.
    RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001298.

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15. Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121.

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16. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

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17. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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18. The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio.
    In: Papers.
    RePEc:arx:papers:2103.05623.

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20. Sustainability and Industrial Challenge: The Hindering Role of Complexity. (2020). Safarzynska, Karolina ; Ciarli, Tommaso.
    In: SPRU Working Paper Series.
    RePEc:sru:ssewps:2020-18.

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21. The risk and consequences of multiple breadbasket failures: an integrated copula and multilayer agent-based modeling approach. (2020). Naqvi, Syed Ali Asjad ; Hochrainer-Stigler, Stefan ; Gaupp, Franziska.
    In: OR Spectrum: Quantitative Approaches in Management.
    RePEc:spr:orspec:v:42:y:2020:i:3:d:10.1007_s00291-020-00574-0.

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22. Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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23. Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26814.

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24. Risk contagion caused by interactions between credit and guarantee networks. (2020). Chen, Xiaohui ; Li, Liang ; Sui, Xin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316292.

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25. What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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26. Natural Disasters, Cascading Losses, and Economic Complexity: A Multi-layer Behavioral Network Approach. (2019). Monasterolo, Irene ; Naqvi, Asjad.
    In: Ecological Economic Papers.
    RePEc:wiw:wus045:6914.

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27. Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo A ; Tessone, Claudio J ; Fuentes, Miguel A.
    In: Complexity.
    RePEc:hin:complx:5041681.

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28. Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (2019). He, Yuanping ; Liu, Haifei ; Wang, Jiepeng ; Chen, Tingqiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:520:y:2019:i:c:p:458-480.

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29. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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30. Systemic liquidity contagion in the European interbank market. (2019). di Matteo, T ; Paolotti, D ; Caldarelli, G ; Cimini, G ; Brandi, G ; Macchiati, V.
    In: Papers.
    RePEc:arx:papers:1912.13275.

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31. TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION. (2018). Liang, LI ; Xin, Sui.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:21:y:2018:i:08:n:s0219525918500200.

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32. A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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33. Early warning indicators and macro-prudential policies: a credit network agent based model. (2018). Palestrini, Antonio ; Grilli, Ruggero ; Gallegati, Mauro ; Catullo, Ermanno.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0199-y.

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34. Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Journal of Computational Social Science.
    RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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35. Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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36. Directed Technological Change in a Post-Keynesian Ecological Macromodel. (2018). Stockhammer, Engelbert ; Naqvi, Syed Ali Asjad.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:154:y:2018:i:c:p:168-188.

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37. Guarantee network model and risk contagion. (2018). Li, Liang ; Sui, Xin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:106:y:2018:i:c:p:323-329.

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38. Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In ; Poledna, Sebastian.
    In: Papers.
    RePEc:arx:papers:1802.00311.

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39. Identifying systemically important companies in the entire liability network of a small open economy. (2018). Thurner, Stefan ; Hinteregger, Abraham ; Poledna, Sebastian.
    In: Papers.
    RePEc:arx:papers:1801.10487.

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40. Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Discussion Papers.
    RePEc:koe:wpaper:1719.

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41. Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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42. Incentivizing resilience in financial networks. (2017). Leduc, Matt V ; Thurner, Stefan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:44-66.

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43. Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Poledna, Sebastian ; Thurner, Stefan ; Bochmann, Olaf .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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44. Towards Understanding Dynamic Complexity in Financial Systems Structure-based Explanatory Modelling of Risks. (2017). Hoffmann, Christian Hugo.
    In: Systems Research and Behavioral Science.
    RePEc:bla:srbeha:v:34:y:2017:i:6:p:728-745.

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45. Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Papers.
    RePEc:arx:papers:1710.11512.

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46. Systemic Risk Management in Financial Networks with Credit Default Swaps. (2017). Leduc, Matt V ; Thurner, Stefan ; Poledna, Sebastian.
    In: Papers.
    RePEc:arx:papers:1601.02156.

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47. THE EFFECT OF HETEROGENEITY ON FINANCIAL CONTAGION DUE TO OVERLAPPING PORTFOLIOS. (2016). Harrald, Paul ; Medda, Francesca ; Caccioli, Fabio ; Banwo, Opeoluwa.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:19:y:2016:i:08:n:s0219525916500168.

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48. Short-Term Liquidity Contagion in the Interbank Market. (2016). Martínez, Constanza ; Cepeda, Freddy ; Leon, C E.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c49d4eff-9bfd-4a01-af6f-7af97ef07584.

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49. Short-Term Liquidity Contagion in the Interbank Market. (2016). Martínez, Constanza ; Martinez, Constanza ; Leon, C E ; Cepeda, Freddy .
    In: Discussion Paper.
    RePEc:tiu:tiucen:c49d4eff-9bfd-4a01-af6f-7af97ef07584.

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50. Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank. (2016). Caldarelli, Guido ; Vivaldo, Gianna ; Perotti, Juan Ignacio ; Caccioli, Fabio ; Bardoscia, Marco.
    In: PLOS ONE.
    RePEc:plo:pone00:0163825.

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51. Model analysis of the link between interest rates and crashes. (2016). Broga, Kristijonas M ; Jensen, Henrik Jeldtoft ; Viegas, Eduardo .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:457:y:2016:i:c:p:225-238.

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52. An endogenous model of the credit network. (2016). He, Jianmin ; Li, Shouwei ; Sui, Xin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:441:y:2016:i:c:p:1-14.

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53. Contagion risk in endogenous financial networks. (2016). Sui, Xin ; Li, Shouwei.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:91:y:2016:i:c:p:591-597.

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54. Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Working Papers Series.
    RePEc:bcb:wpaper:442.

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55. Strength of weak layers in cascading failures on multiplex networks: case of the international trade network. (2016). Lee, Kyu-Min ; Goh, Kwang-Il .
    In: Papers.
    RePEc:arx:papers:1603.05181.

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56. DebtRank: A Microscopic Foundation for Shock Propagation. (2015). battiston, stefano ; Caldarelli, Guido ; Caccioli, Fabio ; Bardoscia, Marco.
    In: PLOS ONE.
    RePEc:plo:pone00:0130406.

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57. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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58. Networked relationships in the e-MID interbank market: A trading model with memory. (2015). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:98-116.

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59. To bail-out or to bail-in? Answers from an agent-based model. (2015). Farmer, Doyne J. ; Thurner, Stefan ; Poledna, Sebastian ; Klimek, Peter.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:144-154.

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60. Short-Term Liquidity Contagion in the Interbank Market. (2015). Martínez, Constanza ; León, Carlos ; Cepeda-Lopez, Freddy ; Leon, Carlos.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:014167.

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61. Short-Term Liquidity Contagion in the Interbank Market. (2015). Martínez, Constanza ; León, Carlos ; Cepeda-Lopez, Freddy ; Leon, Carlos ; Martinez, Constanza.
    In: Borradores de Economia.
    RePEc:bdr:borrec:920.

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62. DebtRank: A microscopic foundation for shock propagation. (2015). Bardoscia, Marco ; Caccioli, Fabio ; Battiston, Stefano ; Caldarelli, Guido.
    In: Papers.
    RePEc:arx:papers:1504.01857.

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63. Leverage-induced systemic risk under Basle II and other credit risk policies. (2014). Farmer, J. ; Thurner, Stefan ; Poledna, Sebastian ; Geanakoplos, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212.

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64. Stess-testing the system: Financial shock contagion in the realm of uncertainty. (2014). Gurciullo, Stefano .
    In: Papers.
    RePEc:arx:papers:1412.1679.

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65. Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
    In: Papers.
    RePEc:arx:papers:1403.3638.

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