Overnight interbank loan marketsSelva Demiralp, Brian Preslopsky, William C. Whitesell, Board of Governors of the Federal Reserve System (U.S.) Division of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2004 - Business & Economics - 40 pages |
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Common terms and phrases
3-day holiday altemative Ana Aizcorbe April arbitrage Athanasios Orphanides average Banking Industry basis points benchmark rate benchmark series billion Brian Sack brokered fed fimds brokered fed funds brokered market business day calendar days day of quarter deposits direct trades earlier sample periods estimates Eurodollar transactions February Fed Funds Benchmark Fed Funds Fed fed funds trades fed funds transactions Federal Funds Market federal funds rate Federal Reserve Bank Federal Reserve System Fedwire data Fedwire funds transfers Fedwire loans Fedwire Loans Brokered Fedwire transactions filter find first quarter Funds Fed Funds Furfine Inflation Interbank Loan Markets interest rate July Loans Brokered Benchmark loans in Fedwire m=l n=l Market participants matches Split P&I Model Monetary Policy N-for-N nonbank securities dealers November ovemight Eurodollar ovemight interbank ovemight loans payments percent regression repo rates repurchase agreements retum specification Split P&I Mean split P&I repayments split repayments statistics Type II errors volume of ovemight year-end
Bibliographic information
| Title | Overnight interbank loan markets Volumes 4-29 of Finance and economics discussion series |
| Authors | Selva Demiralp, Brian Preslopsky, William C. Whitesell, Board of Governors of the Federal Reserve System (U.S.) |
| Publisher | Division of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2004 |
| Original from | Cornell University |
| Digitized | Aug 16, 2011 |
| Length | 40 pages |
| Subjects | › Business & Economics / Interest Business & Economics / Money & Monetary Policy Federal funds market (United States) Interest rates Monetary policy |
| Export Citation | BiBTeX EndNote RefMan |