Overnight interbank loan markets
Selva 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
10 pages matching Eurodollar transactions in this book
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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