Self-similarity of banking network

Hajime Inaoka, Hideki Takayasu, Tokiko Shimizu, Takuto Ninomiya and Ken Taniguchi

Physica A: Statistical Mechanics and its Applications, 2004, vol. 339, issue 3, 621-634

Abstract: We analyzed a network structure formed by monetary transactions between financial institutions. We present a procedure to extract a network structure from a set of records of transactions. The extracted network has self-similarity described by a power-law degree distribution. We also introduce a propagation function to describe the self-similarity. A model of network formation based on a mean-field type interaction is proposed to reproduce the self-similarity of the network.

Keywords: Banking; Network; Mean-field (search for similar items in EconPapers)
Date: 2004
References: View complete reference list from CitEc
Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:339:y:2004:i:3:p:621-634

DOI: 10.1016/j.physa.2004.03.011

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