Showing 1 - 10 of 11
The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured and unsecured nature of the contract. We find that...
Persistent link: https://www.econbiz.de/10010726281
Real markets can be naturally represented as networks, and they share with other social networks the fundamental property of sparsity, whereby agents are connected by l = O (n) relationships. The exponential networks model introduced by Park and Newman can be extended in order to deal with this...
Persistent link: https://www.econbiz.de/10010857754
How did business networks among Italian firms evolve over time? We address this question by analyzing the Italian corporate boards network in four years (1952, 1960, 1972, 1983) with network theoretical methods. We find some typical properties of these networks, such as sparsity and...
Persistent link: https://www.econbiz.de/10011118383
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10010954751
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10010956113
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10010310151
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10010312011
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10009731380
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10009611459
Real markets can be naturally represented as networks, and they share with other social networks the fundamental property of sparsity, whereby agents are connected by l = O (n) relationships. The exponential networks model introduced by Park and Newman can be extended in order to deal with this...
Persistent link: https://www.econbiz.de/10013085575