- 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
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.
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.
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.
- 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
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.
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.
Clouse, James A. (1994). âRecent Developments in Discount Window Policy.â Federal Reserve Bulletin 80, 965-977.
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.
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.
Duffee, Gregory R. (1996). âIdiosyncratic Variation of Treasury Bill Yields.â Journal of Finance 51, 527-551.
- 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
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.
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.
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.
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.
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.
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.
- 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
Goodfriend, Marvin and William Whelpley. (1993). âChapter 2: Federal funds.â In Instruments of the Money Market. Federal Reserve Bank of Richmond, Richmond, VA.
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.
Hamilton, James D. (1996). âThe Daily Market for Federal Funds.â Journal of Political Economy 104, 26-56.
Hamilton, James D. and Oscar Jorda. (2002). âA model of the fed funds rate target.â Journal of Political Economy 110, 1135-1167.
Ho, Thomas S. Y. and Anthony Saunders (1985). âA Micro Model of the Federal Funds Market.â Journal of Finance 40, 977-988.
James, Christopher. (1990). âHeterogeneous Creditors and the Market Value of Bank LDC Loan Portfolios.â Journal of Monetary Economics 25, 325-346.
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.
- 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
- 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
- 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
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.
- 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
Peristiani, Stavros. (1998). âThe Growing Reluctance to Borrow at the Discount Window: An Empirical Investigation.â Review of Economics and Statistics 80, 611-620.
Poole, William. (1968). âCommercial Bank Reserve Management in a Stochastic Model: Implications for Monetary Policy.â Journal of Finance 21, 769-791.
- 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
Rochet, Jean-Charles and Jean Tirole. (1996). âInterbank Lending and Systemic Risk.â Journal of Money, Credit, and Banking 28, 733-762.
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.
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.
- 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