Further Results on a Black Swan in the Money Market
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References listed on IDEAS
- repec:eee:jbfina:v:83:y:2017:i:c:p:135-152 is not listed on IDEAS
- John C. Williams & John B. Taylor, 2009.
"A Black Swan in the Money Market,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 1(1), pages 58-83, January.
- 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.
- McAndrews, James J. & Sarkar, Asani & Wang, Zhenyu, 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 Jan 2017.
- 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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