Auflistung nach Autor "Aldasoro, Iñaki"

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    • Bank Networks: Contagion, Systemic Risk and Prudential Policy 

      Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester (2015-07-01)
      We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the ...

    • Input-Output-Based Measures of Systemic Importance 

      Aldasoro, Iñaki; Angeloni, Ignazio (2013-08-01)
      The analyses of intersectoral linkages of Leontief (1941) and Hirschman (1958) provide a natural way to study the transmission of risk among interconnected banks and to measure their systemic importance. In this paper we ...

    • Multiplex interbank networks and systemic importance: An application to European data 

      Aldasoro, Iñaki; Alves, Iván (2015-05-01)
      Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures ...

    • Vertical Fiscal Imbalances and the Accumulation of Government Debt 

      Aldasoro, Iñaki; Seiferling, Mike (2014-07-01)
      "The implications of delegating fiscal decision making power to sub-national governments has become an area of significant interest over the past two decades, in the expectation that these reforms will lead to better and ...