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The Announcement Effect: Evidence from Open Market Desk Data. (2001). Jorda, Oscar ; Demiralp, Selva.
In: Department of Economics.
RePEc:fth:caldec:01-04.

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  1. .

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  2. The execution of monetary policy: a tale of two central banks. (2003). .
    In: Staff Reports.
    RePEc:fip:fednsr:165.

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  3. Central bank transparency and market efficiency: An econometric analysis. (2002). Rafferty, Matthew ; Tomljanovich, Marc.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:26:y:2002:i:2:p:150-161.

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  4. Monetary Policy in the Information Economy. (2001). Woodford, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8674.

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References

References cited by this document

  1. Akhtar, M.A. (1997), Understanding Open Market Operations, Public Information Department, Federal Reserve Bank of New York.
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  2. Anderson, R. G. and Raasche, R. H. (2000), Retail Sweep Programs and Bank Reserves, 1994-1999, Federal Reserve Bank of St. Louis, working paper 2000-023A.

  3. Bartolini, L., Bertola, G. and Prati, A. (2000), Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate, Federal Reserve Bank of New York, Staff Report no. 110.

  4. Clouse, J. A. and Dow, J. P. (2000), A Computational Model of Banks Optimal Reserve Management Policy, Federal Reserve Board, manuscript.
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  5. Cook and Robert K LaRoche, eds., Instruments of the Money Market. Richmond: Federal Reserve Bank of Richmond. Meulendyke, A M. (1998), U.S Monetary Policy and Financial Markets, Federal Reserve Bank of New York.

  6. Edwards C. L. (1997), Open Market Operations in 1990s, Federal Reserve Bulletin, November 1997.

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  14. Heller, H.R. (1987), Implementing Monetary Policy, Federal Reserve Bulletin, July, 419-429.
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  15. Hilton, S. (1999), Highlights of Domestic Open Market Operations during 1998, Federal Reserve Bulletin, April 1999.

  16. Louis, Review, forthcoming. Rudebusch, Glenn D. (1995), Federal Reserve Interest Rate Targeting, Rational Expectations and the Term Structure, Journal of Monetary Economics, 35, 245-274.

  17. Maddala , GS. (1983), Limited-dependent and Qualitative Variables in Econometrics, Cambridge, New York: Cambridge University Press.
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  18. Orphanides, Athanasios (2001), Comments on: Expectations, Open Market Operations, and Changes in the Federal Funds Rate, by John B. Taylor. Federal Reserve Bank of St.

  19. Taylor, J B. (2001), Expectations, Open Market Operations, and Changes in the Federal Funds Rate, Federal Reserve Bank of St. Louis, Review, forthcoming.

  20. Thornton, DL. (2001), The Market Reaction to Changes in he Feds Fund Rate Target: Has the Fed Used Open Mouth Operations? Federal Reserve Bank of St. Louis, Review, forthcoming.
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Cocites

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  2. Strategy and tactics in public debt management. (2016). Manna, Michele ; Dottori, Davide.
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  4. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy.
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  5. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy I..
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  6. Determinants of the EONIA Spread and the Financial Crisis. (2013). Soares, Carla ; Rodrigues, Paulo ; Paulo M. M. Rodrigues, .
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  7. Determinants of the EONIA spread and the financial turmoil of 2007-2009. (2010). Soares, Carla.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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  8. Banks� participation in the Eurosystem auctions and money market integration. (2005). Scalia, Antonio ; Bruno, Giuseppe ; Ordine, Ernesto Maurizio.
    In: Temi di discussione (Economic working papers).
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  9. Payment system disruptions and the federal reserve following September 11, 2001. (2004). Lacker, Jeffrey.
    In: Journal of Monetary Economics.
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  10. Money market operations and short-term interest rate volatility in the United Kingdom. (2003). wetherilt, anne.
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  11. Volatility and liquidity in the Italian money market. (2003). Palombini, Edgardo.
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  12. The Pavlovian Response of Term Rates to Fed Announcements.. (2003). Demiralp, Selva ; Jorda, Oscar.
    In: Working Papers.
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  13. The Announcement Effect: Evidence from Open Market Desk Data. (2003). Jorda, Oscar ; Demiralp, Selva ; Williams, Jeffrey ; Liu, Holly.
    In: Working Papers.
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  14. The Announcement Effect: Evidence from Open Market Desk Data. (2003). Demiralp, Selva ; Jorda, Oscar ; Liu, Holly.
    In: Working Papers.
    RePEc:cda:wpaper:01-4.

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  15. Money market operations and volatility of UK money market rates. (2003). wetherilt, anne.
    In: Bank of England working papers.
    RePEc:boe:boeewp:174.

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  16. The announcement effect: evidence from open market desk data. (2002). Jorda, Oscar ; Demiralp, Selva.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:29-48:n:v.8no.1.

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  17. The Announcement Effect: Evidence from Open Market Desk Data. (2001). Jorda, Oscar ; Demiralp, Selva.
    In: Department of Economics.
    RePEc:fth:caldec:01-04.

    Full description at Econpapers || Download paper

  18. Monetary policy in a changing world: rising role of expectations and the anticipation effect. (2001). Demiralp, Selva.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-55.

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  19. The Pavlovian response of term rates to Fed announcements. (2001). Jorda, Oscar ; Demiralp, Selva.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-10.

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  20. The Pavlovian Response of Term Rates to Fed Announcements. (1999). Jorda, Oscar ; Demiralp, Selva.
    In: Department of Economics.
    RePEc:fth:caldec:99-06.

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