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The profitability of US intervention
Leahy, Michael P. - 1989
Persistent link: https://www.econbiz.de/10000130667
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The Fed and the question of financial stability : an empirical investigation
Grunspan, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10003304761
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Sources of variation in holding returns for FED funds futures contracts
Hamilton, James D.; Okimoto, Tatsuyoshi - 2010
Persistent link: https://www.econbiz.de/10003937216
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Sources of variation in holding returns for fed funds futures contracts
Hamilton, James D.; Okimoto, Tatsuyoshi - In: The journal of futures markets 31 (2011) 3, pp. 205-229
Persistent link: https://www.econbiz.de/10008908404
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Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf; Hughson, Eric; Weidenmier, Marc D. - In: Journal of financial economics 98 (2010) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10008702773
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Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
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Essays in monetary policy and comprehensive income accounting : inferring time-varying central bank preferences and the value of ideas
Beechey, Meredith Jane - 2005
Persistent link: https://www.econbiz.de/10003380174
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The Fed and the question of financial stability
Grunspan, Thierry - 2005
Persistent link: https://www.econbiz.de/10003384498
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State dependency of bank stock reaction to federal funds rate target changes
Yin, Haiyan; Yang, Jiawen; Handorf, William Charles - In: The journal of financial research 33 (2010) 3, pp. 289-315
Persistent link: https://www.econbiz.de/10008986721
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The effectiveness of alternative monetary policy tools in a zero lower bound environment
Hamilton, James D.; Wu, Jing Cynthia - 2011
"This paper reviews alternative options for monetary policy when the short-term interest rate is at the zero lower bound and develops new empirical estimates of the effects of the maturity structure of publicly held debt on the term structure of interest rates. We use a model of risk-averse...
Persistent link: https://www.econbiz.de/10009006774