The mechanics of a graceful exit: Interest on reserves and segmentation in the federal funds market

Author:

Bech Morten L.,Klee Elizabeth

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Intra-day trading in the overnight federal funds market;Bartolini;Current Issues in Economics and Finance, Federal Reserve Bank of New York,2005

2. Money market integration;Bartolini;Journal of Money, Credit and Banking,2008

3. Bech, Morten, Klee, Elizabeth, Stebunovs, Viktors, 2011. Arbitrage, liquidity, and exit: the repo and federal funds markets before, during, and after the financial crisis, mimeo, Federal Reserve Board, January.

4. Monetary policy in a channel system;Berentsen;Journal of Monetary Economics,2008

5. Bernanke, Ben, 2008. Letter to Nancy Pelosi, Speaker of the House of Representatives, May 13. Available online: 〈wsj.com/public/resources/documents/pelosi20080516.pdf〉.

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