Shareholding Networks and Centrality: An Application to the Italian Financial Market

DOI10.1007/978-3-540-68409-1_11MaRDI QIDQ3606087zbMATH OpenOpenAlexFDO

Authors

Publication date 26 February 2009

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL http://www.springer.com/economics/economic+theory/book/978-3-540-68407-7

Mathematics Subject Classification ID

Applications of graph theory (05C90) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Partially overlapping ownership and contagion in financial networks
• Topological structures in the equities market network
• CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS
• A network analysis of the Italian overnight money market
• Interbank markets and multiplex networks: centrality measures and statistical null models
• `Too central to fail' firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

Cites work

• scientific article; zbMATH DE number 194437 (Why is no real title available?)
• scientific article; zbMATH DE number 3290993 (Why is no real title available?)
• Emergence of Scaling in Random Networks
• Paths in graphs
• Statistical analysis of financial networks
• The effects of spatial constraints on the evolution of weighted complex networks

Cited in

(5)

• Heterogeneous economic networks
• Financial Influences and Scale-Free Networks
• Matrix functions in network analysis
• Risk-dependent centrality in economic and financial networks
• The shareholding similarity of the shareholders of the worldwide listed energy companies based on a two-mode primitive network and a one-mode derivative holding-based network

This page was built for publication: Shareholding Networks and Centrality: An Application to the Italian Financial Market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3606087)