16 citations · 19 across the 3 of their papers we have counts for
3 papers
q-fin.GN2012★ 16 cited
Loan and nonloan flows in the Australian interbank network
Andrey Sokolov, Rachel Webster, Andrew Melatos +1
High-value transactions between Australian banks are settled in the Reserve Bank Information and Transfer System (RITS) administered by the Reserve Bank of Australia. RITS operates…
q-fin.TR2010★ 1 cited
A note on the theory of fast money flow dynamics
Andrey Sokolov, Tien Kieu, Andrew Melatos
The gauge theory of arbitrage was introduced by Ilinski in [arXiv:hep-th/9710148] and applied to fast money flows in [arXiv:cond-mat/9902044]. The theory of fast money flow dynamic…
q-fin.GN2010★ 2 cited
Laplace transform analysis of a multiplicative asset transfer model
Andrey Sokolov, Andrew Melatos, Tien Kieu
We analyze a simple asset transfer model in which the transfer amount is a fixed fraction of the giver's wealth. The model is analyzed in a new way by Laplace transforming the…