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Understanding Recent Fluctuations in Short-Term Interest Rates

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Abstract

In mid-September 2019, there were sudden, large fluctuations in short-term interest rates. Why did these fluctuations happen, and what do they tell us about the Federal Reserve?s monetary policy toolkit?

Suggested Citation

  • Sam Schulhofer-Wohl, 2019. "Understanding Recent Fluctuations in Short-Term Interest Rates," Chicago Fed Letter, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhle:00112
    DOI: 10.21033/cfl-2019-423
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    Cited by:

    1. Fassas, Athanasios P., 2021. "Price discovery in US money market benchmarks: LIBOR vs. SOFR," Economics Letters, Elsevier, vol. 204(C).
    2. Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021. "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
    3. Manjola Tase, 2022. "Demand Segmentation in the Federal Funds Market," Finance and Economics Discussion Series 2022-071, Board of Governors of the Federal Reserve System (U.S.).
    4. Anderson, Alyssa & Tase, Manjola, 2024. "Monetary policy pass-through after the LCR," Economics Letters, Elsevier, vol. 234(C).
    5. Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).

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