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Federal-funds-rate volatility and the reserve-maintenance period

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  • Eagle, David

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  • Eagle, David, 1995. "Federal-funds-rate volatility and the reserve-maintenance period," Review of Financial Economics, Elsevier, vol. 4(2), pages 157-170.
    • Handle: RePEc:eee:revfin:v:4:y:1995:i:2:p:157-170
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    References listed on IDEAS

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    1. Spindt, Paul A. & Hoffmeister, J. Ronald, 1988. "The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(4), pages 401-416, December.
    2. Vickson, R. G., 1985. "Simple Optimal Policy for Cash Management: The Average Balance Requirement Case," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(3), pages 353-369, September.
    3. William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
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    Cited by:

    1. Craig H. Furfine, 1998. "Interbank payments and the daily federal funds rate," Finance and Economics Discussion Series 1998-31, Board of Governors of the Federal Reserve System (U.S.).
    2. R. Baupain & A. Durre, 2007. "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print hal-00300195, HAL.
    3. Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
    4. Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
    5. Furfine, Craig H., 2000. "Interbank payments and the daily federal funds rate," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 535-553, October.

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