Marco D'Errico
Marco D'Errico
European Systemic Risk Board, European Central Bank
Email verificata su
Citata da
Citata da
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
TR Jorge Abad, I˝aki Aldasoro, Christoph Aymanns, Marco D’Errico, Linda ...
European Systemic Risk Board Occasional Paper, 2016
Leveraging the network: a stress-test framework based on DebtRank
S Battiston, G Caldarelli, M D’Errico, S Gurciullo
Statistics & Risk Modeling 33 (3-4), 117-138, 2016
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance, 2016
How does risk flow in the credit default swap market?
M D'Errico, S Battiston, T Peltonen, M Scheicher
Journal of Financial Stability, 2017
Mapping the interconnectedness between EU banks and shadow banking entities
J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
National Bureau of Economic Research Working Paper Series, 2017
Shareholding networks and centrality: an application to the Italian financial market
M D’Errico, R Grassi, S Stefani, A Torriero
Networks, Topology and Dynamics, 215-228, 2009
Compressing over-the-counter markets
M D'Errico, T Roukny
European Systemic Risk Board Working Paper Series 44, 2017
A multiple network approach to corporate governance
F Bonacina, M D’Errico, E Moretto, S Stefani, A Torriero, G Zambruno
Quality & Quantity 49 (4), 1585-1595, 2015
Rethinking financial contagion
G Visentin, S Battiston, M D'Errico
Available at SSRN 2831143, 2016
The financial system as a nexus of interconnected networks
S Battiston, G Caldarelli, M D’Errico
Interconnected networks, 195-229, 2016
Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries
M D'Errico, C Macchiarelli, R Serafini
Economic Modeling, 0
DebtRank and the network of leverage
S Battiston, M D'Errico, S Gurciullo
The Journal of Alternative Investments 18 (4), 2016
Informal ties in organizations: a case study
M D’Errico, S Stefani, A Torriero
Quality & Quantity 48 (4), 1929-1943, 2014
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D'Errico, G Hałaj, C Kok
ECB Working Paper, 2019
Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing
O Briukhova, M D'Errico, S Battiston
Available at SSRN 3413844, 2019
Shock propagation and the topology of complex networks
M D'Errico, D Felletti, R Grassi
Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendaliá…, 2010
Opinion Dynamics and Price Formation: a Nonlinear Network Model
M D'Errico, G Muradoglu, S Stefani, G Zambruno
arXiv preprint arXiv:1408.0308, 2014
Il sistema al momento non pu˛ eseguire l'operazione. Riprova pi¨ tardi.
Articoli 1–17