The daily market for funds in Europe: Has something changed with the EMU?
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- Quiro, G.P. & Mendizabal, H.R., 2001. "The Daily Market for Funds in Europe: Has Something Changed with the EMU," Papers 67, Quebec a Montreal - Recherche en gestion.
- Gabriel Pérez Quirós & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Has something changed with the EMU?," Economics Working Papers 474, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
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- Hamilton, James D, 1996. "The Daily Market for Federal Funds," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 26-56, February.
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"Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week,"
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- John Y. Campbell, 1986. "Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week," NBER Working Papers 1806, National Bureau of Economic Research, Inc.
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More about this item
Keywordsmartingale hypothesis; overnight rates; reserve demand;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2001-11-21 (European Economics)
- NEP-FMK-2001-11-21 (Financial Markets)
- NEP-IFN-2001-11-21 (International Finance)
- NEP-MAC-2001-10-29 (Macroeconomics)
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