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This discussion paper examines money, banks and stock markets from a network perspective. It aims at providing a new view on the economy and its evolution. The document starts with an analysis of Adams Smith’s theory of prehistorical barter. It demonstrates the high complexity that arises in an economy that is based on a direct exchange of goods. The next section shows how this complexity could be reduced radically by introducing money as a central measure for the price of goods in ancient Egypt. Based on the work of Laszló Barabási and Réka Albert a network topology for a modern financial market is designed. This topology is in line with the historical development of European banks from medieval to modern times. Finally, a network of stock market investors is extracted from recent empirical data. The graph is used to simulate stock prices. The simulation demonstrates how fat tails in stock returns are generated by a social network, without violating the efficient market theory of Eugene Fama. The paper thus bridges the gap between classical and behavioural models.