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2. Variations in Market Liquidity and the Intraday Interest Rate. (2017). Tischer, Johannes ; Fecht, Falko ; Abbassi, Puriya.
   In: Journal of Money, Credit and Banking.
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4. Does SIC need a heart pacemaker?. (2013). Oleschak, Robert ; Nellen, Thomas.
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1. Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea.
   In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
   RePEc:ctc:serie1:def10.

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2. Does SIC need a heart pacemaker?. (2013). Oleschak, Robert ; Nellen, Thomas.
   In: Working Papers.
   RePEc:snb:snbwpa:2013-10.

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3. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis. (2013). Monticini, Andrea ; Baglioni, Angelo.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:44:y:2013:i:2:p:175-186.

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4. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
   In: Annals of Finance.
   RePEc:kap:annfin:v:9:y:2013:i:1:p:29-60.

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5. Substitution between net and gross settlement systems: A concern for financial stability?. (2011). Fecht, Falko ; Craig, Ben.
   In: Discussion Paper Series 1: Economic Studies.
   RePEc:zbw:bubdp1:201116.

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6. Risk externalities in a payments oligopoly. (2011). Nilssen, Tore.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:10:y:2011:i:3:p:211-234.

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7. Production, hidden action, and the payment system. (2011). Haslag, Joseph ; Gu, Chao ; Guzman, Mark.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:58:y:2011:i:2:p:172-182.

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8. An agent-based model of payment systems. (2011). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:35:y:2011:i:6:p:859-875.

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9. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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10. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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11. The Microstructure of Japans Interbank Money Market: Simulating Contagion of Intraday Flow of Funds Using BOJ-NET Payment Data. (2010). Soejima, Yutaka ; Imakubo, Kei.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:28:y:2010:p:151-180.

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12. A study of competing designs for a liquidity-saving mechanism. (2010). McAndrews, James ; Martin, Antoine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1818-1826.

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13. Settlement delays in the money market. (2010). McAndrews, James ; Hilton, Spence ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945.

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14. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

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15. The intraday interest rate under a liquidity crisis: The case of August 2007. (2010). Monticini, Andrea ; Baglioni, Angelo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:2:p:198-200.

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16. Risk control measures in payment systems. (2009). Callado-Muñoz, Francisco ; Callado-Muoz, Francisco Jose.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:1:p:1-25.

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17. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:1-23.

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18. Why does overnight liquidity cost more than intraday liquidity?. (2009). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1236-1246.

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19. Liquidity Needs in Economies with Interconnected Financial Obligations. (2008). .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14222.

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20. Should there be intraday money markets?. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:337.

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21. A study of competing designs for a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:336.

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22. The welfare effects of a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine ; Atalay, Enghin.
    In: Staff Reports.
    RePEc:fip:fednsr:331.

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23. Settlement delays in the money market. (2008). McAndrews, James ; Hilton, Spence.
    In: Staff Reports.
    RePEc:fip:fednsr:319.

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24. Changes in the timing distribution of Fedwire funds transfers. (2008). McAndrews, James ; armantier, olivier ; Arnold, Jeffrey.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:83-112:n:v.14no.2.

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25. An economic analysis of liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:25-39:n:v.14no.2.

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26. Liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:554-567.

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27. An agent-based model of payment systems. (2008). Soramäki, Kimmo ; Galbiati, Marco.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0352.

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28. Money, output and the payment system: Optimal monetary policy in a model with hidden effort. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Working Papers.
    RePEc:umc:wpaper:0704.

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29. Why Does Overnight Liquidity Cost More Than Intraday Liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:13096.

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30. Liquidity-saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:282.

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31. Why does overnight liquidity cost more than intraday liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Staff Reports.
    RePEc:fip:fednsr:281.

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32. Modelling Payments Systems: A Review of the Literature. (2007). Lai, Alexandra ; Chiu, Jonathan.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-28.

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33. Alternative central bank credit policies for liquidity provision in a model of payments. (2006). Mills, David.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1593-1611.

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34. Liquidity risk in securities settlement. (2006). Devriese, Johan ; Mitchell, Janet.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:6:p:1807-1834.

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35. Modelling the cross-border use of collateral in payment systems. (2006). Willison, Matthew ; Manning, Mark J.
    In: Bank of England working papers.
    RePEc:boe:boeewp:286.

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36. The intraday price of money: evidence from the e-MID market. (2005). Monticini, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:0507020.

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37. Alternative central bank credit policies for liquidity provision in a model of payments. (2005). Mills, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-55.

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38. Real-Time Gross Settlement and hybrid payment systems: a comparison. (2005). Willison, Matthew.
    In: Bank of England working papers.
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39. Economizing on liquidity with deferred settlement mechanisms. (2004). Soramäki, Kimmo ; McAndrews, James ; Johnson, Kurt.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2004:i:dec:p:51-72:n:v.10no.3.

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40. Optimal pricing of intraday liquidity. (2004). Martin, Antoine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:2:p:401-424.

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41. Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit. (2003). Buckle, Simon ; Campbell, Erin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:209.

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42. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Mukhopadhyay, Tridas ; Jallath-Coria, Eduardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9388.

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43. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-02.

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44. Real-time gross settlement and the costs of immediacy. (2001). Roberds, William ; Kahn, Charles.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:47:y:2001:i:2:p:299-319.

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45. Risk externalities in a payments oligopoly. (2000). Nilssen, Tore.
    In: Memorandum.
    RePEc:hhs:osloec:2000_010.

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46. The timing and funding of Fedwire funds transfers. (2000). McAndrews, James ; Rajan, Samira.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2000:i:jul:p:17-32:n:v.6no.2.

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47. Systemic Risk: A Survey. (2000). Hartmann, Philipp ; DE BANDT, OLIVIER.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2634.

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48. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
    In: Staff Reports.
    RePEc:fip:fednsr:86.

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49. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-10.

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50. Real-time gross settlement and the costs of immediacy. (1999). Roberds, William ; Kahn, Charles.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:98-21.

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