A network analysis of the Italian overnight money market
作者： Giulia Iori , Giulia De Masi , Ovidiu Vasile Precup , Giampaolo Gabbi , Guido Caldarelli
DOI: 10.1016/J.JEDC.2007.01.032
关键词:
摘要: … The objective of this paper is to analyse the network topology of the Italian segment of the European overnight money market … in the activities of banks of different sizes and the evolution …
city.ac.uk
elsevier.com
york.ac.uk 参考文章(21)
M. E. J. Newman, Analysis of weighted networks. Physical Review E. ,vol. 70, pp. 056131- ,(2004) , 10.1103/PHYSREVE.70.056131
Michael Boss, Helmut Elsinger, Martin Summer, Stefan Thurner, Network topology of the interbank market Quantitative Finance. ,vol. 4, pp. 677- 684 ,(2004) , 10.1080/14697680400020325
Giulia Iori, Roberto Renò, Giulia De Masi, Guido Caldarelli, Trading strategies in the Italian interbank market Physica A-statistical Mechanics and Its Applications. ,vol. 376, pp. 467- 479 ,(2007) , 10.1016/J.PHYSA.2006.10.053
Diego Garlaschelli, Stefano Battiston, Maurizio Castri, Vito D.P. Servedio, Guido Caldarelli, The scale-free topology of market investments Physica A-statistical Mechanics and Its Applications. ,vol. 350, pp. 491- 499 ,(2005) , 10.1016/J.PHYSA.2004.11.040
Giulia Iori, Saqib Jafarey, Criticality in a model of banking crises Physica A-statistical Mechanics and Its Applications. ,vol. 299, pp. 205- 212 ,(2001) , 10.1016/S0378-4371(01)00297-7
Eric Bonabeau, Stefano Battiston, Gérard Weisbuch, Decision making dynamics in corporate boards Physica A-statistical Mechanics and Its Applications. ,vol. 322, pp. 567- 582 ,(2003) , 10.1016/S0378-4371(02)01930-1
P. Angelini, G. Maresca, D. Russo, Systemic risk in the netting system Journal of Banking and Finance. ,vol. 20, pp. 853- 868 ,(1996) , 10.1016/0378-4266(95)00029-1
Réka Albert, Hawoong Jeong, Albert-László Barabási, Error and attack tolerance of complex networks Nature. ,vol. 406, pp. 378- 382 ,(2000) , 10.1038/35019019
Marc Barthélemy, Alain Barrat, Romualdo Pastor-Satorras, Alessandro Vespignani, Dynamical patterns of epidemic outbreaks in complex heterogeneous networks Journal of Theoretical Biology. ,vol. 235, pp. 275- 288 ,(2005) , 10.1016/J.JTBI.2005.01.011
Réka Albert, Albert-László Barabási, Statistical mechanics of complex networks Reviews of Modern Physics. ,vol. 74, pp. 47- 97 ,(2001) , 10.1103/REVMODPHYS.74.47