Bardoscia, Marco
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2

Simulating liquidity stress in the derivatives market:

Bardoscia, Marco ; Ferrara, Gerardo ; Vause, Nicholas.
Journal of Economic Dynamics and Control.  133 (2021)  - p. 104215 , 2021
 
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3

The physics of financial networks:

Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano...
Nature Reviews Physics.  3 (2021)  7 - p. 490-507 , 2021
 
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4

Network valuation in financial systems:

Barucca, Paolo ; Bardoscia, Marco ; Caccioli, Fabio...
Mathematical Finance.  30 (2020)  4 - p. 1181-1204 , 2020
 
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5

Multiplex network analysis of the UK over‐the‐counter deriv..:

Bardoscia, Marco ; Bianconi, Ginestra ; Ferrara, Gerardo
International Journal of Finance & Economics.  24 (2019)  4 - p. 1520-1544 , 2019
 
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6

Lost in diversification:

Bardoscia, Marco ; d'Arienzo, Daniele ; Marsili, Matteo.
Comptes Rendus Physique.  20 (2019)  4 - p. 364-370 , 2019
 
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7

Forward-looking solvency contagion:

Bardoscia, Marco ; Barucca, Paolo ; Codd, Adam Brinley.
Journal of Economic Dynamics and Control.  108 (2019)  - p. 103755 , 2019
 
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9

Statistical mechanics of complex economies:

Bardoscia, Marco ; Livan, Giacomo ; Marsili, Matteo
Journal of Statistical Mechanics: Theory and Experiment.  2017 (2017)  4 - p. 043401 , 2017
 
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10

Emergence of giant strongly connected components in continu..:

Caravelli, Francesco ; Bardoscia, Marco ; Caccioli, Fabio
Journal of Statistical Mechanics: Theory and Experiment.  2016 (2016)  5 - p. 053211 , 2016
 
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