Boss, Michael, Helmut Elsinger, Martin Summer and Stefan Thurner (2004). Network topology of the interbank market, Quantitative Finance, 4:6, 677 - 684Boss, M., Elsinger, H., Summer, M., and Thurner, S., Network topology of the interbank market, Quantitative Finance, 4:6, 677-684 ...
Realized Random Graphs, with an Application to the Interbank Network of the Italian electronic market of interbank deposits, and we show that the interbank lending rate is a key factor determining the network topology.Buccher... B Giuseppe,M Piero - 《Journal of Financial Econometrics》 被引量:...
et al. Impact of the topology of global macroeconomic network on the spreading of economic crises. PLoS ONE 6, e18443 (2011). Article ADS CAS PubMed PubMed Central Google Scholar Boss, M., Elsinger, H., Summer, M. & Thurner, S. Network topology of the interbank market. Quant. ...
transportation, or computational linguistics. Accordingly, with the rise of network science for modeling complex systems, many methods for robustness estimation and network dismantling have been developed and applied to real-world problems. The state-of-the-art in this field...
Boss M, Elsinger H, Summer M, Thurner S (2004) Network topology of the interbank market. Quant Finance 4(6):677–684 Google Scholar Boss M, Krenn G, Puhr C, Summer M (2006) Systemic risk monitor: a model for systemic risk analysis and stress testing of banking systems. OeNB Financ...
Interbank market,as a complex economic system,can analyze topology and dynamics characteristics of the networks structure of interbank market based on complex networks.Therefore,on the basis of the random and optimizing mixed existence connection pattern between bank market network nodes,this paper establi...
1.SystemicRiskistheriskofexperiencinganevent thatthreatensthewellfunctioningofthesystemof interest(payments,banking,financial) 2.Systemicriskconsistsoftwomaincomponents (Rochet2009,Marquez&Martinez-Jaramillo2009): a)Aninitial(macroeconomic)shock,and b)Acontagionmechanism. ...
How should regulation be determined in a setting in which banks interact? How does the endogenous formation of interbank networks affect the welfare effects of regulation? In this paper we explore these questions and show that the topology and the level of interconnectedness of the interbank network...
A Generic Approach to Making P2P Overlay Network Topology-Aware一种令P2P覆盖网络拓扑相关的通用方法 With the help of distributed Hash table, the structured P2P (peer-to-peer) network has a short routing path and good extensibility. However, the mismatch b... QIU TongQing,CHEN GuiHai,邱彤庆,....
Using a metric related to the returns correlation, a method is applied to the reconstruction of an economic space from Exchange-Traded Funds (ETFs) data. In the past, the same method was used in a geometrical analysis of times series of stock returns imp