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Interlinkages and structural changes in crossborder liabilities : a network app...
Spelta, Alessandro; Araújo, TanyaWe study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension, from which a topological characterization could be conveniently carried out. Weighted and complete networks o...
The topology of cross-border exposures : beyond the minimal spanning tree approach
Spelta, Alessandro; Araújo, TanyaThe recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where crossborder financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes follow on the occurrence of stress events. Here, from series of interbank liabilities and claims over different time perio...
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