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Valentina Macchiati
Valentina Macchiati
Data Science Ph.D.
Zweryfikowany adres z sns.it
Tytuł
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Systemic liquidity contagion in the European interbank market
V Macchiati, G Brandi, T Di Matteo, D Paolotti, G Caldarelli, G Cimini
Journal of Economic Interaction and Coordination 17 (2), 443-474, 2022
252022
Network sensitivity of systemic risk
A Ramadiah, D Di Gangi, DR Lo Sardo, V Macchiati, TP Minh, F Pinotti, ...
Journal of Network Theory in Finance 5 (3), 53-72, 2020
16*2020
Critical density for network reconstruction
A Gabrielli, V Macchiati, D Garlaschelli
From Computational Logic to Computational Biology: Essays Dedicated to …, 2024
32024
Interbank network reconstruction enforcing density and reciprocity
V Macchiati, P Mazzarisi, D Garlaschelli
Chaos Solitons & Fractals 186, 2024
12024
Spectral signatures of structural change in financial networks
V Macchiati, E Marchese, P Mazzarisi, D Garlaschelli, T Squartini
Chaos, Solitons & Fractals 193, 116065, 2025
2025
Assessing the liquidity preparedness of investment funds to meet margin calls in derivatives markets
M Giuzio, A Ianiro, F Lillo, V Macchiati, A Sowiński, E Telesca
Financial Stability Review, 72-75, 2024
2024
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