期刊
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
卷 32, 期 1, 页码 259-278出版社
ELSEVIER
DOI: 10.1016/j.jedc.2007.01.032
关键词
interbank market; financial stability; random networks
类别
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. (C) 2007 Elsevier B.V. All rights reserved.
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