Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform - Fricke, Daniel; Lux, Thomas (Computational economics, 2015)
Keywords: 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; Interbank market; E42; G21; Network models; G01; Systemic risk; Financial crisis