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 (64)
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 (10)
   Also in Working Paper Series, European Central Bank (2019) View citations (10)
4. The Computational Complexity of Financial Networks with Credit Default Swaps
   Papers, arXiv.org View citations (2)

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 Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) View citations (6)
   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)
6. Price and network dynamics in the European carbon market
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (21)
   Also in Post-Print, HAL (2017)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (9)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
   Post-Print, HAL (2018) View citations (21)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (21)
   See also Journal Article Price and network dynamics in the European carbon market, Journal of Economic Behavior & Organization, Elsevier (2018) View citations (21) (2018)
7. Some reflections on inflation targeting, monetary–fiscal policy interactions, and unconventional monetary policies
   Post-Print, HAL View citations (7)
8. The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis
   Papers, arXiv.org View citations (4)

2017

9. A climate stress-test of the financial system
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (218)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (223)
   Post-Print, HAL (2017) View citations (220)
10. 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 How does risk flow in the credit default swap market?, Journal of Financial Stability, Elsevier (2018) View citations (25) (2018)
11. Pathways towards instability in financial networks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (79)
    Also in Papers, arXiv.org (2017) View citations (91)

2016

12. Leveraging the network: a stress-test framework based on DebtRank
    Papers, arXiv.org View citations (52)
    See also Journal Article Leveraging the network: A stress-test framework based on DebtRank, Statistics & Risk Modeling, De Gruyter (2016) View citations (28) (2016)
13. Rethinking Financial Contagion
    Papers, arXiv.org View citations (22)

2015

14. A network-based analysis of the European Emission Market
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015)
    Post-Print, HAL (2015)
15. DebtRank: A microscopic foundation for shock propagation
    Papers, arXiv.org View citations (110)
    See also Journal Article DebtRank: A Microscopic Foundation for Shock Propagation, PLOS ONE, Public Library of Science (2015) View citations (106) (2015)

2014

16. A network analysis of the evolution of the German interbank market
    Discussion Papers, Deutsche Bundesbank View citations (34)
17. 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 (138)
18. Reconstructing topological properties of complex networks using the fitness model
    Papers, arXiv.org View citations (3)

2013

19. Capital and Contagion in Financial Networks
    MPRA Paper, University Library of Munich, Germany View citations (16)
    See also Chapter Capital and contagion in financial networks, IFC Bulletins chapters, Bank for International Settlements (2015) View citations (2) (2015)
20. DebtRank Analysis of the Japanese Credit Network
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (12)
21. 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 Market procyclicality and systemic risk, Quantitative Finance, Taylor & Francis Journals (2016) View citations (10) (2016)
22. The Community Structure of the Global Corporate Network
    Papers, arXiv.org View citations (8)
    See also Journal Article The Community Structure of the Global Corporate Network, PLOS ONE, Public Library of Science (2014) View citations (10) (2014)

2012

23. Bootstrapping topology and systemic risk of complex network using the fitness model
    Papers, arXiv.org
24. 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)
25. Web search queries can predict stock market volumes
    Papers, arXiv.org View citations (68)
    See also Journal Article Web Search Queries Can Predict Stock Market Volumes, PLOS ONE, Public Library of Science (2012) View citations (58) (2012)

2011

26. The network of global corporate control
    Papers, arXiv.org View citations (176)
    See also Journal Article The Network of Global Corporate Control, PLOS ONE, Public Library of Science (2011) View citations (156) (2011)

2010

27. 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 Systemic risk in a unifying framework for cascading processes on networks, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2009) View citations (54) (2009)

2009

28. Backbone of complex networks of corporations: The flow of control
    Papers, arXiv.org View citations (44)
29. 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 Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (401) (2012)

2008

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

2005

31. Production networks and failure avalanches
    Papers, arXiv.org View citations (1)
32. The Network of Inter-Regional Direct Investment Stocks across Europe
    Papers, arXiv.org
    See also Journal Article THE NETWORK OF INTER-REGIONAL DIRECT INVESTMENT STOCKS ACROSS EUROPE, Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd. (2007) View citations (7) (2007)

2004

33. The scale-free topology of market investments
    Papers, arXiv.org View citations (8)
    See also Journal Article The scale-free topology of market investments, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (63) (2005)

Undated

34. Default Cascades: When Does Risk Diversification Increase Stability?
    Working Papers, ETH Zurich, Chair of Systems Design View citations (156)
    See also Journal Article Default cascades: When does risk diversification increase stability?, Journal of Financial Stability, Elsevier (2012) View citations (159) (2012)
35. Financial fragility and distress propagation in a network of regions
    Working Papers, ETH Zurich, Chair of Systems Design View citations (5)
    See also Journal Article Financial fragility and distress propagation in a network of regions, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (9) (2016)

Journal Articles

2019

1. Systemic risk from investment similarities
   PLOS ONE, 2019, 14, (5), 1-15 View citations (17)
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 (12)

2018

3. A Financial Macro-Network Approach to Climate Policy Evaluation
   Ecological Economics, 2018, 149, (C), 239-253 View citations (57)
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 (23)
5. How does risk flow in the credit default swap market?
   Journal of Financial Stability, 2018, 35, (C), 53-74 View citations (25)
   See also Working Paper How does risk flow in the credit default swap market?, Working Paper Series (2017) View citations (8) (2017)
6. Interconnectedness as a source of uncertainty in systemic risk
   Journal of Financial Stability, 2018, 35, (C), 93-106 View citations (54)
7. Price and network dynamics in the European carbon market
   Journal of Economic Behavior & Organization, 2018, 153, (C), 103-122 View citations (21)
   See also Working Paper Price and network dynamics in the European carbon market, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2018) View citations (21) (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 (7)

2017

9. Portfolio diversification and systemic risk in interbank networks
   Journal of Economic Dynamics and Control, 2017, 82, (C), 96-124 View citations (15)
10. Vulnerable yet relevant: the two dimensions of climate-related financial disclosure
    Climatic Change, 2017, 145, (3), 495-507 View citations (52)

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 (9)
    See also Working Paper Financial fragility and distress propagation in a network of regions, Working Papers View citations (5)
12. Leveraging the network: A stress-test framework based on DebtRank
    Statistics & Risk Modeling, 2016, 33, (3-4), 117-138 View citations (28)
    See also Working Paper Leveraging the network: a stress-test framework based on DebtRank, Papers (2016) View citations (52) (2016)
13. Market procyclicality and systemic risk
    Quantitative Finance, 2016, 16, (8), 1219-1235 View citations (10)
    See also Working Paper Market Procyclicality and Systemic Risk, MPRA Paper (2013) View citations (14) (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 (106)
    See also Working Paper DebtRank: A microscopic foundation for shock propagation, Papers (2015) View citations (110) (2015)

2014

16. The Community Structure of the Global Corporate Network
    PLOS ONE, 2014, 9, (8), 1-13 View citations (10)
    See also Working Paper The Community Structure of the Global Corporate Network, Papers (2013) View citations (8) (2013)

2013

17. Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?
    PLOS ONE, 2013, 8, (7), 1-8 View citations (17)
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 (159)
    See also Working Paper Default Cascades: When Does Risk Diversification Increase Stability?, Working Papers View citations (156)
20. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1121-1141 View citations (401)
    See also Working Paper Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk, NBER Working Papers (2009) View citations (83) (2009)
21. The efficiency and stability of R&D networks
    Games and Economic Behavior, 2012, 75, (2), 694-713 View citations (48)
22. Web Search Queries Can Predict Stock Market Volumes
    PLOS ONE, 2012, 7, (7), 1-17 View citations (58)
    See also Working Paper Web search queries can predict stock market volumes, Papers (2012) View citations (68) (2012)

2011

23. Recombinant knowledge and the evolution of innovation networks
    Journal of Economic Behavior & Organization, 2011, 79, (3), 145-164 View citations (28)
24. The Network of Global Corporate Control
    PLOS ONE, 2011, 6, (10), 1-6 View citations (156)
    See also Working Paper The network of global corporate control, Papers (2011) View citations (176) (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 (54)
    See also Working Paper Systemic Risk in a Unifying Framework for Cascading Processes on Networks, Papers (2010) View citations (1) (2010)

2007

27. Credit chains and bankruptcy propagation in production networks
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 View citations (175)
28. From production networks to geographical economics
    Journal of Economic Behavior & Organization, 2007, 64, (3-4), 448-469 View citations (38)
29. THE NETWORK OF INTER-REGIONAL DIRECT INVESTMENT STOCKS ACROSS EUROPE
    Advances in Complex Systems (ACS), 2007, 10, (01), 29-51 View citations (7)
    See also Working Paper The Network of Inter-Regional Direct Investment Stocks across Europe, Papers (2005) (2005)

2005

30. The scale-free topology of market investments
    Physica A: Statistical Mechanics and its Applications, 2005, 350, (2), 491-499 View citations (63)
    See also Working Paper The scale-free topology of market investments, Papers (2004) View citations (8) (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 (44)

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 (21)

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 Capital and Contagion in Financial Networks, University Library of Munich, Germany (2013) View citations (16) (2013)