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1 Ergebnisse
1
Structural Correlations in the Italian Overnight Money Mark..:
Duc Luu
;
Thomas Lux
;
Boyan Yanovski
https://dx.doi.org/10.3390/e19060259. , 2017
Link:
https://doi.org/10.3390/e19060259
RT Journal T1
Structural Correlations in the Italian Overnight Money Market: An Analysis Based on Network Configuration Models
UL https://suche.suub.uni-bremen.de/peid=base-ftmdpi:oai:mdpi.com:_1099-4300_19_6_259_&Exemplar=1&LAN=DE A1 Duc Luu A1 Thomas Lux A1 Boyan Yanovski PB Multidisciplinary Digital Publishing Institute YR 2017 K1 interbank network K1 structural correlations K1 clustering coefficients K1 configuration models K1 network reconstruction JF https://dx.doi.org/10.3390/e19060259 LK http://dx.doi.org/https://doi.org/10.3390/e19060259 DO https://doi.org/10.3390/e19060259 SF ELIB - SuUB Bremen
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