Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
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DOI: 10.1007/s10287-013-0171-9
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- Finger, Karl & Fricke, Daniel & Lux, Thomas, 2012. "Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes," Kiel Working Papers 1782, Kiel Institute for the World Economy (IfW Kiel).
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More about this item
Keywords
Interbank market; Network models; Financial crisis;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G01 - Financial Economics - - General - - - Financial Crises
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
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