- âââ. 2003. âExpansion of the Operating Hours for the On-Line Fedwire Funds Service.â Federal Register 68, no. 101: 28826-8.
Paper not yet in RePEc: Add citation now
- âââ. 2004. âPolicy Statement on Payments System Risk.â Federal Register 69, no. 187: 57917-31. Docket no. OP-1182. Available at http://www.federalreserve.gov/BoardDocs/Press/other/2004/ 20040923/attachment.pdf.
Paper not yet in RePEc: Add citation now
- âââ. 2005. âNew Developments in Large-Value Payment Systems.â CPSS Publications, no. 67. Available at http://www.bis.org/ publ/cpss67.htm.
Paper not yet in RePEc: Add citation now
- âââ. 2010. âShould There Be Intraday Money Markets?â Contemporary Economic Policy 28, no. 1 (January): 110-22.
Paper not yet in RePEc: Add citation now
- Angelini, P. 1998. âAn Analysis of Competitive Externalities in Gross Settlement Systems.â Journal of Banking and Finance 22, no. 1 (January): 1-18.
Paper not yet in RePEc: Add citation now
Armantier, O., J. Arnold, and J. McAndrews. 2008. âChanges in the Timing Distribution of Fedwire Funds Transfers.â Federal Reserve Bank of New York Economic Policy Review 14, no. 2 (September): 83-112.
Atalay, E., A. Martin, and J. McAndrews. 2010. âQuantifying the Benefits of a Liquidity-Saving Mechanism.â Federal Reserve Bank of New York Staff Reports, no. 447, May.
- Bank for International Settlements. 2003. âA Glossary of Terms Used in Payments and Settlement Systems.â March. Available at http://www.bis.org/publ/cpss00b.pdf.
Paper not yet in RePEc: Add citation now
Bech, M. L., and B. Hobijn. 2007. âTechnology Diffusion within Central Banking: The Case of Real-Time Gross Settlement.â International Journal of Central Banking 3, no. 3 (September): 147-81.
Bech, M. L., and E. Klee. 2011. âThe Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market.â Journal of Monetary Economics 58, no. 5 (July): 415-31.
- Bech, M. L., and K. SoramÃki. 2001. âGridlock Resolution in Interbank Payment Systems.â Bank of Finland Discussion Papers, no. 9.
Paper not yet in RePEc: Add citation now
Bech, M. L., and R. Garratt. 2003. âThe Intraday Liquidity Management Game.â Journal of Economic Theory 109, no. 2 (April): 198-219. âââ. Forthcoming. âIlliquidity in the Interbank Payment System following Wide-Scale Disruptions.â Journal of Money, Credit, and Banking.
Bech, M. L., C. Preisig, and K. SoramÃki. 2008. âGlobal Trends in Large-Value Payments.â Federal Reserve Bank of New York Economic Policy Review 14, no. 2 (September): 59-81.
Becher, C., M. Galbiati, and M. Tudela. 2008. âThe Timing and Funding of CHAPS Sterling Payments.â Federal Reserve Bank of New York Economic Policy Review 14, no. 2 (September): 113-33.
- Board of Governors of the Federal Reserve System. 2001. âPolicy Statement on Payments System Risk.â Federal Register 66, no. 240: 64419-33. Docket nos. R-1107, R-1108, R-1109, and R-1110.
Paper not yet in RePEc: Add citation now
Bowman, D., E. Gagnon, and M. Leahy. 2010. âInterest on Excess Reserves as a Monetary Policy Instrument: The Experience of Foreign Central Banks.â Board of Governors of the Federal Reserve System International Finance Discussion Papers, no. 996, March.
Brunnermeier, M. K., and L. H. Pedersen. 2009. âMarket Liquidity and Funding Liquidity.â Review of Financial Studies 22, no. 6 (June): 2201-38.
- Cecchetti, S. G., and P. Disyatat. 2010. âCentral Bank Tools and Liquidity Shortages.â Federal Reserve Bank of New York Economic Policy Review 16, no. 1 (August): 29-42.
Paper not yet in RePEc: Add citation now
- Coleman, S. P. 2002. âThe Evolution of the Federal Reserveâs Intraday Credit Policies.â Federal Reserve Bulletin, February: 67-84.
Paper not yet in RePEc: Add citation now
- Copeland, A., A. Martin, and M. W. Walker. 2010. âThe Tri-Party Repo Market before the 2010 Reforms.â Federal Reserve Bank of New York Staff Reports, no. 477, November.
Paper not yet in RePEc: Add citation now
- Federal Reserve Banks. 2006. âFunds Transfers through the Fedwire Funds Service.â Federal Reserve Financial Services Operating Circular no. 6, September. Available at http://www.frbservices.org/ OperatingCirculars/pdf/Oc6.pdf.
Paper not yet in RePEc: Add citation now
- Furfine, C. H. 2000. âInterbank Payments and the Daily Federal Funds Rate.â Journal of Monetary Economics 46, no. 2 (October): 535-53.
Paper not yet in RePEc: Add citation now
Garbade, K. D., and W. L. Silber. 1979. âThe Payment System and Domestic Exchange Rates: Technological versus Institutional Change.â Journal of Monetary Economics 5, no. 1 (January): 1-22.
- Gilbert, A. M., D. Hunt, and K. C. Winch. 1997. âCreating an Integrated Payment System: The Evolution of Fedwire.â Federal Reserve Bank of New York Economic Policy Review 13, no. 2 (July): 1-7.
Paper not yet in RePEc: Add citation now
- Hilton, S. 2005. âTrends in Federal Funds Rate Volatility.â Federal Reserve Bank of New York Current Issues in Economics and Finance 11, no. 7 (July).
Paper not yet in RePEc: Add citation now
Keister, T., A. Martin, and J. McAndrews. 2008. âDivorcing Money from Monetary Policy.â Federal Reserve Bank of New York Economic Policy Review 14, no. 2 (September): 41-56.
Martin, A. 2004. âOptimal Pricing of Intraday Liquidity.â Journal of Monetary Economics 51, no. 2 (March): 401-24.
- Martin, A., and J. McAndrews. 2008. âLiquidity-Saving Mechanisms.â Journal of Monetary Economics 55, no. 3 (April): 554-67.
Paper not yet in RePEc: Add citation now
- McAndrews, J. 2006. âAlternative Arrangements for the Distribution of Intraday Liquidity.â Federal Reserve Bank of New York Current Issues in Economics and Finance 12, no. 3 (April).
Paper not yet in RePEc: Add citation now
McAndrews, J. J., and S. M. Potter. 2002. âLiquidity Effects of the Events of September 11, 2001.â Federal Reserve Bank of New York Economic Policy Review 8, no. 2 (November): 59-79.
- McAndrews, J., and S. Rajan. 2000. âThe Timing and Funding of Fedwire Funds Transfers.â Federal Reserve Bank of New York Economic Policy Review 6, no. 2 (July): 17-32.
Paper not yet in RePEc: Add citation now
Mills, Jr., D. C., and T. D. Nesmith. 2008. âRisk and Concentration in Payment and Securities Settlement Systems.â Journal of Monetary Economics 55, no. 3 (April): 542-53.
Newey, W. K., and K. D. West. 1987. âA Simple, Positive SemiDefinite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.â Econometrica 55, no. 3 (May): 703-8.
- Payments Risk Committee and Wholesale Customer Advisory Group. 2007. âReport of the Joint Task Force on the PSR Policy Consultation Paper.â Available at http://www.newyorkfed.org/ prc/prc_wcag_tf_report.pdf.
Paper not yet in RePEc: Add citation now
References (Continued) FRBNY Economic Policy Review / March 2012 25 Fleming, M. J. 2003. âMeasuring Treasury Market Liquidity.â Federal Reserve Bank of New York Economic Policy Review 9, no. 3 (September): 83-108.
- Reserve Bank of New Zealand. 2006. âReform of the Reserve Bank of New Zealandâs Liquidity Management Operations.â June.
Paper not yet in RePEc: Add citation now
- Senior Supervisors Group. 2009. âRisk Management Lessons from the Global Banking Crisis of 2008.â October 21. Available at http:// www.newyorkfed.org/newsevents/news_archive/banking/2009/ SSG_report.pdf. The views expressed are those of the authors and do not necessarily reflect the position of the Bank for International Settlements, the Federal Reserve Bank of New York, or the Federal Reserve System. The Federal Reserve Bank of New York provides no warranty, express or implied, as to the accuracy, timeliness, completeness, merchantability, or fitness for any particular purpose of any information contained in documents produced and provided by the Federal Reserve Bank of New York in any form or manner whatsoever.
Paper not yet in RePEc: Add citation now