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.
Titolo: | A network analysis of the Italian overnight money market |
Autori: | |
Rivista: | JOURNAL OF ECONOMIC DYNAMICS & CONTROL |
Citazione: | Iori, G., DE MASI, G., Precup, O.V., Gabbi, G., & Caldarelli, G. (2008). A network analysis of the Italian overnight money market. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1, 259-278. |
Anno: | 2008 |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11365/20424
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