Dynamic Visualization of Large Transaction Networks: The Daily Dutch Overnight Money Market

Heijmans, Ronald; Heuver, Richard; Levallois, Clément; Lelyveld, Iman van

doi:10.2139/ssrn.2416821

Cited by 7 publications

(3 citation statements)

References 25 publications

(23 reference statements)

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“…Using recent advances in the visual analysis of social interactions in small groups (Moody et al ., ), the mapping of scientific fields in bibliometrics (Rafols et al ., ) and the monitoring of financial transactions on interbank markets (Heijmans et al ., ), we produce maps that show intra‐national and European collusive ties. We follow the conventions of the literature: a node (a dot of varying size on the map) represents intra‐national ties.…”

Section: Methodsmentioning

confidence: 99%

The Scale and Geography of Collusion in the European Market: A Longitudinal View

Buch‐Hansen

Levallois

2014

J of Common Market Studies

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Europe has a long history of cartels, but the changes in the scale and geography of collusion in the European market from the post-war decades until the present have not been systematically investigated. Using network analysis methods and an original dataset based on decisions in EU cartel cases, this paper maps the developments in detected collusion in the European market from 1958 to 2008 and tentatively explains these developments. It appears that collusive activities increased during the 1960s and after the mid-1980s and that a long decline in the scale of collusion began in the mid-1990s. Moreover, the geographical spread of collusive activities in Europe increased considerably from 1969 to 1993. To facilitate an explanation of these and other findings, the paper presents a three-dimensional analytical framework that emphasises the importance of anti-cartel regulation, major changes in the business environment and the size of national economies.

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Section: Methodsmentioning

confidence: 99%

The Scale and Geography of Collusion in the European Market: A Longitudinal View

Buch‐Hansen

Levallois

2014

J of Common Market Studies

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“…Their insights included that social network analysis can be used to analyze interaction patterns and criminal networks can be partitioned into subgroups of individuals by the centralities in their network, such as node degree, betweenness, and closeness [47,15]. Heijmans and others used animation to visualize and analyze the large transaction networks in the daily Dutch overnight money market [20]. Dan used force-directedgraph visualiza-tion to analyze Bitcoin transaction activity and explore dynamically generated patterns of algorithmic behavior [28].…”

Section: Related Workmentioning

confidence: 99%

iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans

Niu

Junqi

et al. 2020

Preprint

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Guarantee Network Explorer Contagion Effect Matrix Chain Instance Explorer Node Instance ExplorerFig. 1. System interface of iConVis: (a) Guarantee Network Explorer. The view facilitates an overview of and zooming in on levels of detail regarding guarantee networks using a network tessellation layout. It provides intuitive metaphorical symbols (Contagion Effect Badges) of contagion risk to support the selection of interesting networks. (b) Contagion Effect Matrix. This gives detailed contagion risk patterns and quantifies severity. (c) Chain Instance Explorer. This supports further narrowing of the search space for instances of contagion from a financial perspective. (d) Node Instance Explorer. This visualizes the finest-grain information on demand.

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“…Our paper contributes to this debate by introducing and estimating a dynamic network model to 1 See Coeuré (2013) and Heijmans, Heuver, Levallois, and van Lelyveld (2014), video 3 for evidence of the Dutch central bank's role.…”

Section: Introductionmentioning

confidence: 99%

A dynamic network model of the unsecured interbank lending market

Blasques

Bräuning

Lelyveld

2018

Journal of Economic Dynamics and Control

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Dynamic Visualization of Large Transaction Networks: The Daily Dutch Overnight Money Market

Cited by 7 publications

References 25 publications

The Scale and Geography of Collusion in the European Market: A Longitudinal View

The Scale and Geography of Collusion in the European Market: A Longitudinal View

iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans

A dynamic network model of the unsecured interbank lending market

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