A network analysis of the Italian overnight money market
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Publication:844580
DOI10.1016/j.jedc.2007.01.032zbMath1181.91234OpenAlexW3126077909MaRDI QIDQ844580
Giulia de Masi, Giampaolo Gabbi, Giulia Iori, Guido Caldarelli, Ovidiu Vasile Precup
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.032
Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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