Browsing All of EconStor by Author Montagna, Mattia
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2013 | Hubs and resilience: Towards more realistic models of the interbank markets | Montagna, Mattia; Lux, Thomas |
2013 | Multi-layered interbank model for assessing systemic risk | Montagna, Mattia; Kok, Christoffer |
2014 | Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information | Montagna, Mattia; Lux, Thomas |
2014 | Contagion risk in the interbank market: A probabilistic approach to cope with incomplete structural information | Montagna, Mattia; Lux, Thomas |
2016 | Multi-layered interbank model for assessing systemic risk | Montagna, Mattia; Kok, Christoffer |
2020 | The interbank market puzzle | Allen, Franklin; Covi, Giovanni; Gu, Xian; Kowalewski, Oskar; Montagna, Mattia |
2020 | On the origin of systemic risk | Montagna, Mattia; Torri, Gabriele; Covi, Giovanni |
2021 | Shock amplification in an interconnected financial system of banks and investment funds | Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; Deipenbrock, Marija; Del Vecchio, Leonardo; Fiedor, Pawe±; Fukker, Gábor; Gehrend, Max; Gourdel, Régis; Grassi, Alberto; Hilberg, Björn; Kaijser, Michiel; Kaoudis, Georgios; Mingarelli, Luca; Montagna, Mattia; Piquard, Thibaut; Salakhova, Dilyara; Tente, Natalia |
2021 | Issuance and valuation of corporate bonds with quantitative easing | Pegoraro, Stefano; Montagna, Mattia |