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Assessing the Quality of 'Furfine-Based' Algorithms
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References

  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 1996The Daily Market for Federal Funds426 cited
  • 2001Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market354 cited
  • 1999The Microstructure of the Federal Funds Market312 cited
  • 1999Interbank Exposures: Quantifying the Risk of Contagion239 cited
  • 2011A model of liquidity hoarding and term premia in inter-bank markets224 cited
  • 2011Precautionary Reserves and the Interbank Market193 cited
  • 2015Discount window stigma during the 2007–2008 financial crisis191 cited
  • 2007Systemic Illiquidity in the Federal Funds Market187 cited
  • 2008Divorcing Money from Monetary Policy132 cited
  • 1996Measuring the Liquidity Effect121 cited
  • 2010The Tri-Party Repo Market before the 2010 Reforms114 cited
  • 2010Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis112 cited
  • 2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets98 cited
  • 2008

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The Topology of the Federal Funds Market
96 cited

Cited by

  • 2014How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data40 cited
  • 2013Identifying Term Interbank Loans from Fedwire Payments Data40 cited
  • 2016Network Risk and Key Players: A Structural Analysis of Interbank Liquidity34 cited
  • 2023Reservation Rates in Interbank Money Markets32 cited
  • 2014Fragmentation in the Euro overnight unsecured money market29 cited
  • 2014Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis29 cited
  • 2019Estimating the money market microstructure with negative and zero interest rates28 cited