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dc.contributor.authorFinger, Karlen
dc.contributor.authorFricke, Danielen
dc.contributor.authorLux, Thomasen
dc.date.accessioned2012-08-03-
dc.date.accessioned2012-08-10T16:54:35Z-
dc.date.available2012-08-10T16:54:35Z-
dc.date.issued2012-
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
dc.language.isoengen
dc.publisher|aKiel Institute for the World Economy (IfW) |cKielen
dc.relation.ispartofseries|aKiel Working Paper |x1782en
dc.subject.jelG21en
dc.subject.jelG01en
dc.subject.jelE42en
dc.subject.ddc330en
dc.subject.keywordinterbank marketen
dc.subject.keywordnetwork modelsen
dc.subject.keywordfinancial crisisen
dc.subject.stwGeldmarkten
dc.subject.stwUnternehmensnetzwerken
dc.subject.stwFinanzmarktkriseen
dc.subject.stwSchätzungen
dc.subject.stwItalienen
dc.subject.stwEuropaen
dc.titleNetwork analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes-
dc.typeWorking Paperen
dc.identifier.ppn720602203en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:ifwkwp:1782en

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