Network topology of the interbank market, Quantitative Finance, 4:6, 677 - 684Boss, M., H. Elsinger, M. Summer, and S. Thurner, 2004, Network Topology of the Interbank Market, Quantitative Finance, 4, 677-684.Boss, M., Elsinger, H., Summer, M., and Thurner, S., 'Network ...
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:...
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...
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...
Patrick Mugenzi, Thomas Kigabo Rusuhuzwa, Annie Uwimana Abstract The objective of this paper was to analyze the topology of interbank network in Rwanda for policy formulation. Our main result is that interbank market network in Rwanda is described by a core- periphery model with some level of...
We present the first investigation of the 9 architecture of the international ownership network, along with the computation of the control 1 held by each global player. We find that transnational corporations form a giant bow-tie struc- ] N ture and that a large portion of control fl...
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December ... D Fricke,T Lux - 《Computational ...
The Brazilian Interbank Network Structure and Systemic Risk 热度: 外文文献:系统性风险:一个调查 SYSTEMIC RISK: A SURVEY 热度: NetworkModelsforSystemicRisk Monitoring May2010. 2 I.Motivation a)Relevantconcepts b)RelatedLiterature II.Thenetworkmodelforsystemicrisk ...
We find that while the network topology determines banks’ relative importance in the transmission and aggregation of shocks, the type of equilibrium strategic interactions on the interbank network (i.e., strategic complementarity or substitution) determines whether banks serve as shock amplifiers or ...
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December ... D Fricke,T Lux - 《Computational ...