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Optimal pricing of intraday liquidity Author info | Abstract | Publisher info | Download info | Related research | Statistics Martin, Antoine
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Article provided by Elsevier in its journal Journal of Monetary Economics .
Volume (Year): 51 (2004)
Issue (Month): 2 (March)
Pages: 401-424
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Handle: RePEc:eee:moneco:v:51:y:2004:i:2:p:401-424Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505566
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Angelini, Paolo, 2000.
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Schreft, Stacey L., 1992.
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Other versions: James McAndrews & Samira Rajan, 2000.
"The timing and funding of Fedwire funds transfers ,"
Economic Policy Review ,
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Temzelides, Ted & Williamson, Stephen D., 2001.
"Payments Systems Design in Deterministic and Private Information Environments ,"
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Elsevier, vol. 99(1-2), pages 297-326, July.
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Jeffrey M. Lacker, 1997.
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Other versions: Kahn, Charles M. & Roberds, William, 2001.
"Real-time gross settlement and the costs of immediacy ,"
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Other versions: Robert E. Lucas, Jr. & Nancy L. Stokey, 1987.
"Money and Interest in a Cash-in-Advance Economy ,"
NBER Working Papers
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Robert E. Lucas Jr. & Nancy L. Stokey, 1984.
"Money and Interest in Cash-In-Advance Economy ,"
Discussion Papers
628, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!] Lucas, Robert E, Jr & Stokey, Nancy L, 1987.
"Money and Interest in a Cash-in-Advance Economy ,"
Econometrica ,
Econometric Society, vol. 55(3), pages 491-513, May.
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Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
James T. E. Chapman, 2008.
"Policy Coordination in an International Payment System ,"
Working Papers
08-17, Bank of Canada.
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Morten L. Bech, 2008.
"Intraday liquidity management: a tale of games banks play ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Sep, pages 7-23.
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Jeffrey M. Lacker, 2003.
"Payment system disruptions and the Federal Reserve following September 11, 2001 ,"
Working Paper
03-16, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions: James T. E. Chapman & Antoine Martin, 2007.
"Rediscounting under aggregate risk with moral hazard ,"
Staff Reports
296, Federal Reserve Bank of New York.
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Other versions: Antoine Martin & James McAndrews, 2008.
"Should there be intraday money markets? ,"
Staff Reports
337, Federal Reserve Bank of New York.
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Jonathan Chiu & Alexandra Lai, 2007.
"Modelling Payments Systems: A Review of the Literature ,"
Working Papers
07-28, Bank of Canada.
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Huberto M. Ennis & John A. Weinberg, 2007.
"Interest on reserves and daylight credit ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Spr, pages 111-142.
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David C. Mills, Jr., 2005.
"Alternative central bank credit policies for liquidity provision in a model of payments ,"
Finance and Economics Discussion Series
2005-55, Board of Governors of the Federal Reserve System (U.S.).
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Other versions:
David C. Mills, 2004.
"Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments ,"
Econometric Society 2004 North American Summer Meetings
155, Econometric Society.
Mills, David Jr., 2006.
"Alternative central bank credit policies for liquidity provision in a model of payments ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(7), pages 1593-1611, October.
[Downloadable!] (restricted)
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