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Declining required reserves, funds rate volatility, and open market operations

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Author Info
Demiralp, Selva
Farley, Dennis

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VCY-4CPM3H3-2/2/ec419fb4fb50c9acf885221e9b18ce3f
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 29 (2005)
Issue (Month): 5 (May)
Pages: 1131-1152
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Handle: RePEc:eee:jbfina:v:29:y:2005:i:5:p:1131-1152

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  1. Seth Carpenter & Selva Demiralp, 2004. "The liquidity effect in the federal funds market: evidence from daily open market operations," Finance and Economics Discussion Series 2004-61, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  2. Selva Demiralp & Brian Preslopsky & William Whitesell, 2004. "Overnight interbank loan markets," Finance and Economics Discussion Series 2004-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  3. Daniel L. Thornton, 2007. "Open market operations and the federal funds rate," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 549-570. [Downloadable!]
    Other versions:
  4. George Monokroussos, 2006. "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006 390, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2008-8-11.

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