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Intraweek Seasonality In The Federal Funds Market

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  • Peter C. Eisemann
  • Stephen G. Timme

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  • Peter C. Eisemann & Stephen G. Timme, 1984. "Intraweek Seasonality In The Federal Funds Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 47-56, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:47-56
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00353.x
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    References listed on IDEAS

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    1. Thomas D. Simpson, 1979. "The market for federal funds and repurchase agreements," Staff Studies 106, Board of Governors of the Federal Reserve System (U.S.).
    2. Bryan, William R & Gallagher, Timothy J, 1978. "The Role of the Federal Funds Market: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(1), pages 102-104, February.
    3. William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
    4. Rozeff, Michael S. & Kinney, William Jr., 1976. "Capital market seasonality: The case of stock returns," Journal of Financial Economics, Elsevier, vol. 3(4), pages 379-402, October.
    5. DeRosa, Paul & Stern, Gary H., 1977. "Monetary control and the federal funds rate," Journal of Monetary Economics, Elsevier, vol. 3(2), pages 217-230, April.
    6. Platt, Robert B, 1970. "The Interest Rate on Federal Funds: An Empirical Approach," Journal of Finance, American Finance Association, vol. 25(3), pages 585-597, June.
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    Cited by:

    1. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
    2. Ahmed Baig & Drew B. Winters, 2022. "The search for a new reference rate," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 939-976, April.
    3. Nippani, Srinivas & Pennathur, Anita K., 2004. "Day-of-the-week effects in commercial paper yield rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 508-520, September.
    4. Ahmed S. Baig & Drew B. Winters, 2021. "Month-End Regularities in the Overnight Bank Funding Markets," JRFM, MDPI, vol. 14(5), pages 1-16, May.

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