The topology of the federal funds market
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- Bech, Morten L. & Atalay, Enghin, 2010. "The topology of the federal funds market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5223-5246.
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More about this item
KeywordsFederal funds market (United States); Monetary policy; Federal funds rate; Liquidity (Economics);
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2008-12-07 (Central Banking)
- NEP-MAC-2008-12-07 (Macroeconomics)
- NEP-MON-2008-12-07 (Monetary Economics)
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