Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December 2010. In order to shed light on the hierarchical structure of the banking system, we estimate different versions of a core–periphery model. Our m...

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Veröffentlicht in:	Computational economics 2015-03, Vol.45 (3), p.359-395
Hauptverfasser:	Fricke, Daniel, Lux, Thomas
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Banking industry Banking system Banks Behavioral/Experimental Economics Capital market Computer Appl. in Social and Behavioral Sciences Correlation Datasets Economic crisis Economic theory Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Electronic trading systems Financial crisis Math Applications in Computer Science Money markets Operations Research/Decision Theory Studies Topology Transactional analysis
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