from observing the actions of peers. When the social belief is strong and the financial network is fragmented, banks follow … endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

that while the global network structure remains stable, individual exposures are more dynamic. The main message from the …

This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … non-linear function of the combination of network structures and bank-specific characteristics. …

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …, since it supports the identification of counterparty risk, concentration risk and funding risk within the interbank network … and the wider macro-financial network. …

interconnectedness, via a network of interbank loans, banks' loans to other corporate and retail clients, and securities holdings. The … are reflected in a consistent way in the market value of banks' mutual liabilities through the network of obligations. We … countries because of their size and position in the financial network. Finally, we provide policy insights into the potential …

proprietary dataset on bilateral exposures, we investigate the Euro Area interbank network and find the effect of trust relies on … the network structure of interbank markets. Core banks acting as interbank intermediaries in the network are more …

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework … the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and …

-wide expected corporate earnings. In particular, we evaluate the dynamic network structure of stock returns in the United States as …