Finger, Karl; Fricke, Daniel; Lux, Thomas - In: Computational Management Science 10 (2013) 2, pp. 187-211
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...