The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
Year of publication: |
2013
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Authors: | Marquez, Jaime ; Morse, Ari ; Schlusche, Bernd |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 12, p. 5300-5315
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Publisher: |
Elsevier |
Subject: | Reserve balances | Federal funds rate | Balance sheet | Exit strategy | FIML |
Type of publication: | Article |
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Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E65 - Studies of Particular Policy Episodes ; G01 - Financial Crises ; G17 - Financial Forecasting |
Source: |
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Marquez, Jaime R., (2013)
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Three Scenarios for Interest Rates in the Transition to Normalcy
Gavin, William Thomas, (2014)
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The Federal Reserve's Balance Sheet and Overnight Interest Rates
Marquez, Jaime, (2013)
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The Federal Reserve's balance sheet and overnight interest rates
Marquez, Jaime R., (2012)
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Marquez, Jaime R., (2013)
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The Federal Reserve's Balance Sheet and Overnight Interest Rates
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