Does the heterogeneity in the local constraints predominantly determine structural correlations in the Italian overnight money market?
Year of publication: |
February 4, 2017
|
---|---|
Authors: | Luu, Duc Thi ; Yanovski, Boyan ; Lux, Thomas |
Published in: |
Empirical applications of network and random matrix theories to economic and financial complex systems. - Kiel. - 2017, p. 8-101
|
Subject: | Geldmarkt | Money market | Netzwerk | Network | Korrelation | Correlation | Komplexe Systeme | Complex systems | Theorie | Theory | Italien | Italy | 1999-2010 |
-
An approach to identify patterns in structural similarities in financial networks
Luu, Duc Thi, (2017)
-
Luu, Duc Thi, (2017)
-
Thi, Luu Duc, (2019)
- More ...
-
An analysis of systemic risk in worldwide economic sentiment indices
Luu, Duc Thi, (2017)
-
Luu, Duc Thi, (2017)
-
An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi, (2018)
- More ...