The effects of shifts in monetary policy and reserve accounting regimes on bank reserve management behavior in the federal funds market
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- Ken B. Cyree & Drew B. Winters, 2001. "Analysis Of Federal Funds Rate Changes And Variance Patterns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 403-418, September.
- Güntner, Jochen H.F., 2015.
"The federal funds market, excess reserves, and unconventional monetary policy,"
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- Jochen Güntner, 2013. "The federal funds market, excess reserves, and unconventional monetary policy," Economics working papers 2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
- Bartunek, Kenneth S. & Madura, Jeff, 1996. "Wealth effects of reserve requirement reductions in the 1990s on depository institutions," Review of Financial Economics, Elsevier, vol. 5(2), pages 191-204.
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- Lee, Young-Sook, 2003. "The Federal funds market and the overnight Eurodollar market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 749-771, April.
- Mark D. Griffiths & Drew B. Winters, 1996. "The Relation Between The Federal Funds Cash And Futures Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 359-376, September.
- Griffiths, Mark D. & Winters, Drew B., 1995. "Day-of-the-week effects in federal funds rates: Further empirical findings," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1265-1284, October.
- Söderström, Ulf, 1999.
"Predicting monetary policy using federal funds future prices,"
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85, Sveriges Riksbank (Central Bank of Sweden).
- Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
- Kotomin, Vladimir & Winters, Drew B., 2007. "The impact of the return to lagged reserve requirements on the federal funds market," Journal of Economics and Business, Elsevier, vol. 59(2), pages 111-129.
- Brown, Craig R. & Griffiths, Mark D. & Hansen, Wayne E. & Winters, Drew B., 1999. "A profitable trading rule for net borrowers on settlement Wednesday," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 129-146.
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