Marco D'Errico

Marco D'Errico

European Central Bank - Vancouver / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4435920
person_outline Marco D'Errico's MOST POPULAR ARTICLES
1-) Network valuation in financial systemsP Barucca, M Bardoscia, F Caccioli, M D\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'Errico, G Visentin, G Caldarelli, ...Mathematical Finance 30 (4), 1181-1204, 20201422020
2-) Shedding light on dark markets: First insights from the new EU-wide OTC derivatives datasetTR Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D’Errico, Linda ...European Systemic Risk Board Occasional Paper, 2016128*2016
3-) Leveraging the network: a stress-test framework based on DebtRankS Battiston, G Caldarelli, M D’Errico, S GurciulloStatistics & Risk Modeling 33 (3-4), 117-138, 20161192016
4-) Mapping exposures of EU banks to the global shadow banking systemJ Abad, M D’Errico, N Killeen, V Luz, T Peltonen, R Portes, T UrbanoJournal of Banking & Finance 134, 106168, 202291*2022
5-) How does risk flow in the credit default swap market?M D\'Errico, S Battiston, T Peltonen, M ScheicherJournal of Financial Stability, 2017722017