Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
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References listed on IDEAS
- Sean O'Connor & James Chapman & Kirby Millar, 2008. "Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry," Discussion Papers 08-11, Bank of Canada.
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- Morten L. Bech & Carl T. Bergstrom & Rod Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
- Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.
- Anthony Brassil & Gabriela Nodari, 2018. "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers rdp2018-01, Reserve Bank of Australia.
- Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
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KeywordsPayment; clearing; and settlement systems; Financial stability;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-18 (All new papers)
- NEP-BAN-2010-06-18 (Banking)
- NEP-NET-2010-06-18 (Network Economics)
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