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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2012
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/4568 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/4568 |