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A computational model of banks’ optimal reserve management policy
6 references·14 citing·41 second hop
A computational model of banks’ optimal reserve management policy (2002)A computational model of banks’ optimal r…The implementation of monetary policy in industrial countries: a survey (1997)The implementation of monetar…The Daily Market for Federal Funds (1996)The Daily Market for Federal …Day-of-the-week effects in federal funds rates: Further empirical findings (1995)Day-of-the-week effects in fe…Reserve Requirements: History, Current Practice, and Potential Reform (1993)Reserve Requirements: History…The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability (1988)The Micromechanics of the Fed…COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY (1968)COMMERCIAL BANK RESERVE MANAG…Excess reserves and economic activity (2014)Excess reserves and economic …The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market (2011)The Mechanics of a Graceful E…Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years (2010)Whither the liquidity effect:…The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market (2010)The Mechanics of a Graceful E…Implementation of Monetary Policy (2010)Implementation of Monetary Po…The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market (2009)The Mechanics of a Graceful E…The Daily and Policy-Relevant Liquidity Effects (2007)The Daily and Policy-Relevant…The Daily Liquidity Effect (2006)The Daily Liquidity EffectQuarter-End Effects in Banks: Preferred Habitat or Window Dressing? (2006)Quarter-End Effects in Banks:…Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility (2006)Cross-Country Differences in …Anticipation of Monetary Policy and Open Market Operations (2006)Anticipation of Monetary Poli…Declining required reserves, funds rate volatility, and open market operations (2004)Declining required reserves, …Cross-country differences in monetary policy execution and money market rates’ volatility (2004)Cross-country differences in …The Announcement Effect: Evidence from Open Market Desk Data. (Session 1: The Reserves Market) (2002)The Announcement Effect: Evid…Interbank payments and the daily federal funds rate (2000)Retail Sweep Programs and Bank Reserves, 1994-1999 (2001)Overnight Interbank Loan Markets (2004)Monetary policy implementation and the federal funds rate (2009)Stock returns and monetary policy: Are there any ties? (2013)Bank window dressing: Theory and evidence (1992)Portfolio Disclosures and Year-End Price Shifts (1997)Preferred habitat for liquidity in international short-term interest rates (2007)The Flight from Maturity (2014)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Day of the Week Effects and Asset Returns (1981)Volume and turn-of-the-year behavior (1984)Banks’ reserve management, transaction costs, and the timing of Federal Reserve intervention (2001)Predicting monetary policy with federal funds futures prices (2001)Overnight interbank loan markets (2006)Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time (1978)The money market (1983)The microstructure of the euro money market (2001)Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar) (2019)Alternative approaches to the theory of the banking firm (1980)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Adopting Inflation Targeting: Practical Issues for Emerging Market Countries (2000)Controlling Credit (2018)Another Look at Models of the Short-Term Interest Rate (1996)Estimating continuous-time stochastic volatility models of the short-term interest rate (1997)Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework (2010)The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk (2011)The Microstructure of the Federal Funds Market (1999)Interest on Reserves and Monetary Policy (2005)Systemic Illiquidity in the Federal Funds Market (2007)Trade Dynamics in the Market for Federal Funds (2012)A Network View on Interbank Market Freezes (2014)Interest on reserves, regime shifts, and bank behavior (2017)The making of US monetary policy: Central bank transparency and the neoliberal dilemma (2007)Liquidity Risk in Banking: Is There Herding? (2012)The History of Cyclical Macroprudential Policy in the United States (2013)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)Monetary Theory and Policy, 2nd Edition (2003)Funding liquidity risk: Definition and measurement (2012)
this work references cited by second hop

References

  • 1996The Daily Market for Federal Funds426 cited
  • 1968COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY326 cited
  • 1997The implementation of monetary policy in industrial countries: a survey157 cited
  • 1993Reserve Requirements: History, Current Practice, and Potential Reform121 cited
  • 1988The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability114 cited
  • 1995Day-of-the-week effects in federal funds rates: Further empirical findings82 cited

Cited by

  • 2004Declining required reserves, funds rate volatility, and open market operations43 cited
  • 2010The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market42 cited
  • 2004Cross-country differences in monetary policy execution and money market rates’ volatility42 cited
  • 2006Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?39 cited
  • 2010Implementation of Monetary Policy32 cited
  • 2010Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years31 cited
  • 2006Anticipation of Monetary Policy and Open Market Operations26 cited
  • 2007The Daily and Policy-Relevant Liquidity Effects26 cited

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  • 2011The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market24 cited
  • 2002The Announcement Effect: Evidence from Open Market Desk Data. (Session 1: The Reserves Market)22 cited
  • 2006Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility21 cited
  • 2014Excess reserves and economic activity16 cited
  • 2006The Daily Liquidity Effect16 cited
  • 2009The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market15 cited