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On the pervasive effects of Federal Reserve settlement regulations. (2003). Griffiths, Mark D. ; Cyree, Ken B. ; Winters, Drew B..
In: Review.
RePEc:fip:fedlrv:y:2003:i:mar:p:27-46:n:v.85no.2.

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Cited: 9

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  1. The search for a new reference rate. (2022). Winters, Drew B ; Baig, Ahmed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01014-y.

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  2. Preferred habitat for liquidity in international short-term interest rates. (2008). Kotomin, Vladimir ; Smith, Stanley D. ; Winters, Drew B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:240-250.

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  3. Causal linkages between US and Eurodollar interest rates: further evidence. (2007). Yang, Jian ; Khan, Moosa ; Shin, Jaeun.
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:2:p:135-144.

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  4. The impact of the return to lagged reserve requirements on the federal funds market. (2007). Kotomin, Vladimir ; Winters, Drew B..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:59:y:2007:i:2:p:111-129.

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  5. Money Market Integration. (2006). Hilton, Spence R ; Bartolini, Leonardo ; Prati, Alessandro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/207.

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  6. Overnight interbank loan markets. (2006). Demiralp, Selva ; Whitesell, William ; Preslopsky, Brian.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:58:y:2006:i:1:p:67-83.

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  7. Open market operations and the federal funds rate. (2005). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-063.

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  8. 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.

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  9. Overnight interbank loan markets. (2004). Demiralp, Selva ; Whitesell, William ; Preslopsky, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-29.

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References

References cited by this document

  1. Bartolini, Leonardo; Bertola, Giusepppe and Prati, Allessandro. Banks Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention. Journal of Banking and Finance, July 2001, 25(7), pp. 1287-317.

  2. Bollersev, Tim; Chou, Ray Y. and Kroner, Kenneth F. ARCH Modeling in Finance. Journal of Econometrics, AprilMay 1992, 52(1-2), pp. 5-59.

  3. Chou, Ray Y.; Engle, Robert F. and Kane, Alex. Measuring Risk Aversion from Excess Returns on a Stock Index. Journal of Econometrics, April-May 1992, 52(1-2), pp. 201-24.

  4. Cyree, Ken B. and Winters, Drew B. Analysis of Federal Funds Rate Changes and Variance Patterns. Journal of Financial Research, Fall 2001, 24(3), pp. 403-18.

  5. Feinman, Joshua N. Reserve Requirements: History, Current Practice, and Potential Reform. Federal Reserve Bulletin, June 1993, 79(6), pp. 569-89.

  6. Fung, Hung-Gay and Isberg, Steven C. The International Transmission of Eurodollar and U.S. Interest Rates: A Cointegration Analysis. Journal of Banking and Finance, August 1992, 16(4), pp. 757-69.

  7. Glosten, Lawrence R.; Jagannathan, Ravi and Runkle, David E. On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. Journal of Finance, December 1993, 48(5), pp. 1779-801.

  8. Goodfriend, Marvin and Hargraves, Monica. A Historical Assessment of the Rationales and Functions of Reserve Requirements. Federal Reserve Bank of Richmond Economic Review, 1983, 69, pp. 3-21.

  9. Griffiths, Mark D. and Winters, Drew B. Day-of-the-Week Effects in Federal Funds Rates: Further Empirical Findings. Journal of Banking and Finance, October 1995, 19(7), pp. 1265-84.

  10. Hamilton, James D. The Daily Market for Federal Funds. Journal of Political Economy, February 1996, 104, pp. 26-56.

  11. Increase in the Allowable Carryover of Reserves in the Bank Settlement Process. Financial Review, February 2000, 41, pp. 67-84.
    Paper not yet in RePEc: Add citation now
  12. Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances. Econometric Review, 1992, 11, pp. 143-72.
    Paper not yet in RePEc: Add citation now
  13. Monetary Policy and the Volatility of the Federal Funds Interest Rate. Journal of Money, Credit, and Banking, February 2002, 34(1), pp. 137-59.
    Paper not yet in RePEc: Add citation now
  14. Mougoue, Mbodja and Wagster, John. The Causality Effects of the Federal Reserves Monetary Policy on U.S. and Eurodollar Interest Rates. Financial Review, November 1997, 32(4), pp. 821-44.

  15. Swanson, Peggy E. The International Transmission of Interest Rates: A Note on Causal Relationships Between Short-term External and Domestic U.S. Dollar Returns. Journal of Banking and Finance, December 1988, 12(4), pp. 563-73.

  16. Thornton, Daniel L. The Borrowed-Reserves Operating Procedure: Theory and Evidence. Federal Reserve Bank of St. Louis Review, January/February 1988, 70(1), pp. 30-54.

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  3. Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks. (2020). Mahle, Nils.
    In: IMF Working Papers.
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  4. Does a bank levy increase frictions on the interbank market?. (2018). Mielus, Piotr ; Snarska, Malgorzata ; Skorulska, Karolina ; Hryckiewicz, Aneta.
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  5. Liquidity in the Repo Market. (2017). Fuhrer, Lucas.
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  6. Excess reserves and economic activity. (2015). Kersting, Erasmus ; Dressler, Scott J..
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  7. The Daily Market for Funds in Europe: What has Changed with the EMU?. (2015). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perez-Quiros, Gabriel.
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  8. The Impact of Liquidity Regulation on Banks. (2014). Banerjee, Ryan ; Mio, Hitoshi.
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  9. Excess Reserves and Economic Activity. (2013). Kersting, Erasmus ; Dressler, Scott.
    In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
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  10. Central bank reserves and interbank market liquidity in the euro area. (2013). Durré, Alain ; Beaupain, Renaud ; Durre, Alain.
    In: Journal of Financial Intermediation.
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  11. Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions. (2013). Xu, TengTeng ; Porter, Nathan.
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  12. The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Bonner, Clemens ; Eijffinger, S. C. W., .
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  13. Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud.
    In: Working Paper Series.
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  14. Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?. (2009). Schertler, Andrea ; Holl, Dorothee .
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  15. Optimal allotment policy in central bank open market operations. (2009). Valla, Natacha ; Ewerhart, Christian ; Ejerskov, Steen ; Cassola, Nuno.
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  16. What Drives China’s Interbank Market?. (2009). Xu, TengTeng ; Porter, Nathan.
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  17. A study of U.S. monetary policy implementation: demand for reserves on a period average basis. (2009). Klee, Elizabeth ; Judson, Ruth.
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  18. The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread. (2006). Offermanns, Christian ; Nautz, Dieter.
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  19. Banks� participation in the Eurosystem auctions and money market integration. (2005). Scalia, Antonio ; Bruno, Giuseppe ; Ordine, Ernesto Maurizio.
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  20. The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area. (2004). Neyer, Ulrike ; Wiemers, Jurgen.
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  21. Interest Rate Determination in the Interbank Market. (2004). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Gaspar, Vitor.
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  22. Money market operations and short-term interest rate volatility in the United Kingdom. (2003). wetherilt, anne.
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  23. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Barucci, Emilio ; Impenna, Claudio.
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  24. On the pervasive effects of Federal Reserve settlement regulations. (2003). Griffiths, Mark D. ; Cyree, Ken B. ; Winters, Drew B..
    In: Review.
    RePEc:fip:fedlrv:y:2003:i:mar:p:27-46:n:v.85no.2.

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  25. The Daily Market for Funds in Europe: What Has Changed with the EMU?. (2003). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel.
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  26. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Mukhopadhyay, Tridas ; Jallath-Coria, Eduardo.
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  27. The Overnight Interbank Market: Evidence from the G7 and the Euro Zone. (2002). Bertola, Giuseppe.
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  28. The daily market for funds in Europe: Has something changed with the EMU?. (2000). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel.
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  29. Optimal Allotment Policy in Central Bank Open Market Operations. (). Valla, Natacha ; Ewerhart, Christian ; Christian Ewerhart, Nuno Cassola, Steen Ejerskov,, .
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