Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes

Karl Finger, Daniel Fricke, Thomas Lux. Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. Comput. Manag. Science, 10(2-3):187-211, 2013. [doi]

@article{FingerFL13,
  title = {Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes},
  author = {Karl Finger and Daniel Fricke and Thomas Lux},
  year = {2013},
  doi = {10.1007/s10287-013-0171-9},
  url = {https://doi.org/10.1007/s10287-013-0171-9},
  researchr = {https://researchr.org/publication/FingerFL13},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {10},
  number = {2-3},
  pages = {187-211},
}