Search Results

There are 5187 results for: content related to: Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis

  1. Precautionary Reserves and the Interbank Market

    Journal of Money, Credit and Banking

    Volume 43, Issue s2, October 2011, Pages: 311–348, ADAM ASHCRAFT, JAMES MCANDREWS and DAVID SKEIE

    Article first published online : 23 SEP 2011, DOI: 10.1111/j.1538-4616.2011.00438.x

  2. A Micro Model of the Federal Funds Market

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 977–988, THOMAS S. Y. HO and ANTHONY SAUNDERS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05026.x

  3. The Over-the-Counter Theory of the Fed Funds Market: A Primer

    Journal of Money, Credit and Banking

    Volume 47, Issue S2, June 2015, Pages: 127–154, GARA AFONSO and RICARDO LAGOS

    Article first published online : 27 MAY 2015, DOI: 10.1111/jmcb.12216

  4. The Effect of Federal Reserve Accounting Rules on the Equilibrium Level of Overnight Repo Rates

    Journal of Business Finance & Accounting

    Volume 24, Issue 6, July 1997, Pages: 815–832, Mark D. Griffiths and Drew B. Winters

    Article first published online : 4 MAR 2003, DOI: 10.1111/1468-5957.00135

  5. Trade Dynamics in the Market for Federal Funds

    Econometrica

    Volume 83, Issue 1, January 2015, Pages: 263–313, Gara Afonso and Ricardo Lagos

    Article first published online : 18 FEB 2015, DOI: 10.3982/ECTA10586

  6. ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS

    Journal of Financial Research

    Volume 33, Issue 2, Summer 2010, Pages: 179–199, Ozgur (Ozzy) Akay, Mark D. Griffiths and Drew B. Winters

    Article first published online : 14 JUN 2010, DOI: 10.1111/j.1475-6803.2010.01267.x

  7. An Examination of the 1992 Increase in the Allowable Carryover of Reserves in the Bank Settlement Process

    Financial Review

    Volume 35, Issue 1, February 2000, Pages: 67–84, Mark D. Griffiths and Drew B. Winters

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2000.tb01407.x

  8. ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS

    Journal of Financial Research

    Volume 24, Issue 3, Fall 2001, Pages: 403–418, Ken B. Cyree and Drew B. Winters

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00777.x

  9. Options on federal funds futures and interest rate volatility

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 330–359, Jahangir Sultan

    Article first published online : 14 APR 2011, DOI: 10.1002/fut.20524

  10. THE RELATION BETWEEN THE FEDERAL FUNDS CASH AND FUTURES MARKETS

    Journal of Financial Research

    Volume 19, Issue 3, Fall 1996, Pages: 359–376, Mark D. Griffiths and Drew B. Winters

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00219.x

  11. Information content of the fed funds rates

    Journal of Futures Markets

    Volume 25, Issue 8, August 2005, Pages: 753–774, Jahangir Sultan

    Article first published online : 8 JUN 2005, DOI: 10.1002/fut.20162

  12. Liquidity Coinsurance and Bank Capital

    Journal of Money, Credit and Banking

    Volume 46, Issue 2-3, March-April 2014, Pages: 409–443, FABIO CASTIGLIONESI, FABIO FERIOZZI, GYÖNGYI LÓRÁNTH and LORIANA PELIZZON

    Article first published online : 26 MAR 2014, DOI: 10.1111/jmcb.12111

  13. INTRAWEEK SEASONALITY IN THE FEDERAL FUNDS MARKET

    Journal of Financial Research

    Volume 7, Issue 1, Spring 1984, Pages: 47–56, Peter C. Eisemann and Stephen G. Timme

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1984.tb00353.x

  14. The Federal Reserve and the 2007–2009 Financial Crisis: Treating a Virus with Antibiotics? Evidence from the Commercial Paper Market

    Financial Review

    Volume 46, Issue 4, November 2011, Pages: 541–567, Mark D. Griffiths, Vladimir Kotomin and Drew B. Winters

    Article first published online : 5 OCT 2011, DOI: 10.1111/j.1540-6288.2011.00311.x

  15. Internal Capital Markets in Financial Conglomerates: Evidence from Small Bank Responses to Monetary Policy

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2773–2805, Murillo Campello

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00512

  16. COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 769–791, William Poole

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00316.x

  17. Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1259–1272, JOSEPH P. OGDEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02435.x

  18. Special Repo Rates

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 493–526, DARRELL DUFFIE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02692.x

  19. Sources of variation in holding returns for fed funds futures contracts

    Journal of Futures Markets

    Volume 31, Issue 3, March 2011, Pages: 205–229, James D. Hamilton and Tatsuyoshi Okimoto

    Article first published online : 21 JUN 2010, DOI: 10.1002/fut.20473

  20. The Microstructure of the Federal Funds Market

    Financial Markets, Institutions & Instruments

    Volume 8, Issue 5, December 1999, Pages: 24–44, Craig H. Furfine

    Article first published online : 4 JAN 2002, DOI: 10.1111/1468-0416.00031