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Fabio Caccioli
Fabio Caccioli
Dirección de correo verificada de ucl.ac.uk
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Citado por
Citado por
Año
Stability analysis of financial contagion due to overlapping portfolios
F Caccioli, M Shrestha, C Moore, JD Farmer
Journal of Banking & Finance 46, 233-245, 2014
5092014
Pathways towards instability in financial networks
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
Nature communications 8 (1), 14416, 2017
2662017
Overlapping portfolios, contagion, and financial stability
F Caccioli, JD Farmer, N Foti, D Rockmore
Journal of Economic Dynamics and Control 51, 50-63, 2015
244*2015
Early coauthorship with top scientists predicts success in academic careers
W Li, T Aste, F Caccioli, G Livan
Nature communications 10 (1), 5170, 2019
2262019
The physics of financial networks
M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ...
Nature Reviews Physics 3 (7), 490-507, 2021
1912021
DebtRank: A microscopic foundation for shock propagation
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
PloS one 10 (6), e0130406, 2015
188*2015
Network models of financial systemic risk: a review
F Caccioli, P Barucca, T Kobayashi
Journal of Computational Social Science 1, 81-114, 2018
1792018
Heterogeneity, correlations and financial contagion
F Caccioli, TA Catanach, JD Farmer
Arxiv preprint arXiv:1109.1213, 2011
1752011
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
1562020
Quantification of systemic risk from overlapping portfolios in the financial system
S Poledna, S Martínez-Jaramillo, F Caccioli, S Thurner
Journal of Financial Stability 52, 100808, 2021
1062021
Eroding market stability by proliferation of financial instruments
F Caccioli, M Marsili, P Vivo
The European Physical Journal B 71, 467-479, 2009
882009
Distress propagation in complex networks: the case of non-linear DebtRank
M Bardoscia, F Caccioli, JI Perotti, G Vivaldo, G Caldarelli
PloS one 11 (10), e0163825, 2016
772016
Taming the Basel leverage cycle
C Aymanns, F Caccioli, JD Farmer, VWC Tan
Journal of financial stability 27, 263-277, 2016
682016
Critical fluctuations in spatial complex networks
S Bradde, F Caccioli, L Dall’Asta, G Bianconi
Physical review letters 104 (21), 218701, 2010
622010
Reconstructing and stress testing credit networks
A Ramadiah, F Caccioli, D Fricke
Journal of Economic Dynamics and Control 111, 103817, 2020
472020
A percolation model for the emergence of the Bitcoin Lightning Network
S Bartolucci, F Caccioli, P Vivo
Scientific reports 10 (1), 4488, 2020
402020
Dynamic facilitation picture of a higher-order glass singularity
M Sellitto, D De Martino, F Caccioli, JJ Arenzon
Physical review letters 105 (26), 265704, 2010
382010
Random matrix approach to collective behavior and bulk universality in protein dynamics
R Potestio, F Caccioli, P Vivo
Physical review letters 103 (26), 268101, 2009
382009
Optimal liquidation strategies regularize portfolio selection
F Caccioli, S Still, M Marsili, I Kondor
The European Journal of Finance 19 (6), 554-571, 2013
362013
Reciprocity and impact in academic careers
W Li, T Aste, F Caccioli, G Livan
EPJ Data Science 8 (1), 20, 2019
29*2019
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20