Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes
Year of publication: |
2012-07
|
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Authors: | Finger, Karl ; Fricke, Daniel ; Lux, Thomas |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | interbank market | network models | financial crisis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 26 pages |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G01 - Financial Crises ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System |
Source: |
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Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Lux, Thomas, (2012)
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Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform
Fricke, Daniel, (2012)
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Finger, Karl, (2012)
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On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks
Fricke, Daniel, (2013)
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Finger, Karl, (2014)
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Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Lux, Thomas, (2012)
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