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Details about Stefano Battiston

E-mail:
Homepage:https://www.unive.it/data/persone/23832560
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)
Institut für Banking und Finance (Institut für Schweizerisches Bankwesen) (Department of Banking and Finance (Swiss Banking Institute)), Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC)

Access statistics for papers by Stefano Battiston.

Last updated 2020-05-11. Update your information in the RePEc Author Service.

Short-id: pba562


Jump to Journal Articles Chapters

Working Papers

2020

  1. Network Valuation in Financial Systems
    Papers, arXiv.org Downloads View citations (33)
  2. Real implications of Quantitative Easing in the euro area: a complex-network perspective
    Papers, arXiv.org Downloads

2019

  1. Interconnected Banks and Systemically Important Exposures
    Staff Working Papers, Bank of Canada Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (4)
  2. The Computational Complexity of Financial Networks with Credit Default Swaps
    Papers, arXiv.org Downloads View citations (1)

2018

  1. Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France Downloads View citations (1)
    Also in Sciences Po publications, Sciences Po (2018) Downloads View citations (1)
    Papers, arXiv.org (2018) Downloads View citations (1)
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2018) Downloads View citations (1)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) Downloads View citations (1)
  2. Financialization in the EU and its consequences
    Sciences Po publications, Sciences Po Downloads View citations (3)
  3. Price and network dynamics in the European carbon market
    Post-Print, HAL Downloads View citations (8)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) Downloads View citations (9)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2018) Downloads View citations (7)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017) Downloads
    Post-Print, HAL (2017) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018) Downloads View citations (11)

    See also Journal Article in Journal of Economic Behavior & Organization (2018)
  4. Some reflections on inflation targeting, monetary–fiscal policy interactions, and unconventional monetary policies
    Post-Print, HAL View citations (2)
  5. The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis
    Papers, arXiv.org Downloads View citations (2)

2017

  1. A climate stress-test of the financial system
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (105)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2017) View citations (74)
    Post-Print, HAL (2017) View citations (79)
  2. How does risk flow in the credit default swap market?
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2016) Downloads View citations (7)

    See also Journal Article in Journal of Financial Stability (2018)
  3. Pathways towards instability in financial networks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (53)
    Also in Papers, arXiv.org (2017) Downloads View citations (50)

2016

  1. Leveraging the network: a stress-test framework based on DebtRank
    Papers, arXiv.org Downloads View citations (29)
    See also Journal Article in Statistics & Risk Modeling (2016)
  2. Rethinking Financial Contagion
    Papers, arXiv.org Downloads View citations (11)

2015

  1. A network-based analysis of the European Emission Market
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads
    Post-Print, HAL (2015) Downloads
  2. DebtRank: A microscopic foundation for shock propagation
    Papers, arXiv.org Downloads View citations (70)
    See also Journal Article in PLOS ONE (2015)

2014

  1. A Network Analysis of the Evolution of the German Interbank Market
    Working Papers, Economic Research Southern Africa Downloads View citations (11)
    Also in Discussion Papers, Deutsche Bundesbank (2014) Downloads View citations (14)
  2. Diversification and financial stability
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (4)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (18)
  3. Reconstructing topological properties of complex networks using the fitness model
    Papers, arXiv.org Downloads View citations (1)

2013

  1. Capital and Contagion in Financial Networks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Chapter (2015)
  2. DebtRank Analysis of the Japanese Credit Network
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (9)
  3. Market Procyclicality and Systemic Risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (9)

    See also Journal Article in Quantitative Finance (2016)
  4. The Community Structure of the Global Corporate Network
    Papers, arXiv.org Downloads View citations (8)
    See also Journal Article in PLOS ONE (2014)

2012

  1. Bootstrapping topology and systemic risk of complex network using the fitness model
    Papers, arXiv.org Downloads
  2. Credit Default Swaps Drawup Networks: Too Tied To Be Stable?
    Papers, arXiv.org Downloads View citations (9)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads
  3. Web search queries can predict stock market volumes
    Papers, arXiv.org Downloads View citations (59)
    See also Journal Article in PLOS ONE (2012)

2011

  1. The network of global corporate control
    Papers, arXiv.org Downloads View citations (137)
    See also Journal Article in PLOS ONE (2011)

2010

  1. Systemic Risk in a Unifying Framework for Cascading Processes on Networks
    Papers, arXiv.org Downloads View citations (1)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (4)

    See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2009)

2009

  1. Backbone of complex networks of corporations: The flow of control
    Papers, arXiv.org Downloads View citations (38)
  2. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (53)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2008

  1. The Efficiency and Evolution of R&D Networks
    Working Papers, HAL Downloads
    Also in Sciences Po publications, Sciences Po (2008) Downloads
    Post-Print, HAL (2008) Downloads
    Sciences Po publications, Sciences Po (2008) Downloads
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2008) Downloads
    Working Papers, HAL (2008) Downloads
    Sciences Po publications, Sciences Po (2008) Downloads
    CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich (2008) Downloads

2005

  1. Production networks and failure avalanches
    Papers, arXiv.org Downloads View citations (1)
  2. The Network of Inter-Regional Direct Investment Stocks across Europe
    Papers, arXiv.org Downloads
    See also Journal Article in Advances in Complex Systems (ACS) (2007)

2004

  1. The scale-free topology of market investments
    Papers, arXiv.org Downloads View citations (8)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)

Undated

  1. Default Cascades: When Does Risk Diversification Increase Stability?
    Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (8)
    See also Journal Article in Journal of Financial Stability (2012)
  2. Financial fragility and distress propagation in a network of regions
    Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)

Journal Articles

2019

  1. Systemic risk from investment similarities
    PLOS ONE, 2019, 14, (5), 1-15 Downloads View citations (4)
  2. The importance of being forward-looking: managing financial stability in the face of climate risk
    Financial Stability Review, 2019, (23), 39-48 Downloads View citations (3)

2018

  1. A Financial Macro-Network Approach to Climate Policy Evaluation
    Ecological Economics, 2018, 149, (C), 239-253 Downloads View citations (27)
  2. Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios
    China & World Economy, 2018, 26, (6), 116-142 Downloads View citations (5)
  3. How does risk flow in the credit default swap market?
    Journal of Financial Stability, 2018, 35, (C), 53-74 Downloads View citations (18)
    See also Working Paper (2017)
  4. Interconnectedness as a source of uncertainty in systemic risk
    Journal of Financial Stability, 2018, 35, (C), 93-106 Downloads View citations (25)
  5. Price and network dynamics in the European carbon market
    Journal of Economic Behavior & Organization, 2018, 153, (C), 103-122 Downloads View citations (11)
    See also Working Paper (2018)
  6. Some reflections on inflation targeting, monetary–fiscal policy interactions, and unconventional monetary policies
    European Journal of Economics and Economic Policies: Intervention, 2018, 15, (2), 132-138 Downloads View citations (2)

2017

  1. Portfolio diversification and systemic risk in interbank networks
    Journal of Economic Dynamics and Control, 2017, 82, (C), 96-124 Downloads View citations (5)
  2. Vulnerable yet relevant: the two dimensions of climate-related financial disclosure
    Climatic Change, 2017, 145, (3), 495-507 Downloads View citations (26)

2016

  1. Financial fragility and distress propagation in a network of regions
    Journal of Economic Dynamics and Control, 2016, 62, (C), 56-75 Downloads View citations (5)
    See also Working Paper
  2. Leveraging the network: A stress-test framework based on DebtRank
    Statistics & Risk Modeling, 2016, 33, (3-4), 117-138 Downloads View citations (16)
    See also Working Paper (2016)
  3. Market procyclicality and systemic risk
    Quantitative Finance, 2016, 16, (8), 1219-1235 Downloads View citations (7)
    See also Working Paper (2013)
  4. The Multiplex Network of EU Lobby Organizations
    PLOS ONE, 2016, 11, (10), 1-15 Downloads

2015

  1. DebtRank: A Microscopic Foundation for Shock Propagation
    PLOS ONE, 2015, 10, (6), 1-13 Downloads View citations (26)
    See also Working Paper (2015)

2014

  1. The Community Structure of the Global Corporate Network
    PLOS ONE, 2014, 9, (8), 1-13 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?
    PLOS ONE, 2013, 8, (7), 1-8 Downloads View citations (8)
  2. Systemic Risk in Financial Networks
    Journal of Financial Management, Markets and Institutions, 2013, (2), 129-154 Downloads View citations (6)

2012

  1. Default cascades: When does risk diversification increase stability?
    Journal of Financial Stability, 2012, 8, (3), 138-149 Downloads View citations (117)
    See also Working Paper
  2. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1121-1141 Downloads View citations (277)
    See also Working Paper (2009)
  3. The efficiency and stability of R&D networks
    Games and Economic Behavior, 2012, 75, (2), 694-713 Downloads View citations (31)
  4. Web Search Queries Can Predict Stock Market Volumes
    PLOS ONE, 2012, 7, (7), 1-17 Downloads View citations (29)
    See also Working Paper (2012)

2011

  1. Recombinant knowledge and the evolution of innovation networks
    Journal of Economic Behavior & Organization, 2011, 79, (3), 145-164 Downloads View citations (22)
  2. The Network of Global Corporate Control
    PLOS ONE, 2011, 6, (10), 1-6 Downloads View citations (53)
    See also Working Paper (2011)

2009

  1. Risk, Markets, Games, and Networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 71, (4), 439-440 Downloads
  2. Systemic risk in a unifying framework for cascading processes on networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 71, (4), 441-460 Downloads View citations (41)
    See also Working Paper (2010)

2007

  1. Credit chains and bankruptcy propagation in production networks
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 Downloads View citations (137)
  2. From production networks to geographical economics
    Journal of Economic Behavior & Organization, 2007, 64, (3-4), 448-469 Downloads View citations (36)
  3. THE NETWORK OF INTER-REGIONAL DIRECT INVESTMENT STOCKS ACROSS EUROPE
    Advances in Complex Systems (ACS), 2007, 10, (01), 29-51 Downloads View citations (3)
    See also Working Paper (2005)

2005

  1. The scale-free topology of market investments
    Physica A: Statistical Mechanics and its Applications, 2005, 350, (2), 491-499 Downloads View citations (43)
    See also Working Paper (2004)

2004

  1. Inner structure of capital control networks
    Physica A: Statistical Mechanics and its Applications, 2004, 338, (1), 107-112 Downloads View citations (7)
  2. Statistical properties of corporate board and director networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2004, 38, (2), 345-352 Downloads View citations (38)

2003

  1. DECISION SPREAD IN THE CORPORATE BOARD NETWORK
    Advances in Complex Systems (ACS), 2003, 06, (04), 631-644 Downloads View citations (1)
  2. Decision making dynamics in corporate boards
    Physica A: Statistical Mechanics and its Applications, 2003, 322, (C), 567-582 Downloads View citations (15)

Chapters

2015

  1. Capital and contagion in financial networks
    A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 Downloads View citations (2)
    See also Working Paper (2013)
 
Page updated 2022-01-26