We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model … focuses on the level of diversification of financial institutions; that is, whether they are more inclined to distribute their … highlights an overall increasing trend for network homogeneity, whereby core banks have a tendency to distribute their market …

We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model …. Our analysis highlights an overall increasing trend for network homogeneity, whereby core banks have a tendency to …

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework … the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and …

This paper provides an empirical network analysis of the Argentine interbank money market, commonly known as call … theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The network, where banks are the nodes and the … random network of equal size. Both indicators show values in line with those reported for other interbank networks around the …

network. We first provide a characterization of the unique equilibrium of banks' liquidity holdings for any network of credit … lines. Then, we endogenize the network and show that every equilibrium network is a complete coreperiphery graph. Central … accounting for banks' endogenous linking decisions, a narrower corridor may lead to a sparser interbank network with higher …

with heterogeneous financial institutions granting loans on different network structures, we investigate what market … strategy in uences both the banks' performance and the network topology. In this way, we are able to identify the most … effective tactics adapt to contain contagion and the corresponding network topology. Our analysis shows that, when financial …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity …