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

DOI10.1007/978-3-540-68409-1_13zbMATH Open1154.91589OpenAlexW2228157430MaRDI QIDQ3606089FDOQ3606089

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

Recommendations

• Modelling the emergence of the interbank networks
• The dynamics of interbank networks
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• Network topology of the interbank market
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• Network topology and interbank credit risk
• Interbank markets and multiplex networks: centrality measures and statistical null models
• How unstable are complex financial systems? Analyzing an inter-bank network of credit relations

Mathematics Subject Classification ID

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

Cites Work

• Exploring complex networks
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

Cited In (5)

• Network topology of the interbank market
• Investigating the impact of behavioral factors on supply network efficiency: insights from banking's corporate bond networks
• A network analysis of the Italian overnight money market
• The multiplex structure of interbank networks
• Title not available (Why is that?)

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