We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small...

By exploiting a bipartite network representation of the relationships between mutual funds and portfolio holdings, we propose an indicator that we derive from the analysis of the network, labelled the Average Commonality Coefficient (ACC), which measures how frequently the assets in the fund...

Analyzing the topological properties of the network of shareholding relationships among the Euro Area banks we evaluate the relevance of a bank in the financial system respect to ownership and control of other banks. We find that the degree distribution of the European banking network displays...

Data, without a model, are just numbers. The analysis of networks in economics should take into account how economic agents react to exogenous shocks. In order to determine the centrality of a node in the global input-output network, we analyze the network through the lenses of an economic model...

This paper proposes a new methodology based on non-negative matrix factorization to detect communities and to identify Systemically Important Financial Institutions in the interbank network as well as within communities. The method is specifically designed for directed weighted networks and it...

The paper presents a new methodology, based on tensor decomposition, to map dynamic trade networks and to assess their strength on spreading economic fluctuations at different periods of time in Asia. Using the monthly merchandise import and export data across 33 Asian economies, together with...