Browsing UJI: Investigación by Author "789b1f84-4f5b-4625-84cd-fdd8e0b7c3a5"
Now showing items 1-4 of 4
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Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Fricke, Daniel; Lux, Thomas 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 ... -
Network Approaches to Interbank Markets: Foreword (Editorial)
Alfarano, Simone; Fricke, Daniel; Lux, Thomas; Raddant, Matthias Springer US (2016-06) -
On the distribution of links in the interbank network: evidence from the e-MID overnight money market
Fricke, Daniel; Lux, Thomas Springer Berlin Heidelberg (2015)Previous literature on statistical properties of interbank networks has reported various power-laws, particularly for the degree distribution (i.e., the distribution of credit links between institutions). In this paper, ... -
The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas Springer (2015-04)We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the ...