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Marco D'Errico - Publications

Postdoktorand Prof. S. Battiston



Publications

Journal Articles (6)

How does risk flow in the credit default swap market?
Marco D'Errico, Stefano Battiston, Peltonen Tuomas, Martin Scheicher
In: Journal of Financial Stability, forthcoming, 2017.


Leveraging the network: a stress-test framework based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D'Errico, Stefano Gurciullo
In: Statistics & Risk Modeling, Vol. 33 (No. 3-4), p. 117-138, August 2016.


DebtRank and the network of leverage
Stefano Battiston, Marco D'Errico, Stefano Gurciullo
In: The Journal of Alternative Investments, Vol. 18 (No. 4), p. 68-81, 2016.


A multiple network approach to corporate governance
Fausto Bonacina, Marco D'Errico, Enrico Moretto, Silvana Stefani, Giovanni Zambruno, Anna Torriero
In: Quality & Quantity, Vol. 49 (No. 4), p. 1585-1595, July 2015.


Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries
Marco D'Errico, Corrado Macchiarelli, Roberta Serafini
In: Economic Modelling, Vol. 48, p. 93-115, 2015.


Informal ties in organizations: a case study
Marco D'Errico, Silvana Stefani, Anna Torriero
In: Quality & Quantity, Vol. 48 (No. 4), p. 1929-1943, July 2014.


Published research reports (1)

Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny
In: European Systemic Risk Board, Frankfurt, Germany, Occasional Paper Series, 2016.


Book Chapters (2)

The Financial System as a Nexus of Interconnected Networks
Stefano Battiston, Guido Caldarelli, Marco D'Errico
Editor(s): Antonios Garas
In: Interconnected Networks, Springer International Publishing, Switzerland, p. 195-229, 2016.


Shareholding networks and centrality: an application to the Italian financial market
Marco D'Errico, Rosanna Grassi, Silvana Stefani, Anna Torriero
Editor(s): Ahmad K. Naimzada, Silvana Stefani, Anna Torriero
In: Networks, Topology and Dynamics, Springer, Berlin Heidelberg, p. 215-228, 2009.


Working Papers (8)

Mapping the interconnectedness between EU banks and shadow banking entities
Jorge Abad, Marco D'Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes, Teresa Urbano
NBER Working Papers, No. 23280, March 2017.


Compressing over-the-counter markets
Marco D'Errico, Tarik Roukny
European Systemic Risk Board Working Paper Series (ESRB), No. 44, January 2017.


How does risk flow in the credit default swap market?
Marco D'Errico, Stefano Battiston, Tuomas Peltonen, Martin Scheicher
European Systemic Risk Board Working Paper Series, No. 33, December 2016.


Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston, Guido Caldarelli
SSRN, No. 2795583, June 2016.


Rethinking Financial Contagion
Gabriele Visentin, Stefano Battiston, Marco D'Errico
SSRN, No. 2831143, August 2015.


Leveraging the Network: A Stress-Test Framework Based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D'Errico, Stefano Gurciullo
SSRN, No. 2571218, March 2015.


Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries
Marco D'Errico, Corrado Macchiarelli, Roberta Serafini
LSE ‘Europe in Question’ Discussion Paper Series, No. 86, January 2015.


Opinion Dynamics and Price Formation: a Nonlinear Network Model
Marco D'Errico, Gulnur Muradoglu, Silvana Stefani, Giovanni Zambruno
arXiv preprint, No. 1408.0308, August 2014.


Other research output (1)

Mapping the interconnectedness between EU banks and shadow banking entities
Jorge Abad, Marco D'Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes, Teresa Urbano
2017.


Media coverage (7)

Compression analysis sheds light on efficiency
Concerns: Marco D'Errico
Thomson Reuters - International Financing Review, 12 August 2017.


Interconnectedness Between EU Banks and Shadow Banks
Concerns: Marco D'Errico
Wall Street Journal, 4 May 2017.


Fears of fragmentation over Basel shadow banking rules
Concerns: Marco D'Errico
Risk.net, 27 April 2017.


Shadow Banks and the EU
Concerns: Marco D'Errico
Wall Street Journal, 25 April 2017.


Buyers of risk in CDS market highly exposed, ECB paper finds
Concerns: Marco D'Errico
Central Banking, 4 April 2017.


Shadow banking links leave EU banks vulnerable – ESRB paper
Concerns: Marco D'Errico
Central Banking, 15 March 2017.


ESRB publishes guide to OTC derivatives database
Concerns: Marco D'Errico
Central Banking, 22 September 2016.