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Structural correlations in the Italian overnight money market: an analysis based on network configuration models

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Structural correlations in the Italian overnight money market : an analysis based on network configuration models

Luu, Duc Thi; Lux, Thomas; Yanovski, Boyan - 2017 - Ver. March 28, 2017

We study the structural correlations in the Italian overnight money market over the period 1999-2010. We show that the structural correlations vary across different versions of the network. Moreover, we employ different configuration models and examine whether higher-level characteristics of the...

Persistent link: https://www.econbiz.de/10011627459