The Topology of Danish Interbank Money Flows

Publikation: Working paperForskning

Dokumenter

  • 200901

    Forlagets udgivne version, 683 KB, PDF-dokument

  • Kirsten Bonde Rørdam
  • Morten Linnemann Bech
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.
OriginalsprogEngelsk
UdgiverFinance Research Unit, Department of Economics, University of Copenhagen
Antal sider21
StatusUdgivet - 2009

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