Nothing Special   »   [go: up one dir, main page]

create a website
Discipline and liquidity in the market for federal funds. (2003). King, Thomas.
In: Supervisory Policy Analysis Working Papers.
RePEc:fip:fedlsp:2003-02.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 38

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An Examination of Multiple Governance Forces within Bank Holding Companies. (2006). Wallace, James ; Sierra, Gregory ; Talmor, Eli .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:29:y:2006:i:2:p:105-123.

    Full description at Econpapers || Download paper

  2. A unified analysis of executive pay: the case of the banking industry. (2004). Talmor, Eli ; Wallace, James S. ; Sierra, Gregory E..
    In: Supervisory Policy Analysis Working Papers.
    RePEc:fip:fedlsp:2004-02.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Austin, Richard S. (2001). âA Study of Overnight Funding Methods.â Federal Reserve Bank of Atlanta, internal presentation, 19 June.
    Paper not yet in RePEc: Add citation now
  2. Bartolini, Leonardo, Giuseppe Bertola, and Alessandro Prati. (2002). âDay-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate.â Journal of Money, Credit, and Banking 34, 137-59.

  3. Benston, George and George Kaufman. (1998). Deposit Insurance Reform in the FDIC Improvement Act: The Experience to Date.â Federal Reserve Bank of Chicago Economic Perspectives (Second Quarter), 2-20.

  4. Bernanke, Ben S. and Alan S. Blinder. (1992). âThe Federal Funds Rate and the Channels of Monetary Transmission.â American Economic Review 82, 901-921.

  5. Billet, Matthew T., Jon A. Garfinkel, and Edward S. Oâ Neal. (1998). âThe Cost of Market vs. Regulatory Discipline in Banking.â Journal of Financial Economics 48, 333-358.
    Paper not yet in RePEc: Add citation now
  6. Bliss, Robert R. and Mark J. Flannery. (2001.) âMarket Discipline in the Governance of U.S. Bank Holding Companies: Monitoring versus Influence.â In Prudential Supervision: What Works and What Doesnât. Chicago: University of Chicago Press.

  7. Calomiris, Charles W. and Charles M. Kahn. (1996). âThe Efficiency of Self-Regulated Payments Systems: Learning from the Suffolk System.â Journal of Money, Credit, and Banking 28, 766-797.

  8. Clouse, James A. (1994). âRecent Developments in Discount Window Policy.â Federal Reserve Bulletin 80, 965-977.

  9. Clouse, James A. and James P. Dow, Jr. (2002). âA Computational Model of Banksâ Optimal Reserve Management Policy.â Journal of Economic Dynamics and Control 26, 1787-1814.

  10. Cole, Rebel A., Barbara G. Cornyn, and Jeffery W. Gunther. (1995). âFIMS: A New Monitoring System for Banking Institutions.â Federal Reserve Bulletin 81, 1-15.

  11. Duffee, Gregory R. (1996). âIdiosyncratic Variation of Treasury Bill Yields.â Journal of Finance 51, 527-551.

  12. Elton, Edwin J., Martin J. Gruber, Deepak Agrawal, and Christopher Mann. (2002). âExplaining the Rate Spread on Corporate Bonds.â Journal of Finance 56, 247-277.
    Paper not yet in RePEc: Add citation now
  13. Fama, Eugene F. and Kenneth R. French. (1993). âCommon Risk Factors in the Returns on Stocks and Bonds.â Journal of Financial Economics 33, 3-56.

  14. Flannery, Mark J. (1998). âUsing Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence.â Journal of Money, Credit, and Banking 30, 273-305.

  15. Furfine, Craig H. (2001a). âBanks as Monitors of Other Banks: Evidence from the Overnight Market for Federal Funds.â Journal of Business 74, 33-57.

  16. Garfinkel, Michelle R. and Daniel L. Thornton (1995). âThe Information Content of the Federal Funds Rate: Is It Unique?â Journal of Money, Credit, and Banking 27, 838-47.

  17. Gilbert, R. Alton, Andrew P. Meyer, and Mark D. Vaughan. (2002). âThe Role of a CAMELS Downgrade Model in Bank Surveillance.â Federal Reserve Bank of St. Louis Review 84 (January/February), 47-63.

  18. Gilbert, R. Alton, Andrew P. Meyer, and Mark D. Vaughan. (2004). âCan Feedback from the Jumbo-CD Market Improve Bank Surveillance?â Federal Reserve Bank of St. Louis, Supervisory Policy Analysis working paper.

  19. Goldberg, Lawrence G. and Sylvia C. Hudgins. (2002). âDepositor Discipline and Changing Strategies for Resolving Thrift Institutions.â Journal of Financial Economics 63, 263-274.
    Paper not yet in RePEc: Add citation now
  20. Goodfriend, Marvin and William Whelpley. (1993). âChapter 2: Federal funds.â In Instruments of the Money Market. Federal Reserve Bank of Richmond, Richmond, VA.

  21. Hall, John R., Thomas B. King, Andrew P. Meyer, and Mark D. Vaughan. (2002). âDid FDICIA Improve Market Discipline of Community Banks? A Look at Evidence from the Jumbo-CD Market.â In Prompt Corrective Action in Banking: 10 Years Later. New York: JAI Press.

  22. Hamilton, James D. (1996). âThe Daily Market for Federal Funds.â Journal of Political Economy 104, 26-56.

  23. Hamilton, James D. and Oscar Jorda. (2002). âA model of the fed funds rate target.â Journal of Political Economy 110, 1135-1167.

  24. Ho, Thomas S. Y. and Anthony Saunders (1985). âA Micro Model of the Federal Funds Market.â Journal of Finance 40, 977-988.

  25. James, Christopher. (1990). âHeterogeneous Creditors and the Market Value of Bank LDC Loan Portfolios.â Journal of Monetary Economics 25, 325-346.

  26. King, Thomas B., Daniel A. Nuxoll, and Timothy J. Yeager. (2004). âAre the Causes of Bank Distress Changing? Can Researchers Keep up?â Federal Reserve Bank of St. Louis, Supervisory Policy Analysis working paper.

  27. Lucas, Charles M., Marcos T. Jones, and Thom B. Thurston. (1977). âFederal Funds and Repurchase Agreements.â Federal Reserve Bank of New York Quarterly Review (Summer), 33-48.
    Paper not yet in RePEc: Add citation now
  28. Madigan, Brian F. and William R. Nelson. (2002). âProposed Revisions to the Federal Reserveâs Discount Window Lending Programs.â Federal Reserve Bulletin 88, 313-319.
    Paper not yet in RePEc: Add citation now
  29. Marino, James A. and Rosalind L. Bennett. (1999). âThe Consequences of National Depositor Preference.â FDIC Banking Review 12, 19-38.
    Paper not yet in RePEc: Add citation now
  30. Martinez Peria, Maria Soledad and Sergio L. Schmukler. (2001). âDo Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises.â Journal of Finance 56, 1029-1051.

  31. Meulendyke, Ann-Marie. (1998). U.S. Monetary Policy and Financial Markets. Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
  32. Peristiani, Stavros. (1998). âThe Growing Reluctance to Borrow at the Discount Window: An Empirical Investigation.â Review of Economics and Statistics 80, 611-620.

  33. Poole, William. (1968). âCommercial Bank Reserve Management in a Stochastic Model: Implications for Monetary Policy.â Journal of Finance 21, 769-791.

  34. Ringsmuth, Don. (1985). âCustodial Arrangements and Other Contractual Considerations.â Federal Reserve Bank of Atlanta Economic Review 70 (September), 40-48.
    Paper not yet in RePEc: Add citation now
  35. Rochet, Jean-Charles and Jean Tirole. (1996). âInterbank Lending and Systemic Risk.â Journal of Money, Credit, and Banking 28, 733-762.

  36. Sarno, Lucio and Daniel L. Thornton. (2003). âThe Dynamic Relationship between the Federal Funds Rate and the Treasury Bill Rate: An Empirical Investigation.â Journal of Banking and Finance, 1079-1110.

  37. Simon, David P. (1990). âExpectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes.â Journal of Finance 45, 467-477.

  38. Stojanovic, Dusan, Mark D. Vaughan, and Timothy J. Yeager. (2001). âDo Federal Home Loan Bank Advances and Membership Lead to More Bank Risk?â In The Financial Safety Net: Costs, Benefits, and Implications for Regulations. Federal Reserve Bank of Chicago.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I.
    In: Proceedings of Economics and Finance Conferences.
    RePEc:sek:iefpro:4507033.

    Full description at Econpapers || Download paper

  2. Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121500.

    Full description at Econpapers || Download paper

  3. Persistence and Cycles in the US Federal Funds Rate. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1255.

    Full description at Econpapers || Download paper

  4. Persistence and Cycles in the US Federal Funds Rate. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4035.

    Full description at Econpapers || Download paper

  5. Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions. (2011). Choi, Seungmoon.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2011-26.

    Full description at Econpapers || Download paper

  6. Monetary Policy Implementation and Liquidity Management of the Czech Banking System. (2010). Brůna, Karel ; Brna, Karel .
    In: European Financial and Accounting Journal.
    RePEc:prg:jnlefa:v:2010:y:2010:i:3:id:53:p:15-41.

    Full description at Econpapers || Download paper

  7. Whither the liquidity effect: The impact of Federal Reserve open market operations in recent years. (2010). Klee, Elizabeth ; Judson, Ruth A..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:3:p:713-731.

    Full description at Econpapers || Download paper

  8. Comovements in volatility in the euro money market. (2010). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:525-539.

    Full description at Econpapers || Download paper

  9. Whither the liquidity effect: the impact of Federal Reserve Open Market Operations in recent years. (2009). Klee, Elizabeth ; Judson, Ruth .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-25.

    Full description at Econpapers || Download paper

  10. Understanding monetary policy implementation. (2008). Keister, Todd ; Ennis, Huberto.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:sum:p:235-263:n:v.94no.3.

    Full description at Econpapers || Download paper

  11. Divorcing money from monetary policy. (2008). McAndrews, James ; Martin, Antoine ; Keister, Todd.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:41-56:n:v.14no.2.

    Full description at Econpapers || Download paper

  12. Interest rate dispersion and volatility in the market for daily funds. (2008). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Quirs, Gabriel Prez ; Gaspar, Vtor ; MENDIZBAL, HUGO RODRGUEZ.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:3:p:413-440.

    Full description at Econpapers || Download paper

  13. Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission. (2007). Zaghini, Andrea ; Colarossi, Silvio .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200716.

    Full description at Econpapers || Download paper

  14. Comovements in Volatility in the Euro Money Market. (2007). MORANA, CLAUDIO ; Cassola, Nuno.
    In: ICER Working Papers.
    RePEc:icr:wpicer:7-2007.

    Full description at Econpapers || Download paper

  15. Modeling the Euro overnight rate. (2007). Leon, Angel ; Nave, Juan ; Benito, Francis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:5:p:756-782.

    Full description at Econpapers || Download paper

  16. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/80335.

    Full description at Econpapers || Download paper

  17. Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market. (2006). Nimark, Kristoffer.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2006-05.

    Full description at Econpapers || Download paper

  18. Glenn Rudebusch’s View on the Targeting of Short-Term Interest Rates. (2006). Brůna, Karel ; Brna, Karel .
    In: Český finanční a účetní časopis.
    RePEc:prg:jnlcfu:v:2006:y:2006:i:1:id:135:p:163-169.

    Full description at Econpapers || Download paper

  19. Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?. (2006). Kotomin, Vladimir ; Winters, Drew.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:29:y:2006:i:1:p:61-82.

    Full description at Econpapers || Download paper

  20. MODELING THE EURO OVERNIGHT RATE. (2006). Benito, Francis ; Leon, ngel ; Nave, Juan .
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2006-11.

    Full description at Econpapers || Download paper

  21. The daily liquidity effect. (2006). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-020.

    Full description at Econpapers || Download paper

  22. Interest rate corridors and reserves. (2006). Whitesell, William.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:6:p:1177-1195.

    Full description at Econpapers || Download paper

  23. Cross-country differences in monetary policy execution and money market rates volatility. (2006). Prati, Alessandro ; Bartolini, Leonardo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:2:p:349-376.

    Full description at Econpapers || Download paper

  24. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006703.

    Full description at Econpapers || Download paper

  25. Money market integration. (2005). Prati, Alessandro ; Bartolini, Leonardo ; Hilton, Spence .
    In: Staff Reports.
    RePEc:fip:fednsr:227.

    Full description at Econpapers || Download paper

  26. Interest rate smoothing and financial stability. (2005). van Egteren, Henry ; Smith, Richard.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:14:y:2005:i:2:p:147-171.

    Full description at Econpapers || Download paper

  27. Declining required reserves, funds rate volatility, and open market operations. (2005). Demiralp, Selva ; Farley, Dennis .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:5:p:1131-1152.

    Full description at Econpapers || Download paper

  28. Monetary policy predictability in the euro area: an international comparison. (2005). Zaghini, Andrea ; Wilhelmsen, Bjorn-Roger .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005504.

    Full description at Econpapers || Download paper

  29. Monetary policy predictability in the euro area: An international comparison. (2005). Zaghini, Andrea ; Wilhelmsen, Bjorn-Roger .
    In: Working Paper.
    RePEc:bno:worpap:2005_07.

    Full description at Econpapers || Download paper

  30. Over- and Underbidding in Central Bank Open Market Operations Conducted as Fixed Rate Tender. (2005). Bindseil, Ulrich .
    In: German Economic Review.
    RePEc:bla:germec:v:6:y:2005:i:1:p:95-130.

    Full description at Econpapers || Download paper

  31. Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?. (2005). Alonso, Francisco ; Blanco, Roberto .
    In: Working Papers.
    RePEc:bde:wpaper:0541.

    Full description at Econpapers || Download paper

  32. The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area. (2004). Wiemers, Jurgen ; Neyer, Ulrike .
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2004-iii-6.

    Full description at Econpapers || Download paper

  33. Why Do We Have an Interbank Money Market?. (2004). Wiemers, Jurgen ; Neyer, Ulrike .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:27.

    Full description at Econpapers || Download paper

  34. The determinants of the overnight interest rate in the euro area. (2004). Moschitz, Julius.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004393.

    Full description at Econpapers || Download paper

  35. The operational target of monetary policy and the rise and fall of reserve position doctrine. (2004). Bindseil, Ulrich.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004372.

    Full description at Econpapers || Download paper

  36. Interest Rate Determination in the Interbank Market. (2004). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perezquiros, Gabriel ; Gaspar, Vitor.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:603.04.

    Full description at Econpapers || Download paper

  37. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:24.

    Full description at Econpapers || Download paper

  38. Cross-country differences in monetary policy execution and money market rates volatility. (2003). Prati, Alessandro ; Bartolini, Leonardo.
    In: Staff Reports.
    RePEc:fip:fednsr:175.

    Full description at Econpapers || Download paper

  39. Discipline and liquidity in the market for federal funds. (2003). King, Thomas.
    In: Supervisory Policy Analysis Working Papers.
    RePEc:fip:fedlsp:2003-02.

    Full description at Econpapers || Download paper

  40. The overnight interbank market: Evidence from the G-7 and the Euro zone. (2003). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:10:p:2045-2083.

    Full description at Econpapers || Download paper

  41. Optimal allotment policy in the Eurosystems main refinancing operations. (2003). Ewerhart, Christian ; Valla, Natacha ; Ejerskov, Steen ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003295.

    Full description at Econpapers || Download paper

  42. A comprehensive model on the euro overnight rate. (2003). Wurtz, Flemming Reinhardt .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003207.

    Full description at Econpapers || Download paper

  43. Central bank forecasts of liquidity factors and the control of short term interest rates. (2002). Bindseil, Ulrich .
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2002:12.

    Full description at Econpapers || Download paper

  44. Central bank forecasts of liquidity factors and the control of short term interest rates. (2002). Bindseil, Ulrich .
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2002:12.

    Full description at Econpapers || Download paper

  45. Setting the interest rate. (2002). Marquis, Milton.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2002:i:oct11:n:2002-30.

    Full description at Econpapers || Download paper

  46. The Overnight Interbank Market: Evidence from the G7 and the Euro Zone. (2002). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3090.

    Full description at Econpapers || Download paper

  47. Banks reserve management, transaction costs, and the timing of Federal Reserve intervention. (2001). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:7:p:1287-1317.

    Full description at Econpapers || Download paper

  48. Banks reserve management, transaction costs, and the timing of the Federal Reserve intervention. (2000). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
    In: Staff Reports.
    RePEc:fip:fednsr:109.

    Full description at Econpapers || Download paper

  49. Banks Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention. (2000). Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0123.

    Full description at Econpapers || Download paper

  50. Optimal Allotment Policy in Central Bank Open Market Operations. (). Valla, Natacha ; Ewerhart, Christian ; Christian Ewerhart, Nuno Cassola, Steen Ejerskov,, .
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:201.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-26 05:28:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.