A Network Analysis of the Italian Overnight Money Market

Giulia Iori (), Giulia de Masi (), Ovidiu Precup (), Giampaolo Gabbi () and Guido Caldarelli ()
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Giulia de Masi: University of l’Aquila
Ovidiu Precup: King’s College London
Guido Caldarelli: University of “La Sapienza”

No 05/05, City University Economics Discussion Papers from Department of Economics, City University, London

Abstract: The objective of this paper is to analyze, by employing methods of statistical mechanics of complex networks, the network topology of the Italian segment of the European overnight money market. We investigate differences in the activities of banks of different size and the evolution of their connectivity structure over the maintenance period. The main objectives are to understand potential implications of current institutional arrangements on the stability of the banking system and to assess the efficiency of the interbank market in terms of absence of speculative and preferential trading relationships.

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Date: 2005-07-27
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Forthcoming in Journal of Economic Dynamics and Control, 2007.

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Journal Article: A network analysis of the Italian overnight money market (2008)
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