Giulia Iori () (Department of Economics, City University, London) Giulia de Masi () (University of l’Aquila) Ovidiu Precup () (King’s College London) Giampaolo Gabbi () (SDA Bocconi School of Management) Guido Caldarelli () (University of “La Sapienza”)
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The objective of this paper is to analyze, by employing methods of statistical mechanics of complex networks, the network topology of the Italian segment of the European overnight money market. We investigate differences in the activities of banks of different size and the evolution of their connectivity structure over the maintenance period. The main objectives are to understand potential implications of current institutional arrangements on the stability of the banking system and to assess the efficiency of the interbank market in terms of absence of speculative and preferential trading relationships.
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Length: 23 pages Date of creation: 27 Jul 2005 Date of revision: Publication status: Forthcoming in Journal of Economic Dynamics and Control, 2007. Handle: RePEc:cty:dpaper:0505
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