TY  - JOUR
JF  - Journal of Economic Dynamics and Control
IS  - 1
Y1  - 2008///
SP  - 259 
PB  - Elsevier
A1  - Iori, Giulia
A1  - De Masi, Giulia
A1  - Precup, Ovidiu Vasile
A1  - Gabbi, Giampaolo
A1  - Caldarelli, Guido
VL  - 32
UR  - http://www.sciencedirect.com/science/article/pii/S0165188907000474
KW  - Interbank market; Financial stability; Random networks; 
JEL classification: E5; G21
AV  - none
TI  - A network analysis of the Italian overnight money market
N2  - 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.
SN  - 0165-1889
EP  -  278
ID  - eprints1098
ER  -