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Complex networks and economics

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Author Info

  • Souma, Wataru
  • Fujiwara, Yoshi
  • Aoyama, Hideaki
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    Abstract

    As the first step toward a study of complex networks in economics, we consider business networks categorized into bipartite networks. Through empirical study we show the possibility that business networks will fall into the scale-free category. To have an idea about the clustering coefficient and the averaged path length for bipartite networks, we perform a one-mode reduction. We calculate the quantities for networks constructed by banks and companies before/after a merger among banks, and quantitatively show that the merger among banks increases the cliquishness of companies and decreases the typical separation between two companies.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0378437102018587
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    Bibliographic Info

    Article provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.

    Volume (Year): 324 (2003)
    Issue (Month): 1 ()
    Pages: 396-401

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    Handle: RePEc:eee:phsmap:v:324:y:2003:i:1:p:396-401

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    Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/

    Related research

    Keywords: Business networks; Scale-free networks; Merger among banks;

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    Cited by:
    1. Daniel O. Cajueiro & Benjamin M. Tabak, 2007. "The role of banks in the Brazilian Interbank Market: Does bank type matter?," Working Papers Series 130, Central Bank of Brazil, Research Department.
    2. Miƛkiewicz, Janusz, 2013. "Power law classification scheme of time series correlations. On the example of G20 group," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2150-2162.

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