Bargigli, Leonardo; Iasio, Giovanni Di; Infante, Luigi; … - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2013
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...