Publication

This working paper examines networks constructed from credit relationships in the interbank market exhibiting disassortative mixing together with a scale-free degree distribution. Using Monte-Carlo simulations, the authors 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.