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 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...