Kiel Working Papers, Kiel Institute for World Economics
No 1830:
On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks
Daniel Fricke, Karl Finger and Thomas Lux
Abstract: Networks constructed from credit relationships in the
interbank market have been found to exhibit disassortative mixing together
with a scale-free degree distribution, in contrast to most social networks
that are assortative and not necessarily scale-free. This provokes the
question whether generating mechanisms for scale-free networks have enough
flexibility to generate both assortative and disassortative structures
depending on their parametrization. Using Monte-Carlo simulations, we show
that scale-free networks with a small tail exponent tend to be
disassortative. However, the simulations indicate also that the level of
disassortativity is sensitive to changes in the scaling exponent and the
density. A given combination of disassortativity, scaling of the degree
distribution, and density in an empirical data set, might be hard or
impossible to obtain from any of the known generating mechanisms for
scale-free networks
Keywords: Interbank Market, Network Models, Scale-Free Networks, Powerlaw; (follow links to similar papers)
JEL-Codes: G21,; G01,; E42; (follow links to similar papers)
18 pages, February 2013
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