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Intraweek Seasonality In The Federal Funds Market

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  • Peter C. Eisemann
  • Stephen G. Timme

Abstract

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Suggested Citation

  • Peter C. Eisemann & Stephen G. Timme, 1984. "Intraweek Seasonality In The Federal Funds Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 47-56, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:47-56
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00353.x
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    References listed on IDEAS

    as
    1. Thomas D. Simpson, 1979. "The market for federal funds and repurchase agreements," Staff Studies 106, Board of Governors of the Federal Reserve System (U.S.).
    2. DeRosa, Paul & Stern, Gary H., 1977. "Monetary control and the federal funds rate," Journal of Monetary Economics, Elsevier, vol. 3(2), pages 217-230, April.
    3. Platt, Robert B, 1970. "The Interest Rate on Federal Funds: An Empirical Approach," Journal of Finance, American Finance Association, vol. 25(3), pages 585-597, June.
    4. Bryan, William R & Gallagher, Timothy J, 1978. "The Role of the Federal Funds Market: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(1), pages 102-104, February.
    5. 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.
    6. Rozeff, Michael S. & Kinney, William Jr., 1976. "Capital market seasonality: The case of stock returns," Journal of Financial Economics, Elsevier, vol. 3(4), pages 379-402, October.
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    Cited by:

    1. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
    2. J.L.G. Board & C.M.S. Sutcliffe, 1988. "The Weekend Effect In Uk Stock Market Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(2), pages 199-213, June.
    3. Ahmed Baig & Drew B. Winters, 2022. "The search for a new reference rate," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 939-976, April.
    4. Nippani, Srinivas & Pennathur, Anita K., 2004. "Day-of-the-week effects in commercial paper yield rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 508-520, September.
    5. Ahmed S. Baig & Drew B. Winters, 2021. "Month-End Regularities in the Overnight Bank Funding Markets," JRFM, MDPI, vol. 14(5), pages 1-16, May.

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