Trading strategies in the Italian interbank market
英文摘要：
Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance-covariance matrix of trading strategies. Our results indicate that well defined patterns arise. Two main communities of banks, which can be coarsely identified as small and large banks, emerge.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
