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Volumn 38, Issue 1, 2006, Pages 91-118

The daily market for funds in Europe: What has changed with the EMU?

Author keywords

Martingale hypothesis; Overnight rates; Reserve demand

Indexed keywords


EID: 33644746363     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2006.0023     Document Type: Article
Times cited : (50)

References (14)
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    • Manuscript, European Central Bank and University of California, San Diego
    • Angeloni, Iganzio, and Elena Bisagni (2002). "Liquidity Effects in the Euro Area." Manuscript, European Central Bank and University of California, San Diego.
    • (2002) Liquidity Effects in the Euro Area
    • Angeloni, I.1    Bisagni, E.2
  • 2
    • 0042202847 scopus 로고    scopus 로고
    • Banks' reserve management, transaction costs, and the timing of federal reserve intervention
    • Bartolini, Leonardo, Giuseppe Bertola, and Alessandro Prati (2000). "Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention." Journal of Banking and Finance 25, 1287-1317.
    • (2000) Journal of Banking and Finance , vol.25 , pp. 1287-1317
    • Bartolini, L.1    Bertola, G.2    Prati, A.3
  • 4
    • 0002657942 scopus 로고
    • Money announcements, the demand for bank reserves, and the behavior of the federal funds rate within the statement week
    • Campbell, John Y. (1987). "Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week." Journal of Money, Credit, and Banking 19, 56-67.
    • (1987) Journal of Money, Credit, and Banking , vol.19 , pp. 56-67
    • Campbell, J.Y.1
  • 6
    • 0006821144 scopus 로고    scopus 로고
    • Empirical assessment of monetary policy instruments and procedures in EU countries
    • Escrivá, José L., and Gabriel P. Fagan (1996). "Empirical Assessment of Monetary Policy Instruments and Procedures in EU Countries." European Monetary Institute Staff Paper No. 2.
    • (1996) European Monetary Institute Staff Paper No. 2 , vol.2
    • Escrivá, J.L.1    Fagan, G.P.2
  • 9
    • 0001955215 scopus 로고    scopus 로고
    • The daily market for federal funds
    • Hamilton, James D. (1996). "The Daily Market for Federal Funds." Journal of Political Economy 104, 26-56.
    • (1996) Journal of Political Economy , vol.104 , pp. 26-56
    • Hamilton, J.D.1
  • 11
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • Nelson, Daniel B. (1991). "Conditional Heteroskedasticity in Asset Returns: A New Approach." Econometrica 59, 347-370.
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1
  • 12
    • 33644756268 scopus 로고    scopus 로고
    • The overnight interbank market: Evidence from the G-7 and the euro zone
    • Prati, Alessandro, Leonardo Bartolini, and Giuseppe Bertola (2002). "The Overnight Interbank Market: Evidence from the G-7 and the Euro Zone." CEPR Discussion Paper No. 3090.
    • (2002) CEPR Discussion Paper No. 3090 , vol.3090
    • Prati, A.1    Bartolini, L.2    Bertola, G.3
  • 13
    • 0001266729 scopus 로고
    • The micromechanics of the federal funds market: Implications for day-of-the-week effects in funds rate variability
    • Spindt, Paul A., and J. Ronald Hoffmeister (1988). "The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability." Journal of Financial and Quantitative Analysis 23, 401-415.
    • (1988) Journal of Financial and Quantitative Analysis , vol.23 , pp. 401-415
    • Spindt, P.A.1    Hoffmeister, J.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.