Entropy measures for networks: Toward an information theory of complex topologies K Anand, G Bianconi Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 80 (4 …, 2009 | 355 | 2009 |
Filling in the blanks: Network structure and interbank contagion K Anand, B Craig, G Von Peter Quantitative Finance 15 (4), 625-636, 2015 | 283 | 2015 |
The missing links: A global study on uncovering financial network structures from partial data K Anand, I Van Lelyveld, Á Banai, S Friedrich, R Garratt, G Hałaj, J Fique, ... Journal of Financial Stability 35, 107-119, 2018 | 239* | 2018 |
Shannon and von Neumann entropy of random networks with heterogeneous expected degree K Anand, G Bianconi, S Severini Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 83 (3 …, 2011 | 180 | 2011 |
A network model of financial system resilience K Anand, P Gai, S Kapadia, S Brennan, M Willison Journal of Economic Behavior & Organization 85, 219-235, 2013 | 176 | 2013 |
Rollover risk, network structure and systemic financial crises K Anand, P Gai, M Marsili Journal of Economic Dynamics and Control 36 (8), 1088-1100, 2012 | 128 | 2012 |
Asset encumbrance, bank funding, and fragility T Ahnert, K Anand, P Gai, J Chapman The Review of Financial Studies 32 (6), 2422-2455, 2019 | 69* | 2019 |
Stress testing the Canadian banking system: A system-wide approach K Anand, G Bédard-Pagé, V Traclet Financial System Review 61, 2014 | 55 | 2014 |
Epidemics of rules, information aggregation failure and market crashes K Anand, A Kirman, M Marsili European Journal of Finance, 2010 | 52* | 2010 |
Gibbs entropy of network ensembles by cavity methods K Anand, G Bianconi Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 82 (1 …, 2010 | 46 | 2010 |
Entropy distribution and condensation in random networks with a given degree distribution K Anand, D Krioukov, G Bianconi Physical Review E 89 (6), 062807, 2014 | 45 | 2014 |
Guarantees, transparency and the interdependency between sovereign and bank default risk P König, K Anand, F Heinemann Journal of Banking & Finance 45, 321-337, 2014 | 36* | 2014 |
Phase transitions in operational risk K Anand, R Kühn Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (1 …, 2007 | 31 | 2007 |
Capturing information contagion in a stress-testing framework K Anand, P Gai, C Gauthier, M Souissi Bundesbank Discussion Paper, 2016 | 15* | 2016 |
Cybersecurity and financial stability K Anand, C Duley, P Gai Deutsche Bundesbank Discussion Paper, 2022 | 14 | 2022 |
Structural model for fluctuations in financial markets K Anand, J Khedair, R Kühn Physical Review E 97 (5), 052312, 2018 | 13 | 2018 |
The safety of government debt K Anand, P Gai Bank of Canada Working Paper, 2013 | 8* | 2013 |
Pre-emptive sovereign debt restructuring and holdout litigation K Anand, P Gai Oxford Economic Papers 71 (2), 364-381, 2019 | 7 | 2019 |
Real interest rates, bank borrowing, and fragility T Ahnert, K Anand, PJ König Journal of Money, Credit and Banking, 2023 | 6* | 2023 |
The rise and fall of trust networks K Anand, P Gai, M Marsili Progress in Artificial Economics: Computational and Agent-Based Models, 77-88, 2010 | 6 | 2010 |