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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Finger, Karl | en |
dc.contributor.author | Fricke, Daniel | en |
dc.contributor.author | Lux, Thomas | en |
dc.date.accessioned | 2012-08-03 | - |
dc.date.accessioned | 2012-08-10T16:54:35Z | - |
dc.date.available | 2012-08-10T16:54:35Z | - |
dc.date.issued | 2012 | - |
dc.identifier.uri | http://hdl.handle.net/10419/60331 | - |
dc.description.abstract | 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 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.iso | eng | en |
dc.publisher | |aKiel Institute for the World Economy (IfW) |cKiel | en |
dc.relation.ispartofseries | |aKiel Working Paper |x1782 | en |
dc.subject.jel | G21 | en |
dc.subject.jel | G01 | en |
dc.subject.jel | E42 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | interbank market | en |
dc.subject.keyword | network models | en |
dc.subject.keyword | financial crisis | en |
dc.subject.stw | Geldmarkt | en |
dc.subject.stw | Unternehmensnetzwerk | en |
dc.subject.stw | Finanzmarktkrise | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | Italien | en |
dc.subject.stw | Europa | en |
dc.title | Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 720602203 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:ifwkwp:1782 | en |
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