Thomas Lux is Professor of Monetary Economics and International Finance at the University of Kiel. His research interests cover various theoretical and empirical aspects of financial and monetary economics that mostly require intense use of computational methods. Among others, he has been working on agent-based models of financial markets, multi-scale stochastic volatility models, and network models for the interbank market. From 2011-2016, Thomas Lux has been appointed as the Bank of Spain Chair in Computational Economics at the University of Jaume I, Castellon, Spain.
In this paper, the authors study the topological and structural properties of the bank–sector credit network of Spain over the period 1997–2007.