Intraday trading in the overnight federal funds market
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References listed on IDEAS
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Cited by:
- Gara Afonso & Ricardo Lagos, 2015.
"Trade Dynamics in the Market for Federal Funds,"
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- Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
- Gara M. Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
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- Sébastien Kraenzlin & Thomas Nellen, 2010.
"Daytime Is Money,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
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"Central bank reserves and interbank market liquidity in the euro area,"
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Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1236-1246, June.
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- Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007. "Why does overnight liquidity cost more than intraday liquidity?," ISU General Staff Papers 200703200700001144, Iowa State University, Department of Economics.
- Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007. "Why Does Overnight Liquidity Cost More Than Intraday Liquidity?," Staff General Research Papers Archive 13096, Iowa State University, Department of Economics.
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"The topology of the federal funds market,"
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"The Over‐the‐Counter Theory of the Fed Funds Market: A Primer,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 127-154, June.
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"Central bank reserves and interbank market liquidity in the euro area,"
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- Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010.
"Settlement delays in the money market,"
Journal of Banking & Finance, Elsevier, vol. 34(5), pages 934-945, May.
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"Should There Be Intraday Money Markets?,"
Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 110-122, January.
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- Jurgilas, Marius & Zikes, Filip, 2012.
"Implicit intraday interest rate in the UK unsecured overnight money market,"
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- Marius Jurgilas & Filip Zikes, 2013. "Implicit intraday interest rate in the UK unsecured overnight money market," Working Paper 2013/09, Norges Bank.
- Jurgilas, Marius & Žikeš, Filip, 2014. "Implicit intraday interest rate in the UK unsecured overnight money market," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 232-254.
- Anna Cieslak & Adair Morse & Annette Vissing‐Jorgensen, 2019.
"Stock Returns over the FOMC Cycle,"
Journal of Finance, American Finance Association, vol. 74(5), pages 2201-2248, October.
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"A Model of Stigma in the Fed Funds Market,"
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- Ennis, Huberto M. & Weinberg, John A., 2009. "A model of stigma in the fed funds market," UC3M Working papers. Economics we095937, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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Keywords
Federal funds market (United States);Statistics
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