Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory

DOI10.1007/978-3-540-68409-1_13MaRDI QIDQ3606089zbMATH OpenOpenAlexFDO

Authors Giulia de Masi

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

Mathematics Subject Classification ID

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

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Cites work

• A network analysis of the Italian overnight money market
• Bipartite structure of all complex networks
• Complex networks and economics
• Correlations in bipartite collaboration networks
• Exploring complex networks
• scientific article; zbMATH DE number 6111170 (Why is no real title available?)
• scientific article; zbMATH DE number 1866312 (Why is no real title available?)
• Network topology of the interbank market

Cited in

(6)

• Emergence of a core-periphery structure in a simple dynamic model of the interbank market
• Investigating the impact of behavioral factors on supply network efficiency: insights from banking's corporate bond networks
• Network topology of the interbank market
• The multiplex structure of interbank networks
• scientific article; zbMATH DE number 7366532 (Why is no real title available?)
• A network analysis of the Italian overnight money market

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