The Over-the-Counter Theory of the Fed Funds Market: A Primer
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jmcb.12216/fullpdf
Reference23 articles.
1. Trade Dynamics in the Market for Federal Funds;Afonso;Econometrica,2015
2. Akram , Q. Farooq Casper Christophersen 2010 Interbank Overnight Interest Rates-Gains from Systemic Importance
3. Allen , Jason James Chapman Federico Echenique Matthew Shum 2012 Efficiency and Bargaining Power in the Interbank Loan Market 2012 29
4. Systemic Illiquidity in the Federal Funds Market;Ashcraft;American Economic Review,2007
5. The Intraday Price of Money: Evidence from the eEMID Interbank Market;Baglioni;Journal of Money, Credit and Banking,2008
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Treasury Bill Shortages and the Pricing of Short‐Term Assets;The Journal of Finance;2024-08-26
2. Monetary Policy Operations: Theory, Evidence, and Tools for Quantitative Analysis;SSRN Electronic Journal;2023
3. Reserve balances, the federal funds market and arbitrage in the new regulatory framework;Journal of Banking & Finance;2020-09
4. The Search Theory of Over-the-Counter Markets;Annual Review of Economics;2020-08-02
5. Cheap Talk and Strategic Rounding in LIBOR Submissions;The Review of Financial Studies;2019-09-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3