Quantifying preferential trading in the e-MID interbank market
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- Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello, 2015. "Quantifying preferential trading in the e-MID interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 693-710, April.
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More about this item
Keywords
Interbank markets; interbank rates; preferential links; statistically validated networks;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-12-06 (Banking)
- NEP-MST-2013-12-06 (Market Microstructure)
- NEP-NET-2013-12-06 (Network Economics)
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