Discovering the Core of the Russian Interbank Market

Marije Sluiskes
This paper investigates to what extent the structure of the Russian interbank market over the period 1998-2004 can be described by applying the core-periphery model as defined by Craig and von Peter (2014), using a greedy algorithm. It finds that the fit is significant, although the error score of 54 percent is relatively high compared to earlier studies which applied this core-periphery model to more mature interbank markets. Additionally, this paper finds that the fit...
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