Networked relationships in the e-MID interbank market: a trading model with memory

DOI10.1016/j.jedc.2014.08.016zbMath1402.91953arXiv1403.3638OpenAlexW2138856702MaRDI QIDQ1623966

Y. Aharonov

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.3638

zbMATH Keywords

network formationinterbank marketJava/Masonstatistically validated networks

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Related Items

Constructing banking networks under decreasing costs of link formation, The role of bank relationships in the interbank market, Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model, Intermediaries' substitutability and financial network resilience: a hyperstructure approach, Double-layer network model of bank-enterprise counterparty credit risk contagion, A statistical test of Walrasian equilibrium by means of complex networks theory, Disentangling bipartite and core-periphery structure in financial networks, Reconstructing and stress testing credit networks, A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market, The impacts of interest rates on banks' loan portfolio risk-taking

Uses Software

• FANMOD
• MASON

Cites Work

• Unnamed Item
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