relation: http://eprints.imtlucca.it/1098/
title: A network analysis of the Italian overnight money market
creator: Iori, Giulia
creator: De Masi, Giulia
creator: Precup, Ovidiu Vasile
creator: Gabbi, Giampaolo
creator: Caldarelli, Guido
subject: HA Statistics
subject: HG Finance
description: 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.
publisher: Elsevier
date: 2008
type: Article
type: PeerReviewed
identifier:   Iori, Giulia and De Masi, Giulia and Precup, Ovidiu Vasile and Gabbi, Giampaolo and Caldarelli, Guido  A network analysis of the Italian overnight money market.  Journal of Economic Dynamics and Control, 32 (1).  259 - 278.  ISSN 0165-1889      (2008)  
relation: http://www.sciencedirect.com/science/article/pii/S0165188907000474
relation: 10.1016/j.jedc.2007.01.032