The topology of interbank payment flows
The topology of interbank payment flows
复制标题
DOI:
10.1016/j.physa.2006.11.093
复制
发表时间:
2007-06-01
影响因子:
3.3
通讯作者:
Beyeler, Walter E.
中科院分区:
文献类型:
--
作者:
Soramaki, Kimmo;Bech, Morten L.;Beyeler, Walter E.
We explore the network topology of the interbank payments transferred between commercial banks over the Fedwire (R) Funds Service. We find that the network has both a low average path length and low connectivity. The network includes a tightly connected core of banks to which most other banks connect. The degree distribution is scale free over a substantial range. We find that the properties of the network changed considerably in the immediate aftermath of the events of September 11, 2001. (c) 2007 Published by Elsevier B.V.