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The liquidity effect in the federal funds market : evidence at the monthly frequency
Carpenter, Seth B.; Demiralp, Selva - In: Journal of money, credit and banking : JMCB 40 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003635990
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The liquidity effect in the federal funds market : evidence from daily open market operations
Carpenter, Seth B.; Demiralp, Selva - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 901-920
Persistent link: https://www.econbiz.de/10003343656
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Whither the liquidity effect : the impact of Federal Reserve open market operations in recent years
Judson, Ruth A.; Klee, Elizabeth - 2009
Persistent link: https://www.econbiz.de/10003864768
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Whither the liquidity effect : the impact of Federal Reserve open market operations in recent years
Judson, Ruth A.; Klee, Elizabeth - In: Journal of macroeconomics 32 (2010) 3, pp. 713-731
Persistent link: https://www.econbiz.de/10008732387
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The liquidity effect in the federal funds market : evidence from daily open market operations
Carpenter, Seth B.; Demiralp, Selva - 2004
Persistent link: https://www.econbiz.de/10002369373
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Banks, bonds, and the liquidity effect
Tor Einarsson; Marquis, Milton H. - In: Economic review : an annual report of the Economic … (2002), pp. 35-50
Persistent link: https://www.econbiz.de/10001694729
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The announcement affect : evidence from open market desk data
Demiralp, Selva; Jordà, Òscar - In: Economic policy review 8 (2002) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001707856
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Measuring the liquidity effect
Hamilton, James D. - In: The American economic review 87 (1997) 1, pp. 80-97
Persistent link: https://www.econbiz.de/10001218939
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The announcement effect : evidence from open market desk data
Demiralp, Selva (contributor); Jordà, Òscar (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001588795
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Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks : Evidence from the US and Eurozone Interbank Market
Eross, Andrea - 2018
This paper investigates liquidity spillovers between the US and European interbank market during turbulent and tranquil periods. We show that an endogenous model with time-varying transition probabilities is effective in describing the propagation of liquidity shocks within the interbank market,...
Persistent link: https://www.econbiz.de/10012936358