The effects of shifts in monetary policy and reserve accounting regimes on bank reserve management behavior in the federal funds market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 12 (1988)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/jbf
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- Griffiths, Mark D. & Winters, Drew B., 1995. "Day-of-the-week effects in federal funds rates: Further empirical findings," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1265-1284, October.
- Lee, Young-Sook, 2003. "The Federal funds market and the overnight Eurodollar market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 749-771, April.
- Brown, Craig R. & Griffiths, Mark D. & Hansen, Wayne E. & Winters, Drew B., 1999. "A profitable trading rule for net borrowers on settlement Wednesday," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 129-146.
- Kotomin, Vladimir & Winters, Drew B., 2007. "The impact of the return to lagged reserve requirements on the federal funds market," Journal of Economics and Business, Elsevier, vol. 59(2), pages 111-129.
- Söderström, Ulf, 1999.
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- Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
- Bartunek, Kenneth S. & Madura, Jeff, 1996. "Wealth effects of reserve requirement reductions in the 1990s on depository institutions," Review of Financial Economics, Elsevier, vol. 5(2), pages 191-204.
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