An empirical study of trade dynamics in the interbank market
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Abstract
Suggested Citation
Note: Previous title: “An Empirical Study of Trade Dynamics in the Fed Funds Market”
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References listed on IDEAS
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Citations
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Cited by:
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2014.
"The Formation of a Core Periphery Structure in Heterogeneous Financial Networks,"
Tinbergen Institute Discussion Papers
14-098/II, Tinbergen Institute, revised 11 Aug 2016.
- van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2016. "The formation of a core-periphery structure in heterogeneous financial networks," DNB Working Papers 528, Netherlands Central Bank, Research Department.
- Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Güntner, Jochen H.F., 2015.
"The federal funds market, excess reserves, and unconventional monetary policy,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 53(C), pages 225-250.
- 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.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, "undated".
"Heterogeneity in Decentralized Asset Markets,"
Swiss Finance Institute Research Paper Series
14-67, Swiss Finance Institute.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Chiu, Jonathan & Monnet, Cyril, 2016.
"Relationships in the interbank market,"
Working Paper Series
5210, Victoria University of Wellington, School of Economics and Finance.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Gofman, Michael, 2017. "Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions," Journal of Financial Economics, Elsevier, vol. 124(1), pages 113-146.
- Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
- Kurmann, André & Rabinovich, Stanislav, 2018.
"Dynamic inefficiency in decentralized capital markets,"
Journal of Economic Theory,
Elsevier, vol. 173(C), pages 231-256.
- Kurmann, André & Rabinovich, Stanislav, 2016. "Dynamic Inefficiency in Decentralized Capital Markets," School of Economics Working Paper Series 2016-1, LeBow College of Business, Drexel University.
- Shengxing Zhang & Briana Chang, 2015. "Endogenous Market-making and Formation of Trading Links," 2015 Meeting Papers 1227, Society for Economic Dynamics.
More about this item
Keywords
monetary policy; federal funds market; federal funds rate; interbank markets;JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2012-03-21 (All new papers)
- NEP-MST-2012-03-21 (Market Microstructure)
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