References

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• 1992ARCH modeling in finance4,288 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1996The Daily Market for Federal Funds426 cited
• 1992Measuring risk aversion from excess returns on a stock index167 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
• 2000Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate71 cited
• 2001Banks’ reserve management, transaction costs, and the timing of Federal Reserve intervention71 cited
• 2003The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?69 cited
• 1988The Borrowed-Reserves Operating Procedures: Theory and Evidence59 cited
• 2000Retail Sweep Programs and Bank Reserves, 1994-199947 cited
• 2012A Historical Assessment of the Rationales and Functions of Reserve Requirements42 cited