Bank behavior, interest rate determination, and monetary policy in a financial system with an intraday federal funds market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 15 (1991)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/jbf
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- Craig Furfine & Jeff Stehm, 1997. "Analyzing alternative intraday credit policies in real-time gross settlement systems," Finance and Economics Discussion Series 1997-40, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Monticini & Francesco Ravazzolo, 2011.
"Forecasting the intraday market price of money,"
2011/06, Norges Bank.
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"Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis,"
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4/2010, University of Genoa, Research Doctorate in Public Economics.
- Angelo Baglioni & Andrea Monticini, 2013. "Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," Journal of Financial Services Research, Springer, vol. 44(2), pages 175-186, October.
- James A. Clouse & Douglas W. Elmendorf, 1997. "Declining required reserves and the volatility of the federal funds rate," Finance and Economics Discussion Series 1997-30, Board of Governors of the Federal Reserve System (U.S.).
- Angelini, Paolo, 1998. "An analysis of competitive externalities in gross settlement systems," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 1-18, January.
- Dutkowsky, Donald H. & VanHoose, David D., 2011. "Interest on bank reserves and optimal sweeping," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2491-2497, September.
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