Vandermarliere, Benjamin; Karas, Alexei; Ryckebusch, Jan; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 443-457
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over August 1998–October 2004. Specifically, we examine the distributions of (un)directed (un)weighted degree, nodal attributes (bank assets,...