TY  - JOUR
Y1  - 2007/11//
UR  - http://dx.doi.org/10.1016/j.physa.2006.10.053
JF  - Physica A: Statistical Mechanics and its Applications
A1  - Iori, Giulia
A1  - Renò, Renato
A1  - De Masi, Giulia
A1  - Caldarelli, Guido
PB  - Elsevier
VL  - 376
KW  - Socio-economics networks; Fourier correlations; Spectral analysis; Communities identification
AV  - none
SN  - 0378-4371
EP  - 479
ID  - eprints1105
N2  - Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance?covariance matrix of trading strategies. Our results indicate that well defined patterns arise. Two main communities of banks, which can be coarsely identified as small and large banks, emerge.
SP  - 467
TI  - Trading strategies in the Italian interbank market
ER  -