The role of banks in the Brazilian interbank market: Does bank type matter?

Daniel Cajueiro and Benjamin Tabak

Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, issue 27, 6825-6836

Abstract: This paper analyzes the Brazilian interbank network structure using a complex network-based approach. Results suggest a weak evidence of community structure, high heterogeneity of the network and that this market is characterized by money centers having exposures to many banks. Furthermore, we go beyond the structure of the network using information about the characteristics of the nodes and a non-parametric test in order to understand the role of the banks in the interbanking market.

Keywords: Banking; Complex networks; Network theory; Interbank market; Econophysics (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (62)

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Working Paper: The role of banks in the Brazilian Interbank Market: Does bank type matter? (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:387:y:2008:i:27:p:6825-6836

DOI: 10.1016/j.physa.2008.08.031

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