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https://hdl.handle.net/10419/60744
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Bech, Morten L. | en |
dc.contributor.author | Atalay, Enghin | en |
dc.date.accessioned | 2010-04-30 | - |
dc.date.accessioned | 2012-08-17T14:32:15Z | - |
dc.date.available | 2012-08-17T14:32:15Z | - |
dc.date.issued | 2008 | - |
dc.identifier.uri | http://hdl.handle.net/10419/60744 | - |
dc.description.abstract | The recent turmoil in global financial markets underscores the importance of the federal funds market as a means of distributing liquidity throughout the financial system and a tool for implementing monetary policy. In this paper, we explore the network topology of the federal funds market. We find that the network is sparse, exhibits the small-world phenomenon, and is disassortative. In addition, reciprocity loans track the federal funds rate, and centrality measures are useful predictors of the interest rate of a loan. | en |
dc.language.iso | eng | en |
dc.publisher | |aFederal Reserve Bank of New York |cNew York, NY | en |
dc.relation.ispartofseries | |aStaff Report |x354 | en |
dc.subject.jel | E40 | en |
dc.subject.jel | E58 | en |
dc.subject.jel | E59 | en |
dc.subject.jel | G10 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Federal funds | en |
dc.subject.keyword | network | en |
dc.subject.keyword | topology | en |
dc.subject.keyword | interbank | en |
dc.subject.keyword | money markets | en |
dc.title | The topology of the federal funds market | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 587564873 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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