Bech, Morten L.; Atalay, Enghin - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 22, pp. 5223-5246
We explore the network topology of the federal funds market. This market is important for distributing liquidity … underscores its importance. We find that the network is sparse, exhibits the small-world phenomenon, and is disassortative …