Details about Stefano Battiston

Access statistics for papers by Stefano Battiston.

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

Short-id: pba562

Working Papers

2020

1. Network Valuation in Financial Systems
   Papers, arXiv.org View citations (43)
2. Real implications of Quantitative Easing in the euro area: a complex-network perspective
   Papers, arXiv.org

2019

3. Interconnected Banks and Systemically Important Exposures
   Staff Working Papers, Bank of Canada View citations (8)
   Also in Working Paper Series, European Central Bank (2019) View citations (8)
4. The Computational Complexity of Financial Networks with Credit Default Swaps
   Papers, arXiv.org View citations (1)

2018

5. 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 View citations (6)
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2018) View citations (6)
   Papers, arXiv.org (2018) View citations (6)
   Sciences Po publications, Sciences Po (2018) View citations (3)
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) View citations (6)
6. Financialization in the EU and its consequences
   Sciences Po publications, Sciences Po View citations (5)
7. Price and network dynamics in the European carbon market
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (16)
   Also in Post-Print, HAL (2017)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (9)
   Post-Print, HAL (2018) View citations (16)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (16)
   See also Journal Article in Journal of Economic Behavior & Organization (2018)
8. Some reflections on inflation targeting, monetary–fiscal policy interactions, and unconventional monetary policies
   Post-Print, HAL View citations (6)
9. The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis
   Papers, arXiv.org View citations (4)

2017

10. A climate stress-test of the financial system
    Post-Print, HAL View citations (178)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (181)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2017) View citations (176)
11. How does risk flow in the credit default swap market?
    Working Paper Series, European Central Bank View citations (8)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (10)
    See also Journal Article in Journal of Financial Stability (2018)
12. Pathways towards instability in financial networks
    Papers, arXiv.org View citations (68)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (70)

2016

13. Leveraging the network: a stress-test framework based on DebtRank
    Papers, arXiv.org View citations (43)
    See also Journal Article in Statistics & Risk Modeling (2016)
14. Rethinking Financial Contagion
    Papers, arXiv.org View citations (19)

2015

15. 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
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015)
    Post-Print, HAL (2015)
16. DebtRank: A microscopic foundation for shock propagation
    Papers, arXiv.org View citations (86)
    See also Journal Article in PLOS ONE (2015)

2014

17. A network analysis of the evolution of the German interbank market
    Discussion Papers, Deutsche Bundesbank View citations (28)
18. Diversification and financial stability
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
    Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (139)
19. Reconstructing topological properties of complex networks using the fitness model
    Papers, arXiv.org View citations (3)

2013

20. Capital and Contagion in Financial Networks
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Chapter (2015)
21. DebtRank Analysis of the Japanese Credit Network
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (12)
22. Market Procyclicality and Systemic Risk
    MPRA Paper, University Library of Munich, Germany View citations (14)
    Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (22)
    See also Journal Article in Quantitative Finance (2016)
23. The Community Structure of the Global Corporate Network
    Papers, arXiv.org View citations (8)
    See also Journal Article in PLOS ONE (2014)

2012

24. Bootstrapping topology and systemic risk of complex network using the fitness model
    Papers, arXiv.org
25. Credit Default Swaps Drawup Networks: Too Tied To Be Stable?
    Papers, arXiv.org View citations (10)
    Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (8)
26. Web search queries can predict stock market volumes
    Papers, arXiv.org View citations (66)
    See also Journal Article in PLOS ONE (2012)

2011

27. The network of global corporate control
    Papers, arXiv.org View citations (159)
    See also Journal Article in PLOS ONE (2011)

2010

28. Systemic Risk in a Unifying Framework for Cascading Processes on Networks
    Papers, arXiv.org View citations (1)
    Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (45)
    See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2009)

2009

29. Backbone of complex networks of corporations: The flow of control
    Papers, arXiv.org View citations (41)
30. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (83)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2008

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

2005

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

2004

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

Undated

35. Default Cascades: When Does Risk Diversification Increase Stability?
    Working Papers, ETH Zurich, Chair of Systems Design View citations (157)
    See also Journal Article in Journal of Financial Stability (2012)
36. Financial fragility and distress propagation in a network of regions
    Working Papers, ETH Zurich, Chair of Systems Design View citations (6)
    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 View citations (12)
2. The importance of being forward-looking: managing financial stability in the face of climate risk
   Financial Stability Review, 2019, (23), 39-48 View citations (9)

2018

3. A Financial Macro-Network Approach to Climate Policy Evaluation
   Ecological Economics, 2018, 149, (C), 239-253 View citations (40)
4. Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios
   China & World Economy, 2018, 26, (6), 116-142 View citations (15)
5. How does risk flow in the credit default swap market?
   Journal of Financial Stability, 2018, 35, (C), 53-74 View citations (21)
   See also Working Paper (2017)
6. Interconnectedness as a source of uncertainty in systemic risk
   Journal of Financial Stability, 2018, 35, (C), 93-106 View citations (41)
7. Price and network dynamics in the European carbon market
   Journal of Economic Behavior & Organization, 2018, 153, (C), 103-122 View citations (16)
   See also Working Paper (2018)
8. 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 View citations (4)

2017

9. Portfolio diversification and systemic risk in interbank networks
   Journal of Economic Dynamics and Control, 2017, 82, (C), 96-124 View citations (10)
10. Vulnerable yet relevant: the two dimensions of climate-related financial disclosure
    Climatic Change, 2017, 145, (3), 495-507 View citations (40)

2016

11. Financial fragility and distress propagation in a network of regions
    Journal of Economic Dynamics and Control, 2016, 62, (C), 56-75 View citations (7)
    See also Working Paper
12. Leveraging the network: A stress-test framework based on DebtRank
    Statistics & Risk Modeling, 2016, 33, (3-4), 117-138 View citations (21)
    See also Working Paper (2016)
13. Market procyclicality and systemic risk
    Quantitative Finance, 2016, 16, (8), 1219-1235 View citations (9)
    See also Working Paper (2013)
14. The Multiplex Network of EU Lobby Organizations
    PLOS ONE, 2016, 11, (10), 1-15

2015

15. DebtRank: A Microscopic Foundation for Shock Propagation
    PLOS ONE, 2015, 10, (6), 1-13 View citations (81)
    See also Working Paper (2015)

2014

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

2013

17. Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?
    PLOS ONE, 2013, 8, (7), 1-8 View citations (15)
18. Systemic Risk in Financial Networks
    Journal of Financial Management, Markets and Institutions, 2013, (2), 129-154 View citations (10)

2012

19. Default cascades: When does risk diversification increase stability?
    Journal of Financial Stability, 2012, 8, (3), 138-149 View citations (145)
    See also Working Paper
20. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1121-1141 View citations (364)
    See also Working Paper (2009)
21. The efficiency and stability of R&D networks
    Games and Economic Behavior, 2012, 75, (2), 694-713 View citations (44)
22. Web Search Queries Can Predict Stock Market Volumes
    PLOS ONE, 2012, 7, (7), 1-17 View citations (51)
    See also Working Paper (2012)

2011

23. Recombinant knowledge and the evolution of innovation networks
    Journal of Economic Behavior & Organization, 2011, 79, (3), 145-164 View citations (27)
24. The Network of Global Corporate Control
    PLOS ONE, 2011, 6, (10), 1-6 View citations (143)
    See also Working Paper (2011)

2009

25. Risk, Markets, Games, and Networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 71, (4), 439-440
26. 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 View citations (50)
    See also Working Paper (2010)

2007

27. Credit chains and bankruptcy propagation in production networks
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 View citations (156)
28. From production networks to geographical economics
    Journal of Economic Behavior & Organization, 2007, 64, (3-4), 448-469 View citations (35)
29. THE NETWORK OF INTER-REGIONAL DIRECT INVESTMENT STOCKS ACROSS EUROPE
    Advances in Complex Systems (ACS), 2007, 10, (01), 29-51 View citations (6)
    See also Working Paper (2005)

2005

30. The scale-free topology of market investments
    Physica A: Statistical Mechanics and its Applications, 2005, 350, (2), 491-499 View citations (54)
    See also Working Paper (2004)

2004

31. Inner structure of capital control networks
    Physica A: Statistical Mechanics and its Applications, 2004, 338, (1), 107-112 View citations (8)
32. Statistical properties of corporate board and director networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2004, 38, (2), 345-352 View citations (43)

2003

33. DECISION SPREAD IN THE CORPORATE BOARD NETWORK
    Advances in Complex Systems (ACS), 2003, 06, (04), 631-644 View citations (3)
34. Decision making dynamics in corporate boards
    Physica A: Statistical Mechanics and its Applications, 2003, 322, (C), 567-582 View citations (19)

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 View citations (2)
   See also Working Paper (2013)