Self-similarity of banking network
We analyzed a network structure formed by monetary transactions between financial institutions. We present a procedure to extract a network structure from a set of records of transactions. The extracted network has self-similarity described by a power-law degree distribution. We also introduce a propagation function to describe the self-similarity. A model of network formation based on a mean-field type interaction is proposed to reproduce the self-similarity of the network.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 339 (2004)
Issue (Month): 3 ()
|Contact details of provider:|| Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ |
When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:339:y:2004:i:3:p:621-634. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.