The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.
The topology of the federal funds market
Abstract
We explore the network topology of the federal funds market. This market is important for distributing liquidity throughout the financial system and for the implementation of monetary policy. The recent turmoil in global financial markets underscores its importance. We find that the network is sparse, exhibits the small-world phenomenon, and is disassortative. Centrality measures are useful predictors of the interest rate of a loan.
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Cites
Statistical mechanics of complex networks
Albert, R., & Barabási, A.-L. (2002) · Reviews of Modern Physics · doi:10.1103/revmodphys.74.47 · Cited by 20,471
The Structure and Function of Complex Networks
Newman, M. E. J. (2003) · SIAM Review · doi:10.1137/s003614450342480 · Cited by 18,719
Error and attack tolerance of complex networks
Albert, R., Jeong, H., & Barabási, A.-L. (2000) · Nature · doi:10.1038/35019019 · Cited by 7,534
Error and attack tolerance of complex networksPreprint
Albert, R., Jeong, H., & Barabási, A.-Ĺ. (2000) · Cited by 6,467
Erdős, P., & Rényi, A. (2022) · Publicationes Mathematicae Debrecen · doi:10.5486/pmd.1959.6.3-4.12 · Cited by 5,337
Power and Centrality: A Family of Measures
Bonacich, P. (1987) · American Journal of Sociology · doi:10.1086/228631 · Cited by 5,165
Assortative Mixing in Networks
Newman, M. E. J. (2002) · Physical Review Letters · doi:10.1103/physrevlett.89.208701 · Cited by 4,988
The architecture of complex weighted networks
Barrat, A., Barthélemy, M., Pastor-Satorras, R., & Vespignani, A. (2004) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.0400087101 · Cited by 4,218
Allen, F., & Gale, D. (2000) · Journal of Political Economy · doi:10.1086/262109 · Cited by 3,186
Broder, A., Kumar, R., Maghoul, F., Raghavan, P., Rajagopalan, S., Stata, R., Tomkins, A., & Wiener, J. (2000) · Computer Networks · doi:10.1016/s1389-1286(00)00083-9 · Cited by 2,810
Cited by
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Diebold, F. X., & Yılmaz, K. (2014) · Journal of Econometrics · doi:10.1016/j.jeconom.2014.04.012 · Cited by 4,642
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Fricke, D., & Lux, T. (2015) · Computational Economics · doi:10.1007/s10614-014-9427-x · Cited by 317
The physics of financial networks
Bardoscia, M., Barucca, P., Battiston, S., Caccioli, F., Cimini, G., Garlaschelli, D., Saracco, F., Squartini, T., & Caldarelli, G. (2021) · Nature Reviews Physics · doi:10.1038/s42254-021-00322-5 · Cited by 281
Metadata
- Authors
- Bech, M. L., & Atalay, E.
- Venue
- Physica A: Statistical Mechanics and its Applications
- Publisher
- Elsevier BV
- Published
- 2010-11
- Volume
- 389
- Issue
- 22
- Pages
- 5223-5246
- ISSN
- 0378-4371 (ISSN-L)
- OpenAlex
- W3121912489
- Cited by
- 317
- References
- 20
- FWCI
- 11.32
- Type
- journal article
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
