Table of Contents Author Guidelines Submit a Manuscript
Discrete Dynamics in Nature and Society
Volume 2018 (2018), Article ID 9565896, 7 pages
https://doi.org/10.1155/2018/9565896
Research Article

Co-Loan Network of Chinese Banking System Based on Listed Companies’ Loan Data

1School of Economics and Management, Southeast University, Nanjing 211189, China
2School of Finance, Nanjing University of Finance and Economics, Nanjing 210023, China

Correspondence should be addressed to Liang Li; moc.621@62uesgnailil

Received 6 December 2017; Accepted 11 February 2018; Published 11 March 2018

Academic Editor: Ricardo López-Ruiz

Copyright © 2018 Liang Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Linked References

  1. M. Boss, H. Elsinger, M. Summer, and S. Thurner, “Network topology of the interbank market,” Quantitative Finance, vol. 4, no. 6, pp. 677–684, 2004. View at Publisher · View at Google Scholar · View at Scopus
  2. H. Inaoka, H. Takayasu, T. Shimizu, T. Ninomiya, and K. Taniguchi, “Self-similarity of banking network,” Physica A: Statistical Mechanics and its Applications, vol. 339, no. 3-4, pp. 621–634, 2004. View at Publisher · View at Google Scholar · View at Scopus
  3. G. De Masi, G. Iori, and G. Caldarelli, “Fitness model for the Italian interbank money market,” Physical Review E: Statistical, Nonlinear, and Soft Matter Physics, vol. 74, no. 6, Article ID 066112, 2006. View at Publisher · View at Google Scholar · View at Scopus
  4. K. Soramäki, M. L. Bech, J. Arnold, R. J. Glass, and W. E. Beyeler, “The topology of interbank payment flows,” Physica A: Statistical Mechanics and its Applications, vol. 379, no. 1, pp. 317–333, 2007. View at Publisher · View at Google Scholar · View at Scopus
  5. F. Blasques, F. Bräuning, I. V. Lelyveld, and F. Bräuning, “A dynamic network model of the unsecured interbank lending market (No. 460),” Tech. Rep., Netherlands Central Bank, Research Department, 2015. View at Google Scholar
  6. A. Bubna, S. R. Das, and N. Prabhala, Venture capital communities, 2012.
  7. L. Y. Gong, D. W. Mao, and J. H. Zhang, “Study of bank competition based on complex networks,” Soft Sciences, vol. 26, no. 6, pp. 105–110, 2012. View at Google Scholar
  8. M. Elliott, B. Golub, and M. O. Jackson, “Financial networks and contagion,” American Economic Review, vol. 104, no. 10, pp. 3115–3153, 2014. View at Publisher · View at Google Scholar · View at Scopus
  9. M. A. Hernandez, H. Ho, G. Koutrika et al., Unleashing the power of public data for financial risk measurement, regulation, and governance, 2010.
  10. J. Gathergood and J. Weber, “Self-control, financial literacy & the co-holding puzzle,” Journal of Economic Behavior & Organization, vol. 107, pp. 455–469, 2014. View at Publisher · View at Google Scholar · View at Scopus
  11. D. Burdick, M. Hernández, H. Ho et al., Extracting, linking and integrating data from public sources: A financial case study, 2015.
  12. T. Lux, On the distribution of links in financial networks: Structural heterogeneity and functional form (No. 2017-05), Economics Working Paper, Christian-Albrechts-Universität Kiel, Department of Economics, 2017.
  13. S. Li, J. He, and Y. Zhuang, “A network model of the interbank market,” Physica A: Statistical Mechanics and its Applications, vol. 389, no. 24, pp. 5587–5593, 2010. View at Publisher · View at Google Scholar · View at Scopus
  14. D. Fricke, K. Finger, and T. Lux, On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks (No. 1830), Kiel Working Paper, 2013.
  15. T. Lux, “Emergence of a core-periphery structure in a simple dynamic model of the interbank market,” Journal of Economic Dynamics & Control, vol. 52, pp. A11–A23, 2015. View at Publisher · View at Google Scholar · View at MathSciNet
  16. C.-P. Georg, “The effect of the interbank network structure on contagion and common shocks,” Journal of Banking & Finance, vol. 37, no. 7, pp. 2216–2228, 2013. View at Publisher · View at Google Scholar · View at Scopus
  17. B. Craig and G. Von Peter, “Interbank tiering and money center banks,” Journal of Financial Intermediation, vol. 23, no. 3, pp. 322–347, 2014. View at Publisher · View at Google Scholar · View at Scopus
  18. K. Anand, B. Craig, and G. V. Peter, “Filling in the blanks: network structure and interbank contagion,” Quantitative Finance, vol. 15, no. 4, pp. 625–636, 2015. View at Publisher · View at Google Scholar · View at MathSciNet
  19. J. C. González-Avella, V. H. De Quadros, and J. R. Iglesias, “Network topology and interbank credit risk,” Chaos, Solitons & Fractals, vol. 88, pp. 235–243, 2016. View at Publisher · View at Google Scholar · View at Scopus
  20. L. Bargigli, M. Gallegati, L. Riccetti, and A. Russo, “Network analysis and calibration of the "leveraged network-based financial accelerator",” Journal of Economic Behavior & Organization, vol. 99, pp. 109–125, 2014. View at Publisher · View at Google Scholar · View at Scopus