Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

By Daniel Fricke, Thomas Lux. 2015

332 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/d977d822ba375794d9b78d06da7c2a7525f4bff8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Seraf'in Mart'inez-Jaramillo
2. Sebastian Poledna
3. Stefan Thurner 4
4. José Luis Molina-Borboa
5. Marco van der Leij
6. Anne-Caroline Hüser
7. Sam Langfield
8. Mattia Montagna

In Finance

1. Sebastian Poledna
2. Stefan Thurner 4
3. Seraf'in Mart'inez-Jaramillo
4. José Luis Molina-Borboa
5. Marco van der Leij
6. Anne-Caroline Hüser
7. Sam Langfield
8. Mattia Montagna

In Statistical and Nonlinear Physics

1. Anne-Caroline Hüser
2. Sam Langfield
3. Seraf'in Mart'inez-Jaramillo
4. Stefan Thurner 4
5. Sebastian Poledna
6. Zijun Liu
7. Tomohiro Ota

Citations in the corpus

• Multi-Layered Interbank Model For Assessing Systemic Risk (2016, background): “In the last step (last tree on the right) the 5 banks (5,7,12,14,18), aggregated”
• Multiplex Interbank Networks and Systemic Importance: An Application to European Data (2016, neutral): “29For applications to interbank networks see: Craig and von Peter (2014) who propose an algorithm for the identification of the core set of banks based on the idea of intermediation and use it with German data, Fricke and Lux (2012) for the case of Italy, van Lelyveld and In’t Veld (2012) for the Ne”
• Finding the core: Network structure in interbank markets (2014, neutral): “Fricke and Lux [17] summarise the findings of the overnight interbank literature, and name explicitly the apparent scale-free distributions as the main finding.”
• The multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015, background): “[43] Daniel Fricke and Thomas Lux.”
• Mapping the UK interbank system. (2014, background): “Similar papers have been published using data from the US (Furfine, 2003; Bech and Atalay, 2008); Denmark (Bech and Rørdam, 2009); Germany (Bräuning and Fecht, 2012); Italy (Iori et al, 2008) and Norway (Akram and Christophersen, 2010).”
• Bank Networks: Contagion, Systemic Risk and Prudential Policy (2017, neutral): “See also Greenwald and Stiglitz (1986) and Mas-Colell et al.”
• Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015, background): “Furthermore, this hierarchical structure is highly persistent over time (Craig and von Peter, 2014; Fricke and Lux, 2015a).”