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A model of the federal funds market: yesterday, today, and tomorrow

Citations

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Cited by:

  1. Adam Copeland, 2019. "The Federal Funds Market over the 2007-09 Crisis," Staff Reports 901, Federal Reserve Bank of New York.
  2. Andreeva, Desislava & Samarina, Anna & Faria, Lara Sousa, 2025. "Leverage actually: the impact on banks’ borrowing costs in euro area money markets," Working Paper Series 3016, European Central Bank.
  3. Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
  4. Christopher J. Gust & Kyungmin Kim & Romina Ruprecht, 2023. "The Effects of CBDC on the Federal Reserve's Balance Sheet," Finance and Economics Discussion Series 2023-068, Board of Governors of the Federal Reserve System (U.S.).
  5. Gara Afonso & Kyungmin Kim & Antoine Martin & Ed Nosal & Simon M. Potter & Sam Schulhofer-Wohl, 2023. "Monetary Policy Implementation with Ample Reserves," FRB Atlanta Working Paper 2023-10, Federal Reserve Bank of Atlanta.
  6. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
  7. Anufriev, Mikhail & Deghi, Andrea & Panchenko, Valentyn & Pin, Paolo, 2026. "A model of network formation for the overnight interbank market: When is core-periphery an illusion?," Journal of Economic Theory, Elsevier, vol. 231(C).
  8. Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
  9. Toshifumi Nakamura, 2020. "A simple model of interbank trading with tiered remuneration," Papers 2006.10946, arXiv.org, revised Jan 2026.
  10. Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020. "The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy," Finance and Economics Discussion Series 2020-022, Board of Governors of the Federal Reserve System (U.S.).
  11. Edward T Kim & Marcelo Rezende, 2023. "Deposit Insurance Premiums and Bank Risk," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(2), pages 291-325.
  12. Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021. "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
  13. Shigenori Shiratsuka, 2025. "Toward a Guidepost for Quantitative Tightening: The Case of the Bank of Japan," Keio-IES Discussion Paper Series DP2025-023, Institute for Economics Studies, Keio University.
  14. Gabriela Araujo & David Rivero Leiva & Hugo Rodríguez Mendizábal, 2026. "Endogenous Bank Risks and the Lending Channel of Monetary Policy," Working Papers 1549, Barcelona School of Economics.
  15. Jonathan Witmer, 2025. "The Optimum Quantity of Central Bank Reserves," Staff Working Papers 25-15, Bank of Canada.
  16. Di Xiao & Andreas Krause, 2023. "Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 131-149, February.
  17. Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2022. "Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve," Staff Reports 1019, Federal Reserve Bank of New York.
  18. James D. Hamilton, 2019. "Perspectives on U.S. Monetary Policy Tools and Instruments," NBER Working Papers 25911, National Bureau of Economic Research, Inc.
  19. Ding, Shuze & Lu, Dong & Puzzello, Daniela, 2025. "The impact of search frictions in experimental asset markets: Over-the-counter versus double auction," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  20. Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2023. "Interbank market structure, bank conduct, and performance: Evidence from the UK," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 1-25.
  21. Allon-Pineda, Joan Christine S. & Dacio, Jasmin E. & de Guia, Shirra Jazel L., 2026. "Estimating the reserve demand curve for the Philippines: A time-varying parameter vector autoregression approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 7(3).
  22. Toshifumi Nakamura, 2021. "A Simple Model of Interbank Trading with Tiered Remuneration," Applied Economics and Finance, Redfame publishing, vol. 8(1), pages 74-77, January.
  23. James A. Clouse & Sam Schulhofer-Wohl, 2018. "A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves," Working Paper Series WP-2018-8, Federal Reserve Bank of Chicago.
  24. Heon Lee, 2021. "Money Creation and Banking: Theory and Evidence," Papers 2109.15096, arXiv.org, revised Jun 2024.
  25. Joseph G. Haubrich, 2023. "Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach," Working Papers 23-25R, Federal Reserve Bank of Cleveland, revised 10 Feb 2026.
  26. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, Centre for Economic Policy Research.
  27. Kolozsi, Pál Péter & Horváth, Gábor, 2020. "Mennyit ér a likviditás?. A magyar bankrendszer likviditáskeresleti függvényének becslése [How much are reserves worth? Estimating interbank liquidity demand in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-139.
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