| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 978776 | Physica A: Statistical Mechanics and its Applications | 2008 | 12 Pages |
Abstract
This paper analyzes the Brazilian interbank network structure using a complex network-based approach. Results suggest a weak evidence of community structure, high heterogeneity of the network and that this market is characterized by money centers having exposures to many banks. Furthermore, we go beyond the structure of the network using information about the characteristics of the nodes and a non-parametric test in order to understand the role of the banks in the interbanking market.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Daniel O. Cajueiro, Benjamin M. Tabak,