Demiralp, Selva; Preslopsky, Brian; Whitesell, William C. - 2004
,
interbank lending could also take place in the market for repurchase agreements, but in
trading among each other, banks … years when Eurodollar
borrowings were subject to a 3 percent reserve requirement.
In investigating interbank lending, all … volume-weighted average
rate reported to the Open Market Desk of the Federal Reserve Bank of New York by large
federal …