Fitness model for the Italian interbank money market (Articolo in rivista)

Type
Label
  • Fitness model for the Italian interbank money market (Articolo in rivista) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Alternative label
  • De Masi, G; Iori, G; Caldarelli, G (2006)
    Fitness model for the Italian interbank money market
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • De Masi, G; Iori, G; Caldarelli, G (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 74 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Univ Aquila, Dipartimento Fis, I-67010 Coppito, Italy; Univ Roma La Sapienza, Dipartimento Fis, I-00185 Rome, Italy; City Univ London, Dept Econ, London EC1V 0HB, England; Univ Roma La Sapienza, CNR, INFM, Ctr SMC, I-00185 Rome, Italy; Univ Roma La Sapienza, Dipartimento Fis, I-00185 Rome, Italy; Ctr Studi & Museo Fis Enrico Fermi, I-00185 Rome, Italy (literal)
Titolo
  • Fitness model for the Italian interbank money market (literal)
Abstract
  • We use the theory of complex networks in order to quantitatively characterize the formation of communities in a particular financial market. The system is composed by different banks exchanging on a daily basis loans and debts of liquidity. Through topological analysis and by means of a model of network growth we can determine the formation of different group of banks characterized by different business strategy. The model based on Pareto's law makes no use of growth or preferential attachment and it reproduces correctly all the various statistical properties of the system. We believe that this network modeling of the market could be an efficient way to evaluate the impact of different policies in the market of liquidity. (literal)
Prodotto di
Autore CNR
Insieme di parole chiave

Incoming links:


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