Argentina | Topología de la red del mercado interbancario argentino

Argentina | Network Topology of the Argentine Interbank Money Market

Federico Forte

No 20/08, Working Papers from BBVA Bank, Economic Research Department

Abstract: This paper provides an empirical network analysis of the Argentine interbank money market (known as call market). Based on 314,188 unsecured overnight loans settled between 2003 and 2017, its main topological features are examined, applying graph theory methods. This paper provides an empirical network analysis of the Argentine interbank money market (known as call market). Based on 314,188 unsecured overnight loans settled between 2003 and 2017, its main topological features are examined, applying graph theory methods.

Keywords: financial markets; mercados financieros; Argentina; Argentina; Central Banks; Bancos Centrales; Financial Markets; Mercados Financieros; Working Papers; Documento de Trabajo (search for similar items in EconPapers)
JEL-codes: D85 G21 G28 (search for similar items in EconPapers)
Date: 2020-05
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Persistent link: https://EconPapers.repec.org/RePEc:bbv:wpaper:2008

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