Citations for "The topology of the federal funds market"
by Bech, Morten L. & Atalay, Enghin
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- Thomas Lux, Daniel Fricke, 2012.
"Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform,"
Kiel Working Papers
1759, Kiel Institute for the World Economy.
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms,"
Koç University-TUSIAD Economic Research Forum Working Papers
1124, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yılmaz, 2011.
"On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms,"
PIER Working Paper Archive
11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms,"
NBER Working Papers
17490, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the network topology of variance decompositions: Measuring the connectedness of financial firms,"
Working Papers
11-45, Federal Reserve Bank of Philadelphia.
- Andrey Sokolov & Rachel Webster & Andrew Melatos & Tien Kieu, 2012.
"Loan and nonloan flows in the Australian interbank network,"
Papers
1202.3182, arXiv.org.
- Ben R. Craig & Goetz von Peter, 2010.
"Interbank tiering and money center banks,"
Working Paper
1014, Federal Reserve Bank of Cleveland.
- Morten L. Bech & Carl T. Bergstrom & Rodney J. Garratt & Martin Rosvall, 2011.
"Mapping change in the federal funds market,"
Staff Reports
507, Federal Reserve Bank of New York.
- Mejía Cubillos, Javier, 2012.
"Propuesta metodológica para el cálculo del riesgo sistémico financiero en estudios de Historia Económica: Aplicación para el caso de la banca libre en Antioquia, 1888
[A methodology for assess,"
MPRA Paper
35460, University Library of Munich, Germany.
- Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012.
"Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil,"
MPRA Paper
40223, University Library of Munich, Germany.
- C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012.
"Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil,"
Working Papers
wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012.
"Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil,"
Papers
1207.5269, arXiv.org.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012.
"Structural Distortions in the Euro Interbank Market: The Role of ‘Key Players’ during the Recent Market Turmoil,"
Working Paper Series
57_12, The Rimini Centre for Economic Analysis.
- Ronald Heijmans & Richard Heuver, 2011.
"Is this bank ill? The diagnosis of doctor TARGET2,"
DNB Working Papers
316, Netherlands Central Bank, Research Department.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012.
"Rollover risk, network structure and systemic financial crises,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(8), pages 1088-1100.
- Craig, Ben R. & von Peter, Goetz, 2010.
"Interbank tiering and money center banks,"
Discussion Paper Series 2: Banking and Financial Studies
2010,12, Deutsche Bundesbank, Research Centre.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda, 2011.
"Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA,
BANCO DE LA REPÚBLICA - ESPE.
- Gara Afonso & Ricardo Lagos, 2012.
"Trade dynamics in the market for federal funds,"
Staff Reports
549, Federal Reserve Bank of New York.
- Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain, 2012.
"An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk,"
Working Papers
2012-07, Banco de México.
- Sébastien Philippe Kraenzlin & Benedikt von Scarpatetti, 2011.
"Bargaining Power in the Repo Market,"
Working Papers
2011-14, Swiss National Bank.
- Ben Craig & Goetz von Peter, 2010.
"Interbank tiering and money center banks,"
BIS Working Papers
322, Bank for International Settlements.
- Bräuning, Falk & Fecht, Falko, 2012.
"Relationship lending in the interbank market and the price of liquidity,"
Discussion Papers
22/2012, Deutsche Bundesbank, Research Centre.
