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A computational model of banks' optimal reserve management policy

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Author Info
Clouse, James A.
Dow, James Jr.
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File URL: http://www.sciencedirect.com/science/article/B6V85-45S90GW-1/2/2a29e8f2475b674b8790128bcf3370d5
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 26 (2002)
Issue (Month): 11 (September)
Pages: 1787-1814
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Handle: RePEc:eee:dyncon:v:26:y:2002:i:11:p:1787-1814

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  1. Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Staff Reports 165, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
  2. Vladimir Kotomin & Drew Winters, 2006. "Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?," Journal of Financial Services Research, Springer, vol. 29(1), pages 61-82, February. [Downloadable!] (restricted)
  3. Daniel L. Thornton, 2006. "The daily liquidity effect," Working Papers 2006-020, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 235-263. [Downloadable!]
  5. 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!]
  6. 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!]
    Other versions:
  7. Geethanjali Selvaretnam, 2007. " Regulation of Reserves and Interest Rates in a Model of Bank Runs," CDMA Working Paper Series 0714, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
  8. Ulrike Neyer & Jürgen Wiemers, 2004. "The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 395-428, September. [Downloadable!]
  9. Kempa, Michal, 2007. "What determines commercial banks’ demand for reserves in the interbank market," Research Discussion Papers 30/2007, Bank of Finland. [Downloadable!]
  10. Christiano Arrigoni Coelho & Julio Cesar Costa Pinto, 2004. "Modelagem Do Comportamento Ótimo Dos Bancos No Mercado De Reservas Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 032, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  11. Ruth Judson & Elizabeth Klee, 2009. "A study of U.S. monetary policy implementation: demand for reserves on a period average basis," Finance and Economics Discussion Series 2009-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Suresh K. Nair & Richard G. Anderson, 2005. "A specialized inventory problem in banks: optimizing retail sweeps," Working Papers 2005-023, Federal Reserve Bank of St. Louis. [Downloadable!]
  13. Todd Keister & Antoine Martin & James McAndrews, 2008. "Divorcing money from monetary policy," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 41-56. [Downloadable!]
  14. Milton Marquis, 2002. "Setting the interest rate," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 11. [Downloadable!]
  15. Ruth Judson & Elizabeth Klee, 2009. "Whither the liquidity effect: the impact of Federal Reserve Open Market Operations in recent years," Finance and Economics Discussion Series 2009-25, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  16. Geethanjali Selvaretnam, 2005. "Optimal Reserves and Short Term Interest Rates in a Model of Bank Runs," Economics Discussion Papers 605, University of Essex, Department of Economics. [Downloadable!]
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