European Banking Union structures and dynamics
This article begins with an analysis of banking flows in the euro zone, through a complex network, from 2006 to 2020. This analysis allows us to observe the topology of the network through different phases of the business cycle. It is obtained that there is greater fragmentation in the network that...
| Author: | |
|---|---|
| Format: | Article |
| Publication date: | 2023 |
| Country: | España |
| Institution: | Universidad Complutense de Madrid (UCM) |
| Repository: | Docta Complutense |
| Language: | English |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/114597 |
| Online Access: | https://hdl.handle.net/20.500.14352/114597 |
| Access Level: | Open access |
| Keyword: | G01 G15 G21 G28 C63 C6 complex network systemic risk bank integration bank flows Bancos y cajas 5302 Econometría |
| _version_ | 1878735293285138432 |
|---|---|
| author | Fernández Fernández, José Alejandro |
| author_browse | Fernández Fernández, José Alejandro |
| author_facet | Fernández Fernández, José Alejandro |
| author_role | author |
| collection | Docta Complutense |
| description | This article begins with an analysis of banking flows in the euro zone, through a complex network, from 2006 to 2020. This analysis allows us to observe the topology of the network through different phases of the business cycle. It is obtained that there is greater fragmentation in the network that increases in three stages, with turning points in crises. In turn, the topological structure is less random and presents more capitalized subnetworks with less risk. As for the nodes of the network, Germany gives up the position of centrality in favor of France. The determinants of the links in the network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure, respectively, and productivity as economic variable. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | ES_79dc497fc2a8a9be359eae53d05ab62a |
| institution | Universidad Complutense de Madrid (UCM) |
| instname_str | Universidad Complutense de Madrid (UCM) |
| language | eng |
| network_acronym_str | ES |
| network_name_str | España |
| oai_identifier_str | oai:docta.ucm.es:20.500.14352/114597 |
| publishDate | 2023 |
| publishDateSort | 2023 |
| publisher | Taylor Francis |
| publisherStr | Taylor Francis |
| reponame_str | Docta Complutense |
| spelling | European Banking Union structures and dynamics Fernández Fernández, José Alejandro G01 G15 G21 G28 C63 C6 complex network systemic risk bank integration bank flows Bancos y cajas 5302 Econometría This article begins with an analysis of banking flows in the euro zone, through a complex network, from 2006 to 2020. This analysis allows us to observe the topology of the network through different phases of the business cycle. It is obtained that there is greater fragmentation in the network that increases in three stages, with turning points in crises. In turn, the topological structure is less random and presents more capitalized subnetworks with less risk. As for the nodes of the network, Germany gives up the position of centrality in favor of France. The determinants of the links in the network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure, respectively, and productivity as economic variable. Taylor Francis https://hdl.handle.net/20.500.14352/114597 |
| spellingShingle | European Banking Union structures and dynamics Fernández Fernández, José Alejandro G01 G15 G21 G28 C63 C6 complex network systemic risk bank integration bank flows Bancos y cajas 5302 Econometría |
| title | European Banking Union structures and dynamics |
| title_full | European Banking Union structures and dynamics |
| title_fullStr | European Banking Union structures and dynamics |
| title_full_unstemmed | European Banking Union structures and dynamics |
| title_short | European Banking Union structures and dynamics |
| title_sort | European Banking Union structures and dynamics |
| topic | G01 G15 G21 G28 C63 C6 complex network systemic risk bank integration bank flows Bancos y cajas 5302 Econometría |
| topic_facet | G01 G15 G21 G28 C63 C6 complex network systemic risk bank integration bank flows Bancos y cajas 5302 Econometría |
| url | https://hdl.handle.net/20.500.14352/114597 |