Multi-layered interbank model for assessing systemic risk M Montagna, C Kok ECB Working Paper, 2016 | 203* | 2016 |
Contagion risk in the interbank market: A probabilistic approach to cope with incomplete structural information M Montagna, T Lux Quantitative Finance 17 (1), 101-120, 2017 | 56 | 2017 |
Hubs and resilience: towards more realistic models of the interbank markets M Montagna, T Lux Kiel working paper, 2013 | 43 | 2013 |
On the origin of systemic risk M Montagna, G Torri, G Covi Available at SSRN 3699369, 2020 | 39* | 2020 |
The interbank market puzzle F Allen, G Covi, X Gu, O Kowalewski, M Montagna Available at SSRN 3540973, 2020 | 37 | 2020 |
Issuance and valuation of corporate bonds with quantitative easing S Pegoraro, M Montagna ECB Working Paper, 2021 | 23* | 2021 |
Shock amplification in an interconnected financial system of banks and investment funds M Sydow, A Schilte, G Covi, M Deipenbrock, L Del Vecchio, P Fiedor, ... Journal of Financial Stability 71, 101234, 2024 | 22 | 2024 |
Economic shocks and contagion in the euro area banking sector: a new micro-structural approach G Covi, M Montagna, G Torri Financial stability review 1, 2019 | 16 | 2019 |
Hubs and resilience: towards more realistic models of the interbank markets M Montagna, T Lux Financial Integration and Financial Crisis: Some Recent Developments, 2015 | 13* | 2015 |
Quantum key infrastructure: a scalable quantum-proof key distribution system HK Lo, M Montagna, M von Willich CoRR, 2022 | 5* | 2022 |
Systemic risk, contagion and financial networks L Cappiello, M Montagna, L Rousová Financial Stability Review 2, 2015 | 5 | 2015 |
Gauging the Effectiveness of Cross-sectional Macro-prudential Tools through the Lens of Interbank Networks G Hałaj, C Kok, M Montagna Financial Stability Review 2, 2013 | 4 | 2013 |
Distributed Symmetric Key Exchange: A scalable, quantum-proof key distribution system HK Lo, M Montagna, M von Willich arXiv preprint arXiv:2205.00615, 2022 | 3 | 2022 |
Systemic Risk in Modern Financial Systems M Montagna Christian-Albrechts Universität Kiel, 2016 | 3 | 2016 |
SYSTEM AND METHOD FOR DISTRIBUTION OF KEY GENERATION DATA IN A SECURE NETWORK M Von Willich, M Montagna, P O'leary US Patent App. 18/637,064, 2024 | | 2024 |
Distributed Symmetric Key Establishment: a Scalable Quantum-Safe Key Distribution Protocol J Lin, HK Lo, J Johannsson, M Montagna, M von Willich arXiv preprint arXiv:2407.20969, 2024 | | 2024 |
System and method for distribution of key generation data in a secure network M Von Willich, M Montagna, HK Lo, P O'leary US Patent 11,991,269, 2024 | | 2024 |
Crises and the Interbank Market Puzzle F Allen, G Covi, X Gu, O Kowalewski, M Montagna Available at SSRN 3118363, 2022 | | 2022 |
Shock amplification in an interconnected financial system of banks and investment funds R Gourdel, M Sydow, A Schilte, G Covi, M Deipenbrock, L Del Vecchio, ... | | 2021 |
Assessing the systemic footprint of euro area banks M Adam, P Bochmann, M Grodzicki, L Mingarelli, M Montagna, ... Financial Stability Review 2, 2019 | | 2019 |