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

被引：59

作者：

Cajueiro, Daniel O. ^{[2
]}

Tabak, Benjamin M. ^{[1
,3
]}

机构：

[1] Banco Cent Brasil, BR-70074900 Brasilia, DF, Brazil

[2] Univ Brasilia, Dept Econ, BR-70910900 Brasilia, DF, Brazil

[3] Univ Catolica Brasilia, Brasilia, DF, Brazil

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2008年 / 387卷 / 27期

关键词：

Banking; Complex networks; Network theory; Interbank market; Econophysics;

D O I：

10.1016/j.physa.2008.08.031

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：6825 / 6836

页数：12

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