On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks
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Cited by:
- Daniel Grigat & Fabio Caccioli, 2017. "Reverse stress testing interbank networks," Papers 1702.08744, arXiv.org, revised Mar 2017.
- Paolo Barucca & Fabrizio Lillo, 2018. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Computational Management Science, Springer, vol. 15(1), pages 33-53, January.
- Feroldi Valentina & Gaffeo Edoardo, 2014.
"At the Core of the International Financial System,"
Global Economy Journal, De Gruyter, vol. 14(2), pages 163-188, April.
- Valentina Feroldi & Edoardo Gaffeo, 2014. "At the Core of the International Financial System," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 14(2), pages 163-188, June.
- Valentina Feroldi & Edoardo Gaffeo, 2013. "At the core of the international financial system," DEM Discussion Papers 2013/05, Department of Economics and Management.
- L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015.
"The multiplex structure of interbank networks,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
- Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The Multiplex Structure of Interbank Networks," Working Papers - Economics wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
- Lux, Thomas, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," FinMaP-Working Papers 3, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018.
"Financial stability in networks of financial institutions and market infrastructures,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.
- Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.
- Luu, Duc Thi & Lux, Thomas & Yanovski, Boyan, 2017. "Structural correlations in the Italian overnight money market: An analysis based on network configuration models," Economics Working Papers 2017-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Lutz Honvehlmann, 2024. "Reciprocity in Interbank Markets," Papers 2412.10329, arXiv.org.
- Schrader, Klaus & Bencek, David & Laaser, Claus-Friedrich, 2013. "IfW-Krisencheck: Alles wieder gut in Griechenland?," Kiel Discussion Papers 522/523, Kiel Institute for the World Economy (IfW Kiel).
- Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
- Joseph, Andreas & Osbat, Chiara, 2016. "How you export matters: the disassortative structure of international trade," Working Paper Series 1958, European Central Bank.
- Yangbo Song & Mihaela Schaar, 2015. "Dynamic network formation with incomplete information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(2), pages 301-331, June.
- Barucca, Paolo & Lillo, Fabrizio, 2016. "Disentangling bipartite and core-periphery structure in financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 244-253.
- Paolo Barucca & Fabrizio Lillo, 2015. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Papers 1511.08068, arXiv.org, revised Sep 2017.
- Lux, Thomas, 2016. "Network effects and systemic risk in the banking sector," FinMaP-Working Papers 62, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Lux, Thomas, 2014. "Emergence of a core-periphery structure in a simple dynamic model of the interbank market," Kiel Working Papers 1917, Kiel Institute for the World Economy (IfW Kiel).
- Paolo Barucca & Fabrizio Lillo, 2015. "Disentangling bipartite and core-periphery structure in financial networks," Papers 1511.08830, arXiv.org.
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More about this item
Keywords
interbank market; network models; scale-free networks; powerlaw;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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