Liberati, Caterina; Marzo, Massimiliano; Zagaglia, Paolo; … - 2012 - This version: July 21, 2012
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid)...