Interlinkages and structural changes in crossborder liabilities : a network approach.
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 dimens...
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| Format: | workingPaper |
| Language: | eng |
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2012
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| Online Access: | http://hdl.handle.net/10400.5/4568 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/4568 |