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A friction model of the prime

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  • Forbes, Shawn M.
  • Mayne, Lucille S.
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-45F90PM-9T/2/161d07e24d0c04d9f243ed9994c8dac8
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 13 (1989)
    Issue (Month): 1 (March)
    Pages: 127-135

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    Handle: RePEc:eee:jbfina:v:13:y:1989:i:1:p:127-135

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    Web page: http://www.elsevier.com/locate/jbf

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    Cited by:
    1. Paraschiv, Florentina, 2012. "Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts," Working Papers on Finance 1219, University of St. Gallen, School of Finance.
    2. Jiri Podpiera, 2006. "The Role of Policy Rule Misspecification in Monetary Policy Inertia Debate," CERGE-EI Working Papers wp315, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
    3. Omori, Yasuhiro & Miyawaki, Koji, 2010. "Tobit model with covariate dependent thresholds," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2736-2752, November.
    4. Loretta J. Mester & Anthony Saunders, 1990. "When does the prime rate change?," Working Papers 90-16, Federal Reserve Bank of Philadelphia.
    5. Almekinders, Geert J. & Eijffinger, Sylvester C. W., 1996. "A friction model of daily Bundesbank and Federal Reserve intervention," Journal of Banking & Finance, Elsevier, vol. 20(8), pages 1365-1380, September.
    6. Kobayashi, Teruyoshi, 2009. "Announcements and the effectiveness of monetary policy: A view from the US prime rate," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2253-2266, December.
    7. Choi, Woon Gyu, 1999. "Estimating the Discount Rate Policy Reaction Function of the Monetary Authority," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 379-401, July-Aug..
    8. Woon Gyu Choi & Yungsan Kim, 2001. "Monetary Policy and Corporate Liquid Asset Demand," IMF Working Papers 01/177, International Monetary Fund.
    9. Michael Dueker & Daniel L. Thornton, 1994. "Asymmetry in the prime rate and firms' preference for internal finance," Working Papers 1994-017, Federal Reserve Bank of St. Louis.
    10. Thompson, Mark A., 2006. "Asymmetric adjustment in the prime lending-deposit rate spread," Review of Financial Economics, Elsevier, vol. 15(4), pages 323-329.
    11. Gordon H. Sellon, Jr., 2002. "The changing U.S. financial system : some implications for the monetary transmission mechanism," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-35.
    12. Christopher Green, 1998. "Banks as Interest Rate Managers," Journal of Financial Services Research, Springer, vol. 14(3), pages 189-208, December.
    13. Jianzhou Zhu & Manfen Chen & Wanli Li, 2009. "Recent changes in the prime rate behavior," Review of Quantitative Finance and Accounting, Springer, vol. 33(2), pages 177-192, August.

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