Structural Correlations in the Italian Overnight Money Market: An Analysis Based on Network Configuration Models

Structural Correlations in the Italian Overnight Money Market: An Analysis Based on Network Configuration Models

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 obs...

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Bibliographic Details
Main Authors: Duc Thi Luu, Thomas Lux, Boyan Yanovski
Format: Article
Language:English
Published: MDPI AG 2017-06-01
Series:Entropy
Subjects:
interbank network
structural correlations
clustering coefficients
configuration models
network reconstruction
Online Access:http://www.mdpi.com/1099-4300/19/6/259

Internet

http://www.mdpi.com/1099-4300/19/6/259

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