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Mattia Montagna
Mattia Montagna
Quantum Bridge Technologies
Verified email at quantumbridgetech.com
Title
Cited by
Cited by
Year
Multi-layered interbank model for assessing systemic risk
M Montagna, C Kok
ECB Working Paper, 2016
200*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
562017
Hubs and resilience: towards more realistic models of the interbank markets
M Montagna, T Lux
Kiel working paper, 2013
432013
On the origin of systemic risk
M Montagna, G Torri, G Covi
Available at SSRN 3699369, 2020
38*2020
The interbank market puzzle
F Allen, G Covi, X Gu, O Kowalewski, M Montagna
Available at SSRN 3540973, 2020
352020
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, 101234, 2024
182024
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
162019
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
Systemic risk, contagion and financial networks
L Cappiello, M Montagna, L Rousová
Financial Stability Review 2, 2015
52015
Quantum key infrastructure: a scalable quantum-proof key distribution system
HK Lo, M Montagna, M von Willich
CoRR, 2022
4*2022
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
42013
Distributed Symmetric Key Exchange: A scalable, quantum-proof key distribution system
HK Lo, M Montagna, M von Willich
arXiv preprint arXiv:2205.00615, 2022
22022
Systemic Risk in Modern Financial Systems
M Montagna
Christian-Albrechts Universität Kiel, 2016
22016
Trust and the Interbank Market Puzzle
G Covi, X Gu, O Kowalewski, M Montagna
CEPR Discussion Papers, 2022
2022
Assessing the systemic footprint of euro area banks
M Adam, P Bochmann, M Grodzicki, L Mingarelli, M Montagna, ...
Financial Stability Review 2, 2019
2019
Systemic Risk in Modern Financial Systems
M Montagna
Franklin Allen, Giovanni Covi, Xian Gu
O Kowalewski, M Montagna
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Articles 1–18