The relationship between the daily and policy-relevant liquidity effects
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References listed on IDEAS
- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Crowder, William J., 2012. "The liquidity effect: Evidence from the U.S," Economics Letters, Elsevier, vol. 117(1), pages 315-317.
- Dressler, Scott J. & Kersting, Erasmus K., 2015.
"Excess reserves and economic activity,"
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Elsevier, vol. 52(C), pages 17-31.
- Scott J. Dressler & Erasmus Kersting, 2013. "Excess Reserves and Economic Activity," Villanova School of Business Department of Economics and Statistics Working Paper Series 24, Villanova School of Business Department of Economics and Statistics.
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KeywordsLiquidity (Economics) ; Monetary policy;
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