Monetary policy implementation and overnight rate persistence
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DOI: 10.1016/j.jimonfin.2011.07.005
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- Nautz, Dieter & Scheithauer, Jan, 2010. "Monetary policy implementation and overnight rate persistence," Discussion Papers 2010/26, Free University Berlin, School of Business & Economics.
- Dieter Nautz & Jan Scheithauer, 2009. "Monetary Policy Implementation and Overnight Rate Persistence," SFB 649 Discussion Papers SFB649DP2009-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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Citations
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Cited by:
- Nuno Cassola & Claudio Morana, 2008.
"Modeling Short-Term Interest Rate Spreads in the Euro Money Market,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 4(4), pages 1-37, December.
- Cassola, Nuno & Morana, Claudio, 2008. "Modelling short-term interest rate spreads in the euro money market," Working Paper Series 982, European Central Bank.
- Abbassi, Puriya & Nautz, Dieter, 2012.
"Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations,"
The North American Journal of Economics and Finance,
Elsevier, vol. 23(1), pages 54-69.
- Abbassi, Puriya & Nautz, Dieter, 2011. "Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations," Discussion Paper Series 1: Economic Studies 2011,24, Deutsche Bundesbank.
- Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka, 2016.
"POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland,"
Empirica,
Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 37-59, February.
- Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka, 2016. "POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 37-59, February.
- Nautz, Dieter & Schmidt, Sandra, 2009.
"Monetary policy implementation and the federal funds rate,"
Journal of Banking & Finance,
Elsevier, vol. 33(7), pages 1274-1284, July.
- Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Q. Farooq Akram & Casper Christophersen, 2017.
"Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 79(2), pages 165-204, April.
- Q. Farooq Akram & Casper Christophersen, 2015. "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper 2016/2, Norges Bank.
- Q. Farooq Akram & Casper Christophersen, 2010. "Interbank overnight interest rates - gains from systemic importance," Working Paper 2010/11, Norges Bank.
- repec:spr:chfecr:v:4:y:2016:i:1:d:10.1186_s40589-016-0039-6 is not listed on IDEAS
More about this item
Keywords
Controllability and persistence of interest rates; Operational framework of central banks; Long memory and fractional integration; E52; C22;JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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