-
2
-
-
34548009470
-
-
European Central Bank, TARGET Annual Report 2005, European Central Bank, Frankfurt am Main, 2006, ISSN 1725-4876.
-
-
-
-
3
-
-
34548033388
-
-
Federal Reserve Board, Peak and average daylight overdrafts of depository institutions and related fees, Download on Feb. 17 2007 from 〈http://www.federalreserve.gov/paymentsystems/psr/dlod.htm〉.
-
-
-
-
4
-
-
34548011828
-
-
M.L. Bech, K. Soramäki, Gridlock resolution and bank failures in interbank payment systems" in Leinonen, H. (Ed.), Liquidity, Risks, and Speed in Payment and Settlement Systems-A Simulation Approach, Bank of Finland Studies, 2005, ISBN952-462-194-0, pp 149-177.
-
-
-
-
5
-
-
34548022741
-
-
Leinonen, H. (Ed.), Liquidity, Risks, and Speed in Payment and Settlement Systems-A Simulation Approach, Bank of Finland Studies, 2005, ISBN952-462-194-0.
-
-
-
-
6
-
-
33947407621
-
The topology of interbank payment flows
-
Soramäki K., Bech M.L., Arnold J., Glass R.J., and Beyeler W.E. The topology of interbank payment flows. Physica A 379 1 (2007) 317-333
-
(2007)
Physica A
, vol.379
, Issue.1
, pp. 317-333
-
-
Soramäki, K.1
Bech, M.L.2
Arnold, J.3
Glass, R.J.4
Beyeler, W.E.5
-
7
-
-
34548043385
-
-
H. Inaoka, T. Ninomiya, K. Taniguchi, T. Shimizu, H. Takayasu, 2004. Fractal Network derived from banking transaction-An analysis of network structures formed by financial institutions", Bank of Japan Working Papers no. 04-E-04, 2004.
-
-
-
-
8
-
-
0034507654
-
Evolutionary financial market models
-
Ponzi A., and Aizawa Y. Evolutionary financial market models. Physica A 287 (2000) 507-523
-
(2000)
Physica A
, vol.287
, pp. 507-523
-
-
Ponzi, A.1
Aizawa, Y.2
-
9
-
-
0041906248
-
Transmission of information and herd behavior: an application to financial markets
-
Eguíluz V., and Zimmermann M.G. Transmission of information and herd behavior: an application to financial markets. Phys. Rev. Lett. 85 26 (2000) 5659-5662
-
(2000)
Phys. Rev. Lett.
, vol.85
, Issue.26
, pp. 5659-5662
-
-
Eguíluz, V.1
Zimmermann, M.G.2
-
10
-
-
0242383125
-
Bubbles, crashes, and intermittency in agent based market models
-
Giardina I., and Bouchaud J.-P. Bubbles, crashes, and intermittency in agent based market models. Eur. Phys. J. B 31 (2003) 421-437
-
(2003)
Eur. Phys. J. B
, vol.31
, pp. 421-437
-
-
Giardina, I.1
Bouchaud, J.-P.2
-
11
-
-
0041806497
-
Herd formation and information transmission in a population: non-universal behavior
-
Zheng D.F., Hui P.M., Yip K.F., and Johnson N.F. Herd formation and information transmission in a population: non-universal behavior. Eur. Phys. J. B 27 (2002) 213-218
-
(2002)
Eur. Phys. J. B
, vol.27
, pp. 213-218
-
-
Zheng, D.F.1
Hui, P.M.2
Yip, K.F.3
Johnson, N.F.4
-
12
-
-
0038223557
-
Supply chain networks and electronic commerce: a theoretical perspective
-
Nagurney A., Loo J., Dong J., and Zhang D. Supply chain networks and electronic commerce: a theoretical perspective. Netnomics 4 (2002) 187-220
-
(2002)
Netnomics
, vol.4
, pp. 187-220
-
-
Nagurney, A.1
Loo, J.2
Dong, J.3
Zhang, D.4
-
13
-
-
0036863374
-
Dynamics of supply chains: a multilevel (logistical/informational/financial) network perspective
-
Nagurney A., Cruz K.K., Cruz J., Hancock K., and Southworth F. Dynamics of supply chains: a multilevel (logistical/informational/financial) network perspective. Environ. Plann. B 29 (2002) 795-818
-
(2002)
Environ. Plann. B
, vol.29
, pp. 795-818
-
-
Nagurney, A.1
Cruz, K.K.2
Cruz, J.3
Hancock, K.4
Southworth, F.5
-
14
-
-
33744469035
-
The evolution and emergence of intergrated social and financial networks with electronic transactions: a dynamic supernetwork theory for the modeling, analysis, and computation of financial flows and relationship levels
-
Nagurney A., Wakolbinger T., and Zhao L. The evolution and emergence of intergrated social and financial networks with electronic transactions: a dynamic supernetwork theory for the modeling, analysis, and computation of financial flows and relationship levels. Comput. Econ. 27 (2006) 353-393
-
(2006)
Comput. Econ.
, vol.27
, pp. 353-393
-
-
Nagurney, A.1
Wakolbinger, T.2
Zhao, L.3
-
15
-
-
3142546363
-
Dynamics of international financial networks with risk management
-
Nagurney A., and Cruz J. Dynamics of international financial networks with risk management. Quant. Finance 4 (2004) 279-291
-
(2004)
Quant. Finance
, vol.4
, pp. 279-291
-
-
Nagurney, A.1
Cruz, J.2
-
16
-
-
24144476918
-
Multitiered supply chain networks: multicriteria decision-making under uncertainty
-
Dong J., Zhang D., Yan H., and Nagurney A. Multitiered supply chain networks: multicriteria decision-making under uncertainty. Ann. Oper. Res. 135 (2005) 155-178
-
(2005)
Ann. Oper. Res.
, vol.135
, pp. 155-178
-
-
Dong, J.1
Zhang, D.2
Yan, H.3
Nagurney, A.4
-
17
-
-
0028439012
-
Stability, queue length, and delay of deterministic and stochastic queuing networks
-
Chang C.-S. Stability, queue length, and delay of deterministic and stochastic queuing networks. IEEE Trans. Autom. Control 39 5 (1994) 913-931
-
(1994)
IEEE Trans. Autom. Control
, vol.39
, Issue.5
, pp. 913-931
-
-
Chang, C.-S.1
-
18
-
-
0030282807
-
An algorithm for multistage dynamic networks with random arc capacities with an application to dynamic fleet management
-
Cheung R.K., and Powell W.B. An algorithm for multistage dynamic networks with random arc capacities with an application to dynamic fleet management. Oper. Res. 44 6 (1996) 951-963
-
(1996)
Oper. Res.
, vol.44
, Issue.6
, pp. 951-963
-
-
Cheung, R.K.1
Powell, W.B.2
-
19
-
-
5844290410
-
Self-organized criticality: an explanation of 1/f noise
-
Bak P., Tang C., and Wiesenfeld K. Self-organized criticality: an explanation of 1/f noise. Phys. Rev. Lett. 59 4 (1987) 381-384
-
(1987)
Phys. Rev. Lett.
, vol.59
, Issue.4
, pp. 381-384
-
-
Bak, P.1
Tang, C.2
Wiesenfeld, K.3
-
20
-
-
0000361214
-
Disturbances in a power transmission system
-
Sachtjen M.L., Carrerras B.A., and Lynch V.E. Disturbances in a power transmission system. Phys. Rev. E 61 5 (2000) 4877-4882
-
(2000)
Phys. Rev. E
, vol.61
, Issue.5
, pp. 4877-4882
-
-
Sachtjen, M.L.1
Carrerras, B.A.2
Lynch, V.E.3
-
21
-
-
0035823152
-
Zipf distribution of U.S. firm sizes
-
Axtell R. Zipf distribution of U.S. firm sizes. Science 293 (2001) 1818-1820
-
(2001)
Science
, vol.293
, pp. 1818-1820
-
-
Axtell, R.1
-
22
-
-
0032482432
-
Collective dynamics of small-world networks
-
Watts D.J., and Strogatz S.H. Collective dynamics of small-world networks. Nature 393 (1998) 440-442
-
(1998)
Nature
, vol.393
, pp. 440-442
-
-
Watts, D.J.1
Strogatz, S.H.2
-
24
-
-
0038662520
-
The intraday liquidity management game
-
Bech M.L., and Garratt R. The intraday liquidity management game. J. Econ. Theory 109 2 (2003) 198-219
-
(2003)
J. Econ. Theory
, vol.109
, Issue.2
, pp. 198-219
-
-
Bech, M.L.1
Garratt, R.2
-
25
-
-
0003618624
-
-
Springer Science, Business Media, Inc., New York
-
Brémaud P. Markov Chains, Gibbs Fields, Monte Carlo Simulation, and Queues (1999), Springer Science, Business Media, Inc., New York
-
(1999)
Markov Chains, Gibbs Fields, Monte Carlo Simulation, and Queues
-
-
Brémaud, P.1
-
26
-
-
0038214152
-
Statistical mechanics of money
-
Drǎgulescu A., and Yakovenko V.M. Statistical mechanics of money. Eur. Phys. J. B 17 4 (2000) 723-729
-
(2000)
Eur. Phys. J. B
, vol.17
, Issue.4
, pp. 723-729
-
-
Drǎgulescu, A.1
Yakovenko, V.M.2
-
27
-
-
0038483826
-
Emergence of scaling in random networks
-
Barabási A.-L., and Albert R. Emergence of scaling in random networks. Science 286 (1999) 509-512
-
(1999)
Science
, vol.286
, pp. 509-512
-
-
Barabási, A.-L.1
Albert, R.2
|