68 citations · 125 across the 10 of their papers we have counts for
3 papers · 1 filter
Loan maturity aggregation in interbank lending networks obscures mesoscale structure and economic functions
Marnix Van Soom, Milan van den Heuvel, Jan Ryckebusch +1
Since the 2007-2009 financial crisis, substantial academic effort has been dedicated to improving our understanding of interbank lending networks (ILNs). Because of data limitation…
Discrete hierarchy of sizes and performances in the exchange-traded fund universe
Benjamin Vandermarliere, Jan Ryckebusch, Koen Schoors +2
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-p…
Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks
Benjamin Vandermarliere, Alexei Karas, Jan Ryckebusch +1
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specif…