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A Network Analysis of the Italian Overnight Money Market
2005
Social Science Research Network
The objective of this paper is to analyse the network topology of the Italian segment of the European overnight money market through methods of statistical mechanics applied to complex networks. We investigate differences in the activities of banks of different sizes and the evolution of their connectivity structure over the maintenance period. The main purpose of the analysis is to establish the potential implications of the current institutional arrangements on the stability of the banking
doi:10.2139/ssrn.841607
fatcat:hexl7kbujzeadkzvj4fhvfnceq