SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Topology of the Federal Funds Market
0 references·16 citing·46 second hop
The Topology of the Federal Funds Market (2008)The Topology of the Federal Funds MarketIntermediation and Voluntary Exposure to Counterparty Risk (2021)Intermediation and Voluntary …A flow network analysis of direct balance-sheet contagion in financial networks (2019)A flow network analysis of di…Core-Periphery Trading Networks (2016)Core-Periphery Trading Networ…Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015)Too Interconnected to Fail: A…Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market (2015)Estimating the Dynamics and P…An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk (2015)An Empirical Analysis of Fund…Trade Dynamics in the Market for Federal Funds (2014)Trade Dynamics in the Market …Quantifying preferential trading in the e-MID interbank market (2014)Quantifying preferential trad…Financial regulations and bank credit to the real economy (2014)Financial regulations and ban…The Multiplex Structure of Interbank Networks (2013)The Multiplex Structure of In…Systemic Risk from Global Financial Derivatives (2012)Systemic Risk from Global Fin…Assessing the Quality of 'Furfine-Based' Algorithms (2012)Assessing the Quality of 'Fur…An Empirical Study of the Mexican Banking System's Network and Its Implications for Systemic Risk (2012)An Empirical Study of the Mex…A Network-Based Analysis of Over-the-Counter Markets (2011)A Network-Based Analysis of O…The Topology of the Interbank Market: Developments in Italy Since 1990 (2009)The Topology of the Interbank…Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking (2008)Imperfect Competition in the …Manias, Panics, and Crashes: A History of Financial Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Contagion (2000)The Riskiness of Corporate Bonds (2010)Heterogeneity, Correlations and Financial Contagion (2011)Interbank Exposure Networks (2014)Over-the-Counter Markets (2004)Network models and financial stability (2007)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The role of bank relationships in the interbank market (2015)Reconstructing and Stress Testing Credit Networks (2017)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Has Finance Made the World Riskier? (2006)The fundamental principles of financial regulation (2009)Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture (2014)Financial Stress Indices and Financial Crises (2015)Multilayer financial networks and systemic importance: Evidence from China (2021)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Optimal Auction Design (1981)Perfect Equilibrium in a Bargaining Model (1982)Endogenous intermediation in over-the-counter markets (2017)Intermediation and Resale in Networks (2018)Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers (2019)Factoring and weighting approaches to status scores and clique identification (1972)Power-Law Distributions in Empirical Data (2009)Leveraging the Network: A Stress-Test Framework Based on DebtRank (2015)A financial network perspective of financial institutions’ systemic risk contributions (2016)Structure and dynamics of the global financial network (2016)A Strategic Model of Social and Economic Networks (1996)Liquidity Flows in Interbank Networks (2018)Bank interconnectedness and financial stability: The role of bank capital (2022)Concentrated commonalities and systemic risk in China's banking system: A contagion network approach (2022)Contagion in financial networks (2010)Input–output-based measures of systemic importance (2014)Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Stochastic Integration and Differential Equations (2005)Market Liquidity and Funding Liquidity (2008)Pricing and Liquidity in Decentralized Asset Markets (2016)Municipal Bond Markets (2019)Intermediation in the interbank lending market (2021)Job Creation and Destruction (1997)A Unified Framework for Monetary Theory and Policy Analysis (2005)The Value of Trading Relationships in Turbulent Times (2015)Payment System Externalities (2022)Contagion in Financial Networks (2015)Network Effects of International Shocks and Spillovers (2015)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2011A Network-Based Analysis of Over-the-Counter Markets116 cited
  • 2012Systemic Risk from Global Financial Derivatives89 cited
  • 2014Quantifying preferential trading in the e-MID interbank market71 cited
  • 2016Core-Periphery Trading Networks69 cited
  • 2014Trade Dynamics in the Market for Federal Funds58 cited
  • 2013The Multiplex Structure of Interbank Networks57 cited
  • 2012An Empirical Study of the Mexican Banking System's Network and Its Implications for Systemic Risk55 cited
  • 2009The Topology of the Interbank Market: Developments in Italy Since 199053 cited
  • 2015Too Interconnected to Fail: A Survey of the Interbank Networks Literature51 cited
  • 2019A flow network analysis of direct balance-sheet contagion in financial networks50 cited
  • 2014Financial regulations and bank credit to the real economy45 cited
  • 2008Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking44 cited
  • 2015Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market41 cited
  • 2021Intermediation and Voluntary Exposure to Counterparty Risk41 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012Assessing the Quality of 'Furfine-Based' Algorithms41 cited
  • 2015An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk40 cited