In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework … the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and …

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …, since it supports the identification of counterparty risk, concentration risk and funding risk within the interbank network … and the wider macro-financial network. …

that while the global network structure remains stable, individual exposures are more dynamic. The main message from the …

eventually become statistically insignificant. This highlights the importance of the structure of the network for enabling …

and temporal node centralities in an economic setting to capture non-Markovian network features. Our approach uncovers the … approach, as opposed to one that uses memoryless measures of network centrality, is able to identify more clearly the nodes …

markets across the globe, call for taking a "macro" view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …

We introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across … curve. We find that the network of interest rate surprises is indeed asymmetric, and defined by spillovers between adjacent …

The network structure of non-centrally cleared derivative markets, uncovered via the European Market Infrastructure … derivative network is found to be ultrasmall and a filtering tool is proposed to identify channels in the network characterized … liquidity outflows. A reference table of parameters' estimates based on real data is provided for different network sizes, with …