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dc.contributor.authorFinger, Karlen_US
dc.contributor.authorFricke, Danielen_US
dc.contributor.authorLux, Thomasen_US
dc.date.accessioned2012-08-03en_US
dc.date.accessioned2012-08-10T16:54:35Z-
dc.date.available2012-08-10T16:54:35Z-
dc.date.issued2012en_US
dc.identifier.urihttp://hdl.handle.net/10419/60331-
dc.description.abstractIn 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 the networks appear to be random at the daily level, but contain significant non-random structure for longer aggregation periods. In this sense, the daily networks cannot be considered as being representative for the underlying `latent' network. Rather, the development of various network statistics under time aggregation points toward strong non-random determinants of link formation. We also identify the global financial crisis as a significant structural break for many network measures.en_US
dc.language.isoengen_US
dc.publisherKiel Institute for the World Economy (IfW) Kielen_US
dc.relation.ispartofseriesKiel Working Paper 1782en_US
dc.subject.jelG21en_US
dc.subject.jelG01en_US
dc.subject.jelE42en_US
dc.subject.ddc330en_US
dc.subject.keywordinterbank marketen_US
dc.subject.keywordnetwork modelsen_US
dc.subject.keywordfinancial crisisen_US
dc.subject.stwGeldmarkten_US
dc.subject.stwUnternehmensnetzwerken_US
dc.subject.stwFinanzmarktkriseen_US
dc.subject.stwSchätzungen_US
dc.subject.stwItalienen_US
dc.subject.stwEuropaen_US
dc.titleNetwork analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn720602203en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
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