Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory
From MaRDI portal
Publication:3606089
DOI10.1007/978-3-540-68409-1_13zbMATH Open1154.91589OpenAlexW2228157430MaRDI QIDQ3606089FDOQ3606089
Publication date: 26 February 2009
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-68409-1_13
Applications of graph theory (05C90) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exploring complex networks
- Network topology of the interbank market
- A network analysis of the Italian overnight money market
- Complex networks and economics
- Bipartite structure of all complex networks
- Correlations in bipartite collaboration networks
Cited In (4)
Recommendations
- Modelling the emergence of the interbank networks π π
- The dynamics of interbank networks π π
- The multiplex structure of interbank networks π π
- Network topology of the interbank market π π
- A dynamic network model of the unsecured interbank lending market π π
- Network topology and interbank credit risk π π
- Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models π π
- How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations π π
This page was built for publication: Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3606089)