Listar Departament: Economia por fuente "Computational Economics, 2015, vol. 45, núm. 3"
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Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Springer US (2015-03)We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December 2010. In order to shed light on the hierarchical structure of the ...