The Topology of Danish Interbank Money Flows

Research output: Working paperResearch

Standard

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 paperResearch

Harvard

Rørdam, KB & Bech, ML 2009 'The Topology of Danish Interbank Money Flows' Finance Research Unit, Department of Economics, University of Copenhagen.

APA

Rørdam, K. B., & Bech, M. L. (2009). The Topology of Danish Interbank Money Flows. Finance Research Unit, Department of Economics, University of Copenhagen.

Vancouver

Rørdam KB, Bech ML. The Topology of Danish Interbank Money Flows. Finance Research Unit, Department of Economics, University of Copenhagen. 2009.

Author

Rørdam, Kirsten Bonde ; Bech, Morten Linnemann. / The Topology of Danish Interbank Money Flows. Finance Research Unit, Department of Economics, University of Copenhagen, 2009.

Bibtex

@techreport{9e7f9f80e7af11ddbf70000ea68e967b,
title = "The Topology of Danish Interbank Money Flows",
abstract = "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.",
keywords = "Faculty of Social Sciences, netv{\ae}rk, network, payment system, money market",
author = "R{\o}rdam, {Kirsten Bonde} and Bech, {Morten Linnemann}",
year = "2009",
language = "English",
publisher = "Finance Research Unit, Department of Economics, University of Copenhagen",
type = "WorkingPaper",
institution = "Finance Research Unit, Department of Economics, University of Copenhagen",

}

RIS

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