Emergence of a core-periphery structure in a simple dynamic model of the interbank market

DOI10.1016/J.JEDC.2014.09.038zbMath1402.91958OpenAlexW2147448014WikidataQ122999311 ScholiaQ122999311MaRDI QIDQ1624023

Thomas C. H. Lux

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/102266

zbMATH Keywords

network formationliquidityinterbank market

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (7)

An endogenous model of the credit network ⋮ Constructing banking networks under decreasing costs of link formation ⋮ The application of macroprudential capital requirements in managing systemic risk ⋮ The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model ⋮ Core-periphery models via integer programming: maximizing the influence of the core ⋮ Partially overlapping ownership and contagion in financial networks ⋮ Network entropy and systemic risk in dynamic banking systems

Uses Software

• Gephi

Cites Work

• Unnamed Item
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
• Network topology of the interbank market
• Modelling the emergence of the interbank networks

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