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Volumn 6, Issue 3, 2010, Pages 101-118

The impact of banks' cumulative reserve position on federal funds rate behavior

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Indexed keywords


EID: 78650230849     PISSN: 18154654     EISSN: 18157556     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (12)
  • 1
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    • Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate
    • Bartolini, L., G. Bertola, and A. Prati. 2002. Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate. Journal of Money, Credit, and Banking 34 (1): 137-59.
    • (2002) Journal of Money, Credit, and Banking , vol.34 , Issue.1 , pp. 137-159
    • Bartolini, L.1    Bertola, G.2    Prati, A.3
  • 3
    • 33644950551 scopus 로고    scopus 로고
    • Board of Governors of the Federal Reserve System, Washington, DC
    • Board of Governors of the Federal Reserve System. 2005. The Federal Reserve System, Purposes and Functions. Washington, DC.
    • (2005) The Federal Reserve System, Purposes and Functions
  • 4
    • 33745967728 scopus 로고    scopus 로고
    • Anticipation of Monetary Policy and Open Market Operations, The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations
    • Carpenter, S., and S. Demiralp. 2006a. Anticipation of Monetary Policy and Open Market Operations. International Journal of Central Banking 2 (2): 25-63. ---. 2006b. The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations. Journal of Money, Credit, and Banking 38 (4): 901-20.
    • (2006) International Journal of Central Banking, Journal of Money, Credit, and Banking , vol.38 , Issue.4 , pp. 901-920
    • Carpenter, S.1    Demiralp, S.2
  • 5
    • 79751478294 scopus 로고    scopus 로고
    • Domestic Open Market Operations During 2005
    • Federal Reserve Bank of New York, (January)
    • Federal Reserve Bank of New York. 2006. Domestic Open Market Operations during 2005. (January).
    • (2006)
  • 6
    • 84940643524 scopus 로고
    • How Well Does the IS-LM Model Fit Postwar U.S. Data?
    • GaĺI, J. 1992. How Well Does the IS-LM Model Fit Postwar U.S. Data? Quarterly Journal of Economics 107 (2): 709-38.
    • (1992) Quarterly Journal of Economics , vol.107 , Issue.2 , pp. 709-738
    • Gaĺi, J.1
  • 7
    • 84993601065 scopus 로고
    • On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
    • Glosten, L. R., R. Jagannathan, and D. E. Runkle. 1993. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. Journal of Finance 48 (5): 1779-1801.
    • (1993) Journal of Finance , vol.48 , Issue.5 , pp. 1779-1801
    • Glosten, L.R.1    Jagannathan, R.2    Runkle, D.E.3
  • 8
    • 0002846188 scopus 로고    scopus 로고
    • Measuring the Liquidity Effect
    • Hamilton, J. D. 1997. Measuring the Liquidity Effect. American Economic Review 87 (1): 80-97.
    • (1997) American Economic Review , vol.87 , Issue.1 , pp. 80-97
    • Hamilton, J.D.1
  • 10
    • 0003047667 scopus 로고
    • Resolving the Liquidity Effect
    • (Federal Reserve Bank of St. Louis)
    • Pagan, A. R., and J. C. Robertson. 1995. Resolving the Liquidity Effect. Review (Federal Reserve Bank of St. Louis) 77 (3): 33-54.
    • (1995) Review , vol.77 , Issue.3 , pp. 33-54
    • Pagan, A.R.1    Robertson, J.C.2
  • 11
    • 44049115762 scopus 로고
    • Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy
    • Sims, C. A. 1992. Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy. European Economic Review 36 (5): 975-1000.
    • (1992) European Economic Review , vol.36 , Issue.5 , pp. 975-1000
    • Sims, C.A.1
  • 12
    • 0347708409 scopus 로고    scopus 로고
    • Identifying the Liquidity Effect At the Daily Frequency, The Daily Liquidity Effect
    • Federal Reserve Bank, of St. Louis Working Paper No. 20A, (April), (Federal Reserve Bank of St. Louis)
    • Thornton, D. L. 2001. Identifying the Liquidity Effect at the Daily Frequency. Review (Federal Reserve Bank of St. Louis) 83 (4): 59-78. ---. 2006. The Daily Liquidity Effect. Federal Reserve Bank of St. Louis Working Paper No. 20A (April).
    • (2001) Review , vol.83 , Issue.4 , pp. 59-78
    • Thornton, D.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.