Search Results - subject:"Fed funds rate"

Threats to central bank independence : high-frequency identification with twitter

Bianchi, Francesco; Cram, Roberto Gómez; Kind, Thilo; … - In: Journal of monetary economics 135 (2023), pp. 37-54

Persistent link: https://www.econbiz.de/10014292076

Uncertainty regarding the effectiveness of Federal Reserve monetary policies over time in the U.S. : an exploratory empirical assessment

Cebula, Richard J.; Boylan, Robert - In: Quantitative finance and economics 3 (2019) 2, pp. 244-256

Persistent link: https://www.econbiz.de/10012176466

The link between the federal funds rate and banking system distress : An empirical investigation

Akcay, Mustafa; Elyasiani, Elyas - In: Journal of macroeconomics 67 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012627936

The SOFR and the Fed’s influence over market interest rates

Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Economics letters 209 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013207442

An empirical study of trade dynamics in the fed funds market

Afonso, Gara; Lagos, Ricardo - 2012

We use minute-by-minute daily transaction-level payments data to document the crosssectional and time-series behavior of the estimated prices and quantities negotiated by commercial banks in the fed funds market. We study the frequency and volume of trade, the size distribution of loans, the...

Persistent link: https://www.econbiz.de/10010287019

Fed funds rate surprises and financial markets

Silvia, John E.; Iqbal, Azhar; Moehring, Alex - In: Business economics : the journal of the National … 51 (2016) 1, pp. 36-49

Persistent link: https://www.econbiz.de/10011724342

The Effect of Monetary Policy on Credit Spreads

Cenesizoglu, Tolga; Essid, Badye - Centre Interuniversitaire sur le Risque, les Politiques … - 2010

ratings over changing conditions in the economy. Using futures data on the Fed funds rate, we distinguish between expected and … unexpected changes in monetary policy. We find that unexpected changes in the Fed funds rate do not have a significant effect on …

Persistent link: https://www.econbiz.de/10008641859

Precautionary reserves and the interbank market

Ashcraft, Adam; McAndrews, James; Skeie, David - 2009

Liquidity hoarding by banks and extreme volatility of the fed funds rate have been widely seen as severely disrupting … present empirical evidence on banks' precautionary hoarding of reserves, their reluctance to lend, and extreme fed funds rate … against liquidity shocks. Moreover, the intraday fed funds rate can spike above the discount rate and crash to near zero …

Persistent link: https://www.econbiz.de/10010283540

Is the fed funds rate still effective?

Silvia, John E.; Iqbal, Azhar - In: Business economics : the journal of the National … 49 (2014) 4, pp. 253-262

Persistent link: https://www.econbiz.de/10010495641

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042

Persistent link: https://www.econbiz.de/10010205968