Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’

Rosario Nunzio Mantegna, Giovanni Di Iasio, Mauro Gallegati, Fabrizio Lillo, Rosario N. Mantegna

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)


This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages andfollow different approaches, from agent-based modelling to empirical investigation of large and sometimes confidential data. The special issue collects some of the contributionspresented at the international workshop‘Interlinkages and systemic risk ’ , which took place in Ancona (Italy) on 4 – 5 July 2013. The workshop, organized within the researchproject‘. New tools in the credit network modeling with agents ’ heterogeneity ’ funded by the Institute for New Economic Thinking, was attended by a balanced mix of scholars from academia and economists from central banks and regulatory authorities.
Original languageEnglish
Pages (from-to)587-588
Number of pages2
JournalQuantitative Finance
Publication statusPublished - 2015

All Science Journal Classification (ASJC) codes

  • Finance
  • General Economics,Econometrics and Finance


Dive into the research topics of 'Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’'. Together they form a unique fingerprint.

Cite this