2 papers
q-fin.GN2015
Interbank markets and multiplex networks: centrality measures and statistical null models
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante +2
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and link…
q-fin.GN2013
The multiplex structure of interbank networks
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante +2
The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bil…