This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Money Market Arbitrage and Commercial Banks' Base Rate Adjustments in the United Kingdom

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Green, Christopher J

Additional information is available for the following registered author(s):

Abstract

This paper sen in the United Kingdom when large companies are able to borrow fro m a commercial bank and relend the money in the market at a higher ra te. Such arbitrage is commonly called "round-tripping." Round-tripp ing is investigated in a simple theoretical way, and then a simulatio n approach is used to estimate the amount of funds involved in round- tripping in the 1970s. These estimates tend to support the view that round-tripping was probably rather modest in amount in relation to th e values of the main monetary aggregates. Copyright 1987 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by Blackwell Publishing in its journal Bulletin of Economic Research.

Volume (Year): 39 (1987)
Issue (Month): 4 (October)
Pages: 273-96
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:buecrs:v:39:y:1987:i:4:p:273-96

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0307-3378

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0307-3378

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  2. Christopher Green, 1998. "Banks as Interest Rate Managers," Journal of Financial Services Research, Springer, vol. 14(3), pages 189-208, December. [Downloadable!] (restricted)
Statistics
Access and download statistics

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-12-18.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.