E-LIB Suche - Ergebnisse für: Montagna, Mattia

1

Shock amplification in an interconnected financial system o..:

Sydow, Matthias ; Schilte, Aurore ; Covi, Giovanni...
Journal of Financial Stability. 71 (2024) - p. 101234 , 2024

Link: https://doi.org/10.1016/..

2

Issuance and valuation of corporate bonds with quantitative..

Working paper series, No 2520, January 2021

Pegoraro, Stefano ; Montagna, Mattia , 2021

Link: https://op.europa.eu/pub..

3

Shock amplification in an interconnected financial system o..

Working paper series, No 2581 / August 2021

Sydow, Matthias ; Schilte, Aurore ; Covi, Giovanni... , 2021

Link: https://op.europa.eu/pub..

4

The interbank market puzzle

Working paper series, No 2374 / February 2020

Allen, Franklin ; Covi, Giovanni ; Kowalewski, Oskar. , 2020

Link: https://op.europa.eu/pub..

5

On the origin of systemic risk

Working paper series, No 2502, December 2020

Montagna, Mattia ; Torri, Gabriele ; Covi, Giovanni , 2020

Link: https://op.europa.eu/pub..

6

Systemic Risk in Modern Financial Systems:

Montagna, Mattia , 2016

Link: http://nbn-resolving.de/..

7

Contagion risk in the interbank market: a probabilistic app..:

Montagna, Mattia ; Lux, Thomas
Quantitative Finance. 17 (2016) 1 - p. 101-120 , 2016

Link: https://doi.org/10.1080/..

8

Multi-layered interbank model for assessing systemic risk. ..

Working paper series, No 1944 / August 2016

Montagna, Mattia ; Kok, Christoffer , 2016

Link: http://dx.publications.e..

9

Contagion risk in the interbank market

a probabilistic approach to cope with incomplete structural... Kiel working paper ; 1937

Montagna, Mattia , 2014

Link: http://hdl.handle.net/10..

10

Hubs and resilience

towards more realistic models of the interbank markets Kiel working paper ; 1826

Montagna, Mattia , 2013

Link: http://hdl.handle.net/10..

11

Multi-layered interbank model for assessing systemic risk

Kiel working paper ; 1873

Montagna, Mattia , 2013

Link: http://hdl.handle.net/10..

12

Distributed Symmetric Key Exchange: A scalable, quantum-pro..:

Lo, Hoi-Kwong ; Montagna, Mattia ; von Willich, Manfred
http://arxiv.org/abs/2205.00615. , 2022

Link: http://arxiv.org/abs/220..

13

Shock amplification in an interconnected financial system o..:

Sydow, Matthias ; Schilte, Aurore ; Covi, Giovanni...
Series: ECB Working Paper. , 2021

Link: http://hdl.handle.net/10..

14

Issuance and valuation of corporate bonds with quantitative..:

Pegoraro, Stefano ; Montagna, Mattia
Series: ECB Working Paper. , 2021

Link: http://hdl.handle.net/10..

15

The interbank market puzzle:

Allen, Franklin ; Covi, Giovanni ; Gu, Xian..
Series: ECB Working Paper. , 2020

Link: http://hdl.handle.net/10..