Trading strategies in the Italian interbank market (Articolo in rivista)

Type
Label
  • Trading strategies in the Italian interbank market (Articolo in rivista) (literal)
Anno
  • 2007-01-01T00:00:00+01:00 (literal)
Alternative label
  • Iori, G; Reno, R; De Masi, G; Caldarelli, G (2007)
    Trading strategies in the Italian interbank market
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Iori, G; Reno, R; De Masi, G; Caldarelli, G (literal)
Pagina inizio
  • 467 (literal)
Pagina fine
  • 479 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 376 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • City Univ London, Dept Econ, London EC1V 0HB, England; Univ Siena, Dipartimento Econ Polit, I-53100 Siena, Italy; Univ Aquila, Dept Phys, I-67010 Coppito, Italy; Univ Roma La Sapienza, SMC, INFM, I-00185 Rome, Italy; Univ Roma La Sapienza, Dept Phys, I-00185 Rome, Italy (literal)
Titolo
  • Trading strategies in the Italian interbank market (literal)
Abstract
  • Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance-covariance matrix of trading strategies. Our results indicate that well defined patterns arise. Two main communities of banks, which can be coarsely identified as small and large banks, emerge. (c) 2006 Elsevier B.V. All rights reserved. (literal)
Prodotto di
Autore CNR
Insieme di parole chiave

Incoming links:


Autore CNR di
Prodotto
Insieme di parole chiave di
data.CNR.it