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Publications by Daniel Grigat

Reverse Stress Testing Interbank Networks

Scientific Reports
Multidisciplinary
2017English

Related publications

Early-Warning Signals of Topological Collapse in Interbank Networks

Scientific Reports
Multidisciplinary
2013English

Identifying Interbank Loans, Rates, and Claims Networks From Transactional Data

SSRN Electronic Journal
2015English

Identifying Interbank Loans, Rates, and Claims Networks From Transactional Data

2015English

Loan Maturity Aggregation in Interbank Lending Networks Obscures Mesoscale Structure and Economic Functions

Scientific Reports
Multidisciplinary
2019English

OFTEN Testing OpenFlow Networks

2012English

Interbank Overnight Rate Determinants

Bankarstvo
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Stress-Testing Hoeffding Trees

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2005English

The Interbank Market in Kenya: An Event-Based Stress Analysis Based on Treasury Bill Market

European Scientific Journal, ESJ
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Uncertain Liquidity and Interbank Contracting

Economics Letters
EconomicsFinanceEconometrics
1994English

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