Luu, Duc Thi; Lux, Thomas; Yanovski, Boyan - 2017 - Ver. March 28, 2017
We study the structural correlations in the Italian overnight money market over the period 1999-2010. We show that the … structural correlations vary across different versions of the network. Moreover, we employ different configuration models and … structural correlations. In particular, one of the main features of the observed network that remains unexplained is the …
