Similar Search Results

Filling in the blanks : network structure and interbank contagion

Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014

realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

Persistent link: https://www.econbiz.de/10010249740

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

Persistent link: https://www.econbiz.de/10010405430

Bonacich Measures as Equilibria in Network Models

Salonen, Hannu - 2015

We investigate the cases when the Bonacich measures of strongly connected directed bipartite networks can be … utilitity functions, where the matrices representing the network have dimension m × n. For connected directed bipartite networks … Bonacich measures of such networks can be interpreted as a subgame perfect equilibrium path of an extensive form game with …

Persistent link: https://www.econbiz.de/10012503054

Bonacich Network Measures as Minimum Norm Solutions

Hannu, Salonen - 2016

An undirected connected bimodal network has two Bonacich measures quantifying the centrality of the nodes. We show that the product of Bonacich measures of an undirected bimodal network may be viewed as a product measure that is nearest (w.r.t. Euclidean norm) to the matrix representing the...

Persistent link: https://www.econbiz.de/10012503059

The Finnish corporate network – empirical findings from the board room network

Matti, Pihlava - 2016

This paper studies Finnish firms and especially it's boardroom network and the effects that it has on financial actions. Compared with earlier studies, this study also takes into consideration both firms that are not connected and uses them as a natural comparison, as well as principal component...

Persistent link: https://www.econbiz.de/10012503064

Recursive Clustering Methods for Network Analysis

Kitti, Mitri; Pihlava, Matti; Salonen, Hannu - 2018

We study axiomatically recursive clustering methods for networks. Such methods can be used to identify community …

Persistent link: https://www.econbiz.de/10012503071

The role of interbank relationships and liquidity needs

Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet its liquidity demand. We use quarterly...

Persistent link: https://www.econbiz.de/10010238510

Banks of a feather : the informational advantage of being alike

Bednarek, Peter; Dinger, Valeriya; Schultz, Alison; … - 2023 - March 16, 2023

Banks lend more to banks that are similar to them. Using data from the German credit register and proprietary supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps to overcome information asymmetries in interbank...

Persistent link: https://www.econbiz.de/10014320321

Layoff Orders and Occupational Mobility via Unemployment

Vahamaa, Oskari - 2015

This paper examines how a change in layoff order can affect the decomposition and the size of unemployment in an equilibrium model where workers make optimal occupational reallocation decisions. In a calibrated model, a policy that concentrates involuntary unemployment incidences to...

Persistent link: https://www.econbiz.de/10012503055

Search in Networks: The Case of Board Interlocks

Kitti, Mitri; Pihlava, Matti; Salonen, Hannu - 2016

We present a model for the dynamics of networks in which edges represent positions in organizations, holders of which … is capable of explaining how such networks are formed. It is observed that distances from firms to candidates and the …

Persistent link: https://www.econbiz.de/10012503069

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