Backbone of credit relationships in the Japanese credit market

Salvatore Micciche', Rosario Nunzio Mantegna, Luca Marotta, Mauro Gallegati, Hiroshi Iyetomi, Rosario N Mantegna, Hideaki Aoyama, Yoshi Fujiwara

Risultato della ricerca: Articlepeer review

8 Citazioni (Scopus)


We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that is statistically validated against a null hypothesis of uniform diversification of loans for banks and firms. Our investigation is done year by year and it covers more than thirty years during the period from 1980 to 2011. We relate some of our findings with economic events that have characterized the Japanese credit market during the last years. The study of the time evolution of the backbone allows us to detect changes occurred in network size, fraction of credit explained, and attributes characterizing the banks and the firms present in the backbone.
Lingua originaleEnglish
Numero di pagine14
RivistaEPJ Data Science
Stato di pubblicazionePublished - 2016

All Science Journal Classification (ASJC) codes

  • Modelling and Simulation
  • Computer Science Applications
  • Computational Mathematics

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