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The liquidity effect in the federal funds market : evidence from daily open market operations

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"We use forecast errors made by the Federal Reserve while preparing open market operations to identify a liquidity effect at a daily frequency in the federal funds market. Unlike Hamilton (1997), we find a liquidity effect on many days of the reserve maintenance period besides settlement day....

Persistent link: https://www.econbiz.de/10002365253

The liquidity effect in the federal funds market : evidence from daily open market operations

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Persistent link: https://www.econbiz.de/10002369373

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Persistent link: https://www.econbiz.de/10001637889