Vandermarliere, Benjamin; Karas, Alexei; Ryckebusch, Jan; … - arXiv.org - 2014
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed (un)weighted degree, nodal attributes (bank assets, capital and...