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Authors: G. Iori, G. de Masi, O. Precup, G. Gabbi G. Caldarelli,
Journal: Journal of Economic Dynamics and Control 32, 259-278 (2008).
Year: 2008
Status: Journal Articles
Abstract: The objective of this paper is to analyse the network topology of the Italian segment of the European overnight money market through methods of statistical mechanics applied to complex networks. We investigate differences in the activities of banks of different sizes and the evolution of their connectivity structure over the maintenance period. The main purpose of the analysis is to establish the potential implications of the current institutional arrangements on the stability of the banking system and to assess the efficiency of the interbank market in terms of absence of speculative and preferential trading relationships.
Link: http://dx.doi.org/10.1016/j.jedc.2007.01.032
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