14-098/II - The Formation of a Core Periphery Structure in Heterogeneous Financial Networks
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AuthorsDaan in 't Veld, University of Amsterdam, the Netherlands; Marco van der Leij, University of Amsterdam, De Nederlandsche Bank, the Netherlands; Cars Hommes, University of Amsterdam, the Netherlands
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Publication dateJuly 28, 2014
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Keywordsfinancial networks, core periphery structure, network formation models, over-the-counter markets, interbank market
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JELD85, G21, L14