{"id":"https://openalex.org/W2006451603","doi":"https://doi.org/10.1007/s10287-013-0171-9","title":"Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes","display_name":"Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes","publication_year":2013,"publication_date":"2013-04-30","ids":{"openalex":"https://openalex.org/W2006451603","doi":"https://doi.org/10.1007/s10287-013-0171-9","mag":"2006451603"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-013-0171-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-013-0171-9","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5067356198","display_name":"Karl Finger","orcid":null},"institutions":[{"id":"https://openalex.org/I32021983","display_name":"Kiel University","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Karl Finger","raw_affiliation_strings":["Institute for Quantitative Business and Economics Research (QBER), University of Kiel, Heinrich-Hecht-Platz 9, 24118 , Kiel, Germany","UNIVERSITY OF KIEL"],"affiliations":[{"raw_affiliation_string":"Institute for Quantitative Business and Economics Research (QBER), University of Kiel, Heinrich-Hecht-Platz 9, 24118 , Kiel, Germany","institution_ids":[]},{"raw_affiliation_string":"UNIVERSITY OF KIEL","institution_ids":["https://openalex.org/I32021983"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5043588483","display_name":"Daniel Fricke","orcid":null},"institutions":[{"id":"https://openalex.org/I1308524038","display_name":"Kiel Institute for the World Economy","ror":"https://ror.org/032yym934","country_code":"DE","type":"facility","lineage":["https://openalex.org/I1308524038","https://openalex.org/I315704651"]},{"id":"https://openalex.org/I32021983","display_name":"Kiel University","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Daniel Fricke","raw_affiliation_strings":["Department of Economics, University of Kiel, Olshausenstr. 40, 24118 , Kiel, Germany","Kiel Institute for the World Economy, Hindenburgufer 66, 24105 , Kiel, Germany","University of Kiel","Kiel Institute for the World Economy"],"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Kiel, Olshausenstr. 40, 24118 , Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]},{"raw_affiliation_string":"Kiel Institute for the World Economy, Hindenburgufer 66, 24105 , Kiel, Germany","institution_ids":["https://openalex.org/I1308524038"]},{"raw_affiliation_string":"University of Kiel","institution_ids":["https://openalex.org/I32021983"]},{"raw_affiliation_string":"Kiel Institute for the World Economy","institution_ids":["https://openalex.org/I1308524038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062937829","display_name":"Thomas Lux","orcid":"https://orcid.org/0009-0000-6470-3512"},"institutions":[{"id":"https://openalex.org/I1308524038","display_name":"Kiel Institute for the World Economy","ror":"https://ror.org/032yym934","country_code":"DE","type":"facility","lineage":["https://openalex.org/I1308524038","https://openalex.org/I315704651"]},{"id":"https://openalex.org/I10902133","display_name":"Universitat Jaume I","ror":"https://ror.org/02ws1xc11","country_code":"ES","type":"education","lineage":["https://openalex.org/I10902133"]},{"id":"https://openalex.org/I32021983","display_name":"Kiel University","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE","ES"],"is_corresponding":false,"raw_author_name":"Thomas Lux","raw_affiliation_strings":["Banco de Espa\u00f1a Chair in Computational Economics, University Jaume I, Campus del Riu Sec, 12071 , Castellon, Spain","Department of Economics, University of Kiel, Olshausenstr. 40, 24118 , Kiel, Germany","Kiel Institute for the World Economy, Hindenburgufer 66, 24105 , Kiel, Germany","University of Kiel","Kiel Institute for the World Economy"],"affiliations":[{"raw_affiliation_string":"Banco de Espa\u00f1a Chair in Computational Economics, University Jaume I, Campus del Riu Sec, 12071 , Castellon, Spain","institution_ids":["https://openalex.org/I10902133"]},{"raw_affiliation_string":"Department of Economics, University of Kiel, Olshausenstr. 40, 24118 , Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]},{"raw_affiliation_string":"Kiel Institute for the World Economy, Hindenburgufer 66, 24105 , Kiel, Germany","institution_ids":["https://openalex.org/I1308524038"]},{"raw_affiliation_string":"University of Kiel","institution_ids":["https://openalex.org/I32021983"]},{"raw_affiliation_string":"Kiel Institute for the World Economy","institution_ids":["https://openalex.org/I1308524038"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5067356198"],"corresponding_institution_ids":["https://openalex.org/I32021983"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":21.8517,"has_fulltext":false,"cited_by_count":75,"citation_normalized_percentile":{"value":0.99116287,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"10","issue":"2-3","first_page":"187","last_page":"211"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.988099992275238,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5602091550827026},{"id":"https://openalex.org/keywords/dynamic-network-analysis","display_name":"Dynamic network analysis","score":0.5441627502441406},{"id":"https://openalex.org/keywords/network-structure","display_name":"Network structure","score":0.43586495518684387},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.41483867168426514},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40877753496170044},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3954302966594696},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.28442612290382385},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22934013605117798},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.10485267639160156}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5602091550827026},{"id":"https://openalex.org/C13540734","wikidata":"https://www.wikidata.org/wiki/Q5318996","display_name":"Dynamic network analysis","level":2,"score":0.5441627502441406},{"id":"https://openalex.org/C2988224531","wikidata":"https://www.wikidata.org/wiki/Q20830730","display_name":"Network structure","level":2,"score":0.43586495518684387},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.41483867168426514},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40877753496170044},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3954302966594696},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.28442612290382385},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22934013605117798},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.10485267639160156},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-013-0171-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-013-0171-9","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-013-0171-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W67385939","https://openalex.org/W188819657","https://openalex.org/W1573579329","https://openalex.org/W1984522981","https://openalex.org/W2004165317","https://openalex.org/W2009633585","https://openalex.org/W2011785184","https://openalex.org/W2015326523","https://openalex.org/W2030499200","https://openalex.org/W2054750874","https://openalex.org/W2065452020","https://openalex.org/W2081220474","https://openalex.org/W2091462805","https://openalex.org/W2099815494","https://openalex.org/W2112090702","https://openalex.org/W2147657899","https://openalex.org/W2163351906","https://openalex.org/W2169951764","https://openalex.org/W2226128474","https://openalex.org/W2289035348","https://openalex.org/W3121582487","https://openalex.org/W3121630491","https://openalex.org/W3121912489","https://openalex.org/W3122267907","https://openalex.org/W3122473878","https://openalex.org/W3126077909","https://openalex.org/W4248503640"],"related_works":["https://openalex.org/W1502198272","https://openalex.org/W2017540542","https://openalex.org/W2006758266","https://openalex.org/W2104764082","https://openalex.org/W2073254488","https://openalex.org/W2048674166","https://openalex.org/W3051586759","https://openalex.org/W2912358688","https://openalex.org/W2355384661","https://openalex.org/W3202463561"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":10},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}