Further Results on a Black Swan in the Money Market
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References listed on IDEAS
- John B. Taylor & John C. Williams, 2009.
"A black swan in the money market,"
Federal Reserve Bank of San Francisco, issue Jan.
- John B. Taylor & John C. Williams, 2008. "A Black Swan in the Money Market," NBER Working Papers 13943, National Bureau of Economic Research, Inc.
- John B. Taylor & John C. Williams, 2008. "A black swan in the money market," Working Paper Series 2008-04, Federal Reserve Bank of San Francisco, revised 2008.
- McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017.
"The effect of the term auction facility on the London interbank offered rate,"
Journal of Banking & Finance,
Elsevier, vol. 83(C), pages 135-152.
- James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008. "The effect of the Term Auction Facility on the London inter-bank offered rate," Staff Reports 335, Federal Reserve Bank of New York, revised 01 Sep 2015.
- William Dudley, 2008. "May you live in interesting times: the sequel," Proceedings 1071, Federal Reserve Bank of Chicago.
More about this item
Keywordsinterest rate spreads; counterparty risk; inter-bank loan market;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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