Analysis of the Global Banking Network by Random Matrix Theory

Analysis of the Global Banking Network by Random Matrix Theory

Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot of attention. In this paper, we analyze the global banking network via the method of Random Matrix Theory. By applying that method on a cross border lending network, it is shown that while the connectiv...

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Bibliographic Details
Main Authors: Ali Namaki, Reza Raei, Jamshid Ardalankia, Leila Hedayatifar, Ali Hosseiny, Emmanuel Haven, G. Reza Jafari
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-01-01
Series:Frontiers in Physics
Subjects:
global banking network
complex systems
random matrix theory
financial contagion
collective behavior
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2020.586561/full

Internet

https://www.frontiersin.org/articles/10.3389/fphy.2020.586561/full

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