Stefano, Battiston; Guido, Caldarelli - In: Journal of Financial Management, Markets and Institutions (2013) 2, pp. 129-154
Financial inter-linkages play an important role in the emergence of financial instabilities and the formulation of systemic risk can greatly benefit from a network approach. In this paper, we focus on the role of linkages along the two dimensions of contagion and liquidity, and we discuss some...