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The Daily Liquidity Effect
16 references·0 citing·34 second hop
The Daily Liquidity Effect (2006)The Daily Liquidity EffectThe Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations (2006)The Liquidity Effect in the F…Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets (2006)Monetary Policy Surprises and…A computational model of banks’ optimal reserve management policy (2002)A computational model of bank…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Expectations, Open Market Operations, and Changes in the Federal Funds Rate (2001)Expectations, Open Market Ope…Open mouth operations (2000)Open mouth operationsMonetary Policy in a World Without Money (2000)Monetary Policy in a World Wi…Decoupling at the Margin: The Threat to Monetary Policy from the Electronic Revolution in Banking (2000)Decoupling at the Margin: The…Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate (2000)Day-To-Day Monetary Policy an…Can Central Banking Survive the IT Revolution? (2000)Can Central Banking Survive t…The Future of Monetary Policy: The Central Bank as an Army with Only a Signal Corps? (1999)The Future of Monetary Policy…Measuring the Liquidity Effect (1996)Measuring the Liquidity EffectAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Estimating the Open Market Desk's Daily Reaction Function (1993)Estimating the Open Market De…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Price level determinacy with an interest rate policy rule and rational expectations (1981)LIQUIDITY AND ANNOUNCEMENT EFFECTS IN THE EURO AREA (2002)The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Stock Returns Over the FOMC Cycle (2015)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Do Measures of Monetary Policy in a VAR Make Sense (1998)Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Investor sentiment and the stock market’s reaction to monetary policy (2009)A Program for Monetary Stability (1961)Challenges for monetary policy : new and old (1999)The Great Recession: Lessons for Macroeconomic Policy from Japan (2001)UNCONVENTIONAL MONETARY POLICIES: AN APPRAISAL (2010)Interbank payments and the daily federal funds rate (2000)Monetary Policy Implementation: Misconceptions and Their Consequences (2008)A Skeptical View of the Impact of the Fed’s Balance Sheet (2018)Econometric Analysis of Cross Section and Panel Data (2001)The making of US monetary policy: Central bank transparency and the neoliberal dilemma (2007)Whither Loose Change? The Diminishing Demand for Small‐Denomination Currency (2009)The Relationship between Electronic Banking and Financial Performance among Commercial Banks in Kenya (2012)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Money as stock (2005)Monetary policy in a channel system (2008)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 2000Monetary Policy in a World Without Money256 cited
  • 2000Open mouth operations249 cited
  • 1999The Future of Monetary Policy: The Central Bank as an Army with Only a Signal Corps?186 cited
  • 2000Can Central Banking Survive the IT Revolution?161 cited
  • 1996Measuring the Liquidity Effect121 cited
  • 2001Expectations, Open Market Operations, and Changes in the Federal Funds Rate102 cited
  • 2000Decoupling at the Margin: The Threat to Monetary Policy from the Electronic Revolution in Banking98 cited
  • 1993Estimating the Open Market Desk's Daily Reaction Function94 cited
  • 2006The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations91 cited
  • 2002

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A computational model of banks’ optimal reserve management policy
78 cited
  • 2000Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate71 cited
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