References

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• 1996The Daily Market for Federal Funds426 cited
• 1995Federal Reserve interest rate targeting, rational expectations, and the term structure356 cited
• 1968COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY326 cited
• 1998The liquidity effect and long-run neutrality183 cited
• 1997A model of target changes and the term structure of interest rates162 cited
• 1985A Micro Model of the Federal Funds Market145 cited
• 1992Bank window dressing: Theory and evidence133 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
• 1986Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week79 cited
• 1997The Round-the-Clock Market for U.S. Treasury Securities72 cited
• 1996A Daily View of Yield Spreads and Short-Term Interest Rate Movements