TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL

DOI10.1142/S0129183109014205MaRDI QIDQ3401857zbMATH OpenOpenAlexFDO

Authors Benjamin Miranda Tabak, Thiago Serra, D. O. Cajueiro

Publication date 1 February 2010

Published in International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0129183109014205

zbMATH Keywords

complex networkseconophysicsemerging marketsminimum spanning treeownership

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Microeconomic theory (price theory and economic markets) (91B24) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Recommendations

• Network topology and interbank credit risk
• The multiplex structure of interbank networks
• The dynamics of interbank networks
• Modeling the two-power-law degree distribution of banking networks
• Network topology of the interbank market
• Modelling the emergence of the interbank networks

Cites work

• Asset Trees and Asset Graphs in Financial Markets
• CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS
• Cluster analysis for portfolio optimization
• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday
• Introduction to Econophysics
• Spectral properties of correlation matrices for some hierarchically nested factor models
• The centrality index of a graph

Cited in

(3)

• The complex network analysis on service channels of a bank and its management utility
• STOCK MARKET DIFFERENCES IN CORRELATION-BASED WEIGHTED NETWORK
• Topological properties of commodities networks

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