Evaluating the quality of fed funds lending estimates produced from fedwire payments data
Year of publication: |
2013
|
---|---|
Authors: | Kovner, Anna ; Skeie, David |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | federal funds market | data quality | interbank loans | fed funds | Fedwire | Y-9C |
Series: | Staff Report ; 629 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 771620926 [GVK] hdl:10419/93646 [Handle] RePEc:fip:fednsr:629 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data ; E40 - Money and Interest Rates. General |
Source: |
-
Evaluating the quality of fed funds lending estimates produced from fedwire payments data
Kovner, Anna, (2013)
-
Stressed, not frozen: The federal funds market in the financial crisis
Afonso, Gara, (2010)
-
Assessing the quality of Furfine-based algorithms
Armantier, Olivier, (2012)
- More ...
-
Evaluating the quality of fed funds lending estimates produced from fedwire payments data
Kovner, Anna, (2013)
-
Evaluating the quality of fed funds lending estimates produced from Fedwire payments data
Kovner, Anna, (2013)
-
LIBOR: Origins, economics, crisis, scandal, and reform
Hou, David, (2014)
- More ...