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Declining required reserves, funds rate volatility, and open market operations
15 references·5 citing·41 second hop
Declining required reserves, funds rate volatility, and open market operations (2004)Declining required reserves, funds rate v…The Response of Term Rates to Fed Announcements (2004)The Response of Term Rates to…Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate (2002)Day-to-Day Monetary Policy an…A computational model of banks’ optimal reserve management policy (2002)A computational model of bank…The Announcement Effect: Evidence from Open Market Desk Data (2001)The Announcement Effect: Evid…Retail Sweep Programs and Bank Reserves, 1994-1999 (2001)Retail Sweep Programs and Ban…Interbank payments and the daily federal funds rate (2000)Interbank payments and the da…Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate (2000)Day-To-Day Monetary Policy an…Open Market Operations in the 1990s (1997)Open Market Operations in the…Monetary Policy without Reserve Requirements: Case Studies and Options for the United States (1997)Monetary Policy without Reser…The Daily Market for Federal Funds (1996)The Daily Market for Federal …Monetary Policy without Reserve Requirements: Analytical Issues (1996)Monetary Policy without Reser…Day-of-the-week effects in federal funds rates: Further empirical findings (1995)Day-of-the-week effects in fe…Monetary Policy and Open Market Operations during 1994 (1994)Monetary Policy and Open Mark…Estimating the Open Market Desk's Daily Reaction Function (1993)Estimating the Open Market De…The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability (1988)The Micromechanics of the Fed…Open Market Operation Effectiveness in China (2016)Open Market Operation Effecti…Stock returns and monetary policy: Are there any ties? 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An introduction to payments economics (2008)Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis (2010)Over-the-counter loans, adverse selection, and stigma in the interbank market (2012)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Interest rates and the conduct of monetary policy (1991)Estimating continuous-time stochastic volatility models of the short-term interest rate (1997)The overnight interbank market: Evidence from the G-7 and the Euro zone (2003)Liquidity regulation and the implementation of monetary policy (2017)Board of Governors of the Federal Reserve System (2001)Identifying the Liquidity Effect at the Daily Frequency (2001)Sweep programs and optimal monetary aggregation (2004)How Capital Regulation and Other Factors Drive the Role of Shadow Banking in Funding Short-Term Business Credit (2014)The making of US monetary policy: Central bank transparency and the neoliberal dilemma (2007)Discipline and Liquidity in the Interbank Market (2008)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Lending relationships in the interbank market (2008)Liquidity in Asset Markets With Search Frictions (2009)
this work references cited by second hop

References

  • 1996The Daily Market for Federal Funds426 cited
  • 2000Interbank payments and the daily federal funds rate130 cited
  • 2001Retail Sweep Programs and Bank Reserves, 1994-1999123 cited
  • 1988The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability114 cited
  • 1994Monetary Policy and Open Market Operations during 1994105 cited
  • 2002Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate95 cited
  • 2004The Response of Term Rates to Fed Announcements94 cited
  • 1993Estimating the Open Market Desk's Daily Reaction Function94 cited
  • 1995Day-of-the-week effects in federal funds rates: Further empirical findings82 cited
  • 2002A computational model of banks’ optimal reserve management policy78 cited
  • 2000Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate71 cited
  • 1996Monetary Policy without Reserve Requirements: Analytical Issues70 cited
  • 1997Open Market Operations in the 1990s68 cited
  • 1997Monetary Policy without Reserve Requirements: Case Studies and Options for the United States58 cited
  • 2001The Announcement Effect: Evidence from Open Market Desk Data

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48 cited

Cited by

  • 2009Monetary policy implementation and the federal funds rate41 cited
  • 2004Overnight Interbank Loan Markets34 cited
  • 2013Stock returns and monetary policy: Are there any ties?18 cited
  • 2016Open Market Operation Effectiveness in China17 cited
  • 2007Open Market Operations and Financial Markets17 cited