  We represent an exchange economy in terms of statistical ensembles for
complex networks by introducing the concept of market configuration. This is
defined as a sequence of nonnegative discrete random variables $\{w_{ij}\}$
describing the flow of a given commodity from agent $i$ to agent $j$. This
sequence can be arranged in a nonnegative matrix $W$ which we can regard as the
representation of a weighted and directed network or digraph $G$. Our main
result consists in showing that general equilibrium theory imposes highly
restrictive conditions upon market configurations, which are in most cases not
fulfilled by real markets. An explicit example with reference to the e-MID
interbank credit market is provided.
