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A Micro Model of the Federal Funds Market

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Author Info
Ho, Thomas S Y
Saunders, Anthony
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 40 (1985)
Issue (Month): 3 (July)
Pages: 977-88
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Handle: RePEc:bla:jfinan:v:40:y:1985:i:3:p:977-88

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  1. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, . "Liquidity, Information, and the Overnight Rate," IEW - Working Papers iewwp186, Institute for Empirical Research in Economics - IEW. [Downloadable!]
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  2. Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2000. "Day-to-day monetary policy and the volatility of the federal funds interest rate," Staff Reports 110, Federal Reserve Bank of New York. [Downloadable!]
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  3. Thomas B. King, 2003. "Discipline and liquidity in the market for federal funds," Supervisory Policy Analysis Working Papers 2003-02, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Bindseil, Ulrich & Nyborg, Kjell G., 2007. "Monetary policy implementation: A European Perspective," Discussion Papers 2007/10, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
  5. Jens Tapking, 2004. "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance 0409018, EconWPA. [Downloadable!]
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  6. Craig Furfine, 1998. "Interbank payments and the daily federal funds rate," Finance and Economics Discussion Series 1998-31, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Christian Ewerhart, 2002. "A model of the Eurosystem's operational framework for monetary poicy implementation," Working Paper Series 197, European Central Bank. [Downloadable!]
  8. Leonardo Bartolini & Alessandro Prati, 2003. "Cross-country differences in monetary policy execution and money market rates' volatility," Staff Reports 175, Federal Reserve Bank of New York. [Downloadable!]
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  9. Paolo Angelini, 2002. "Liquidity and Announcement Effects in the Euro Area," Temi di discussione (Economic working papers) 451, Bank of Italy, Economic Research Department. [Downloadable!]
  10. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," BORRADORES DE ECONOMIA 002335, BANCO DE LA REPÚBLICA. [Downloadable!]
  11. Amir Kia + Hilde Patron, 2004. "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers 04-07, Carleton University, Department of Economics. [Downloadable!]
  12. Nadja Kamhi, 2006. "LVTS, the Overnight Market, and Monetary Policy," Working Papers 06-15, Bank of Canada. [Downloadable!]
  13. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2003. "Optimal allotment policy in the eurosystem’s main refinancing operations?," Working Paper Series 295, European Central Bank. [Downloadable!]
  14. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, . "Optimal Allotment Policy in Central Bank Open Market Operations," IEW - Working Papers iewwp201, Institute for Empirical Research in Economics - IEW. [Downloadable!]
  15. Michele Manna & Philipp Hartmann & Andres Manzanares, 2001. "The microstructure of the Euro money market," Working Paper Series 080, European Central Bank. [Downloadable!]
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  16. Dairo Estrada & Esteban Gómez & Inés Orozco, . "Determinants of Interest Margins in Colombia," Borradores de Economia 393, Banco de la Republica de Colombia. [Downloadable!]
  17. William Whitesell, 2003. "Tunnels and reserves in monetary policy implementation," Finance and Economics Discussion Series 2003-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  18. Jens Tapking, 2004. "The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market," Finance 0409019, EconWPA. [Downloadable!]
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  19. Söderström, Ulf, 1999. "Predicting monetary policy using federal funds future prices," Working Paper Series 85, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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