Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models

DOI10.1007/978-3-319-23947-7_11zbMath1371.91198arXiv1501.05751OpenAlexW1573533866MaRDI QIDQ5350409

Leonardo Bargigli, Luigi Infante, Fabrizio Lillo, Federico Pierobon, Giovanni di Iasio

Publication date: 31 August 2017

Published in: Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05751

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Related Items (4)

Bank multiplex networks and systemic risk ⋮ Multiplex networks of the guarantee market: evidence from China ⋮ Input–output-based measures of systemic importance ⋮ Modelling the emergence of the interbank networks

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