Fluctuations in interbank network dynamics

Detalhes bibliográficos
Autor(a) principal: Cajueiro, Daniel Oliveira
Data de Publicação: 2009
Outros Autores: Tabak, Benjamin Miranda, Andrade, Roberto Fernandes Silva
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFBA
Texto Completo: http://repositorio.ufba.br/ri/handle/ri/13333
Resumo: p. 1-4
id UFBA-2_4c3143d3658bd518fdccf9f3f5673769
oai_identifier_str oai:repositorio.ufba.br:ri/13333
network_acronym_str UFBA-2
network_name_str Repositório Institucional da UFBA
repository_id_str 1932
spelling Cajueiro, Daniel OliveiraTabak, Benjamin MirandaAndrade, Roberto Fernandes SilvaCajueiro, Daniel OliveiraTabak, Benjamin MirandaAndrade, Roberto Fernandes Silva2013-10-30T17:47:19Z2013-10-30T17:47:19Z20091539-3755http://repositorio.ufba.br/ri/handle/ri/13333v. 79, n. 3p. 1-4This work investigates the scaling properties of fluctuations in the flux of individual agents with respect to their average flux in an interbank network. The analyzed data provide information on daily values of fiasset, the credit provided by bank i in the interbank network, and filiab, the credit received by bank i from the other banks of the network. The investigation focuses on the scaling properties of the fluctuations in the raw data fiasset, filiab, and fR,iext(t)=fiasset−filiab, as well as on similar properties internal and external fluctuations fiint and fiext, which are derived according to a recently proposed methodology [ M. Argollo de Menezes and A. L. Barabasi Phys. Rev. Lett. 93 068701 (2004)]. Finally, a “rolling sampling” approach is introduced in order to deal with the nonstationarity of the fluxes. The results suggest that exponents are time varying, hinting that the considered interbank network is changing with time.Submitted by Suelen Reis (suziy.ellen@gmail.com) on 2013-10-15T17:12:02Z No. of bitstreams: 1 PhysRevE.79.037101-1.pdf: 133869 bytes, checksum: 8836226516f57d46645a819afd666af2 (MD5)Approved for entry into archive by Rodrigo Meirelles (rodrigomei@ufba.br) on 2013-10-30T17:47:19Z (GMT) No. of bitstreams: 1 PhysRevE.79.037101-1.pdf: 133869 bytes, checksum: 8836226516f57d46645a819afd666af2 (MD5)Made available in DSpace on 2013-10-30T17:47:19Z (GMT). No. of bitstreams: 1 PhysRevE.79.037101-1.pdf: 133869 bytes, checksum: 8836226516f57d46645a819afd666af2 (MD5) Previous issue date: 2009http://dx.doi.org/10.1103/PhysRevE.79.037101reponame:Repositório Institucional da UFBAinstname:Universidade Federal da Bahia (UFBA)instacron:UFBAFluctuations in interbank network dynamicsPhysical Review Einfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleenginfo:eu-repo/semantics/openAccessLICENSElicense.txtlicense.txttext/plain1365https://repositorio.ufba.br/bitstream/ri/13333/2/license.txt5371a150bdc863f78dcf39281543bd86MD52ORIGINALPhysRevE.79.037101-1.pdfPhysRevE.79.037101-1.pdfapplication/pdf133869https://repositorio.ufba.br/bitstream/ri/13333/1/PhysRevE.79.037101-1.pdf8836226516f57d46645a819afd666af2MD51TEXTPhysRevE.79.037101-1.pdf.txtPhysRevE.79.037101-1.pdf.txtExtracted texttext/plain20538https://repositorio.ufba.br/bitstream/ri/13333/3/PhysRevE.79.037101-1.pdf.txt343c92fc3fe9be750bbb396a878229b6MD53ri/133332022-07-05 14:03:09.403oai:repositorio.ufba.br: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Repositório InstitucionalPUBhttp://192.188.11.11:8080/oai/requestopendoar:19322022-07-05T17:03:09Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)false
dc.title.pt_BR.fl_str_mv Fluctuations in interbank network dynamics
dc.title.alternative.pt_BR.fl_str_mv Physical Review E
title Fluctuations in interbank network dynamics
spellingShingle Fluctuations in interbank network dynamics
Cajueiro, Daniel Oliveira
title_short Fluctuations in interbank network dynamics
title_full Fluctuations in interbank network dynamics
title_fullStr Fluctuations in interbank network dynamics
title_full_unstemmed Fluctuations in interbank network dynamics
title_sort Fluctuations in interbank network dynamics
author Cajueiro, Daniel Oliveira
author_facet Cajueiro, Daniel Oliveira
Tabak, Benjamin Miranda
Andrade, Roberto Fernandes Silva
author_role author
author2 Tabak, Benjamin Miranda
Andrade, Roberto Fernandes Silva
author2_role author
author
dc.contributor.author.fl_str_mv Cajueiro, Daniel Oliveira
Tabak, Benjamin Miranda
Andrade, Roberto Fernandes Silva
Cajueiro, Daniel Oliveira
Tabak, Benjamin Miranda
Andrade, Roberto Fernandes Silva
description p. 1-4
publishDate 2009
dc.date.issued.fl_str_mv 2009
dc.date.accessioned.fl_str_mv 2013-10-30T17:47:19Z
dc.date.available.fl_str_mv 2013-10-30T17:47:19Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://repositorio.ufba.br/ri/handle/ri/13333
dc.identifier.issn.none.fl_str_mv 1539-3755
dc.identifier.number.pt_BR.fl_str_mv v. 79, n. 3
identifier_str_mv 1539-3755
v. 79, n. 3
url http://repositorio.ufba.br/ri/handle/ri/13333
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://dx.doi.org/10.1103/PhysRevE.79.037101
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFBA
instname:Universidade Federal da Bahia (UFBA)
instacron:UFBA
instname_str Universidade Federal da Bahia (UFBA)
instacron_str UFBA
institution UFBA
reponame_str Repositório Institucional da UFBA
collection Repositório Institucional da UFBA
bitstream.url.fl_str_mv https://repositorio.ufba.br/bitstream/ri/13333/2/license.txt
https://repositorio.ufba.br/bitstream/ri/13333/1/PhysRevE.79.037101-1.pdf
https://repositorio.ufba.br/bitstream/ri/13333/3/PhysRevE.79.037101-1.pdf.txt
bitstream.checksum.fl_str_mv 5371a150bdc863f78dcf39281543bd86
8836226516f57d46645a819afd666af2
343c92fc3fe9be750bbb396a878229b6
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
MD5
repository.name.fl_str_mv Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)
repository.mail.fl_str_mv
_version_ 1808459462903595008

Registros relacionados