Bech, Morten L.; Bergstrom, Carl T.; Rosvall, Martin; … - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 44-51
We use an information-theoretic approach to describe changes in lending relationships between financial institutions around the time of the Lehman Brothers failure. Unlike previous work that conducts maximum likelihood estimation on undirected networks our analysis distinguishes between...