A network analysis of the Italian oversight money market
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Bibliographic InfoPaper provided by Department of Economics, City University London in its series Working Papers with number 05/05.
Date of creation: 2005
Date of revision:
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Other versions of this item:
- Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008. "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 259-278, January.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006.
"Trading strategies in the Italian interbank market,"
- Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
- Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006. "Trading strategies in the Italian interbank market," Working Papers 06/03, Department of Economics, City University London.
- Diego Garlaschelli & Stefano Battiston & Maurizio Castri & Vito D. P. Servedio & Guido Caldarelli, 2003.
"The scale-free topology of market investments,"
cond-mat/0310503, arXiv.org, revised Dec 2004.
- Garlaschelli, Diego & Battiston, Stefano & Castri, Maurizio & Servedio, Vito D.P. & Caldarelli, Guido, 2005. "The scale-free topology of market investments," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 491-499.
- Paolo Angelini, 2002.
"Liquidity and Announcement Effects in the Euro Area,"
Temi di discussione (Economic working papers)
451, Bank of Italy, Economic Research and International Relations Area.
- Paolo Angelini, 2008. "Liquidity And Announcement Effects In The Euro Area," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 67(1), pages 1-20, March.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001.
"The microstructure of the euro money market,"
Working Paper Series
0080, European Central Bank.
- Angelini, P. & Maresca, G. & Russo, D., 1996. "Systemic risk in the netting system," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 853-868, June.
- Battiston, Stefano & Bonabeau, Eric & Weisbuch, Gérard, 2003. "Decision making dynamics in corporate boards," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 322(C), pages 567-582.
- Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G., 2006. "Systemic risk on the interbank market," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 525-542, December.
- Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor and Francis Journals, vol. 4(6), pages 677-684.
- Furfine, Craig H, 2003. " Interbank Exposures: Quantifying the Risk of Contagion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(1), pages 111-28, February.
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