Kuzubaş, Tolga Umut; Ömercikoğlu, Inci; Saltoğlu, Burak - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 203-215
In this paper, we analyze the performance of several network centrality measures in detecting systemically important financial institutions (SIFI) using data from the Turkish Interbank market during the financial crisis in 2000. We employ various network investigation tools such as volume,...