We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999...

In this paper, we analyze the network properties of the Italian e-MID data based on overnight loans during the period 1999-2010. We show that...

We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999...

This paper studies a simple dynamic model of interbank credit relationships. Starting from a given balance sheet structure of a banking system...

A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of...

Milaković, Alfarano and Lux (2010) have identified a small core of directors who are both highly central to the entire ...

We consider the current bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire...

We consider the bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire network...

Multifractal processes have recently been proposed as a new formalism for modeling the time series of returns in finance. The major attraction...

The economics profession appears to have been unaware of the long build-up to the current worldwide financial crisis and to have significantly...

The economics profession appears to have been unaware of the long build-up to the current worldwide financial crisis and to have significantly...

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit...

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While...

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While...

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between...

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between...

Banks have become increasingly interconnected via interbank credit and other forms of liabilities. As a consequence of the increased...