| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481862 | Physica A: Statistical Mechanics and its Applications | 2012 | 16 Pages |
Abstract
⺠Statistical properties of high-value transactions between banks in Australia. ⺠The underlying causal mechanism connecting loan and nonloan payment flows. ⺠Payment flows cause imbalances, which drive compensating flows of overnight loans. ⺠The imbalances are closely counterbalanced by the flows of overnight loans. ⺠The loan and nonloan flow networks are dynamically linked.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Andrey Sokolov, Rachel Webster, Andrew Melatos, Tien Kieu,