Links to research

Please send me your paper if it is missing from the list (updated 14 January 2010).

Adamic, Lada, Celso Brunetti, Jeffrey H. Harris, and Andrei A. Kirilenko (2009). "On the Informational Properties of Trading Networks" [link]

Allen, Franklin and Ana Babus (2008). "Networks in Finance", Wharton Financial Institutions Center Working Paper No. 08-07 [link]

Battiston, Stefano, Domenico Delli Gatti, Mauro Gallegati, Bruce C. Greenwald and Joseph E. Stiglitz (2009). "Liasons Dangereuses: Incresing connectivity, risk sharing and systemic risk" [link]

Bech, Morten L. and Rørdam, K. B (2008). "The Topology of Danish Interbank Money Flows", Danmarks Nationalbank Working paper No. 59 [link]

Bech, Morten L. and Enghin Atalay (2008). "The Topology of the Federal Funds Market", FRB of New York Staff Report No. 354. [link]

Bech, Morten, James T. E. Chapman, and Rod Garratt (2008). Which Bank Is the “Central” Bank? An Application of Markov Theory to the Canadian Large Value Transfer System", FRBNY Staff reports No. 356. [link]

Becher, Chris, Stephen Millard and Kimmo Soramaki (2008). "The network topology of CHAPS sterling", Bank of England Working Paper No. 355. [ >link]

Bonanno, G, G. Caldarelli, F. Lillo, S. Micciché, N. Vandewalle and R. N. Mantegna (2004). "Networks of equities in financial markets", The European Physical Journal B, Volume 38, Number 2, pp 363-371. [ link]

Boss, Michael, Helmut Elsinger, Stefan Thurner, and Martin Summer (2004). “Network Topology of the Interbank Market”, Quantitative Finance, 4, 1-8. [ >link]

Boss, Michael, Gerald Krenn, Valentina Metz, Claus Puhr and Stefan W. Schmitz (2008). "Systemically Important Accounts, Network Topology and Contagion in ARTIS", OeNB Financial Stability Report 15. [ >link]

Cajueiro, Daniel O. and Benjamin M. Tabak (2007). "The role of banks in the Brazilian Interbank Market: Does bank type matter?", Banco Central de Brazil Working Paper 130. [ >link]

Colander, David, Hans Föllmer, Armin Haas, Michael D. Goldberg, Katarina Juselius, Alan Kirman, Thomas Lux, and Birgitte Sloth (2009). "The Financial Crisis and the Systemic Failure of Academic Economics". Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-03. [ >link]

Copi, Jernej, Matthew O. Jackson, and Alan Kirman (2009). "Identifying Community Structures from Network Data via Maximum Likelihood Methods", The B.E. Journal of Theoretical Economics: Vol. 9 : Iss. 1 (Contributions), Article 30. [ >link]

Das, Sanjiv Ranjan and Sisk, Jacob (2003). Financial Communities, Santa Clara University Working Paper No. 02/03-20-WP. [ >link]

Davis, G.F., M. Yoo, W.W. Baker (2003). The small world of the American corporate elite, 1982-2001, Stratetig Organizatio9n 1, pp. 301-326.

Degryse, H. and G. Ngyen (2007). “Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System” International Journal of Central Banking, forthcoming. [ >link]

Embree, Lana and Tom Roberts (2009). “Network Analysis and Canada’s Large Value Transfer System”, Bank of Canada Discussion Paper No. 2009-13. [ >link]

Fagiolo, Giorgio, Javier Reyes and Stefano Schiavo (2007). "International Trade and Financial Integration: a Weighted Network Analysis," Documents de Travail de l’OFCE 2007-11, Observatoire Francais des Conjonctures Economiques (OFCE). [ >link]

Furfine, Craig (1999). “The Microstructure of the Federal Funds Market”, Financial Markets, Institutions, and Instruments, 8(5), pp. 24-44. [ >link]

Furfine, Craig (2003). "Interbank Exposures: Quantifying the Risk of Contagion", Journal of Money, Credit and Banking, 35(1), 111-128. [ >link]

Goetz, Peter (2007). International banking centres: a network perspective. BIS Quarterly Review, December. [ >link]

Haldane, Andrew (2009). "Rethinking the Financial Network", Speech delivered at the Financial Student Association, Amsterdam April 2009. [ >link]

Inaoka, H, Ninomiya, T, Shimizu, T, Takayasu, H and Taniguchi, K (2004). "Fractal network derived from banking transaction – an analysis of network structures formed by financial institutions", Bank of Japan Working Paper no. 04-E-04. [link]

Iori G, G de Masi, O Precup, G Gabbi and G Caldarelli (2008). “A network analysis of the Italian overnight money market”, Journal of Economic Dynamics and Control, vol. 32(1), pages 259-278. [link]

Leitner, Yaron (2005) “Financial networks: Contagion, commitment, and private sector bailouts”, Journal of Finance, Vol. LX, No. 6. [link]

Lublóy Á. (2006). "Topology of the Hungarian large-value transfer system", MNB Occasional Papers 2006/57.

Lublóy Á. and Márk Szenes (2008). "The network of corporate clients: customer attrition at commercial banks", J. Stat. Mech. Issue 12, pp. 12014. [link]

May, Robert M., Simon A. Levin and George Sugihara (2008). "Complex systems: Ecology for bankers", Nature 451, 893-895. [link]

Mistrulli, P. (2007). "Assesing Financial Contagion in the Interbank Market: Maximum Entropy versus Observed Interbank Lending Patterns", working paper, Bank of Italy. [link]

Nier, Erlend, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn (2008). "Network Models and Financial Stability", Journal of Economic Dynamics and Control Volume 31, Issue 6. [link]

Okazaki, Tetsuji and Michiru Sawada (2008). "Interbank Networks in Pre-war Japan: Structure and Implications", CIRJE-F-605. [link]

Pröpper, Marc, Iman van Lelyveld and Ronald Heijmans (2008). "Towards a Network Description of Interbank Payment Flows", DNB Working paper 177. [link]

Romero, Pedro (2009). "The Evolution of Economic Networks". [link]

—— "Banking Crises and Institutional Arrangements". [link]

—— "Bank Runs, Banking Contracts, and Social Networks". [link]

Rosati, Simonetta and Stefania Secola (2006). "Explaining cross-border large-value payment flows: Evidence from TARGET and EURO1 data", Journal of Banking & Finance 30, 1753–1782. [link]

Santella, Paolo, Carlo Drago, Andrea Polo, and Enrico Gagliardi (2009). "A Comparison of the Director Networks of the Main Listed Companies in France, Germany, Italy, the United Kingdom, and the United States". [link]

Schmitz, Stefan W. and Claus Puhr (2009). "Structure and Stability in Payment Networks – A Panel Data Analysis of ARTIS Simulations". [link]

Sheldon, G., and M. Maurer (1998). “Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland”, Swiss Journal of Economics and Statistics, (134), 685-704. [link]

Solis, Rafael (2009). "Visualizing Stock-Mutual Fund Relationships through Social Network Analysis", Global Journal of Finance and Banking Issues Vol. 3. No. 3. 2009. [link]

Soramaki, Kimmo, Morten Bech, Jeffrey Arnold, Robert J. Glass and Walter E. Beyeler (2007). "The topology of interbank payment flows", Physica A, Vol. 379, pp 317-333, 2007. [link]

Spulber, Daniel F. and Yoo, Christopher S. (2005). On the Regulation of Networks as Complex Systems: A Graph Theory Approach. Northwestern University Law Review, Vol. 99, Summer 2005. [link]

Upper, C., and A. Worms (2004). “Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?,” European Economic Review, 48(4), 827-849. [link]

Wells, S. (2002). “U.K. Interbank Exposures: Systemic Risk Implications”, Bank of England Financial Stability review. [link]

Wetherilt, Anne, Peter Zimmerman and Kimmo Soramaki (2009). "The sterling unsecured loan market during 2006–2008: insights from network topology" in Leinonen (ed) Simulation analyses and stress testing of payment networks, Bank of Finland Scientific monographs E:42. [link]