The Topology of Danish Interbank Money Flows
Research output: Working paper › Research
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The Topology of Danish Interbank Money Flows. / Rørdam, Kirsten Bonde; Bech, Morten Linnemann.
Finance Research Unit, Department of Economics, University of Copenhagen, 2009.Research output: Working paper › Research
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TY - UNPB
T1 - The Topology of Danish Interbank Money Flows
AU - Rørdam, Kirsten Bonde
AU - Bech, Morten Linnemann
PY - 2009
Y1 - 2009
N2 - This paper presents the first topological analysis of Danish money market flows. We analyze the structure of two networks with different types of transactions. The first network is the money market network, which is driven by banks' behavior on the interbank market, the second is the network of customer driven transactions, which is driven by banks' customers' transactions demand. We show that the structure of these networks differ. This paper adds to the new and growing literature on network topological analysis of payment systems.
AB - This paper presents the first topological analysis of Danish money market flows. We analyze the structure of two networks with different types of transactions. The first network is the money market network, which is driven by banks' behavior on the interbank market, the second is the network of customer driven transactions, which is driven by banks' customers' transactions demand. We show that the structure of these networks differ. This paper adds to the new and growing literature on network topological analysis of payment systems.
KW - Faculty of Social Sciences
KW - netværk
KW - network
KW - payment system
KW - money market
M3 - Working paper
BT - The Topology of Danish Interbank Money Flows
PB - Finance Research Unit, Department of Economics, University of Copenhagen
ER -
ID: 9880000