کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5099562 1377015 2008 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A network analysis of the Italian overnight money market
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات کنترل و بهینه سازی
پیش نمایش صفحه اول مقاله
A network analysis of the Italian overnight money market
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Economic Dynamics and Control - Volume 32, Issue 1, January 2008, Pages 259-278
نویسندگان
, , , , ,