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The price of liquidity : CD rates charged by money market funds

Whitledge, Matthew D.; Winters, Drew B. - In: Journal of banking & finance 54 (2015), pp. 104-114

Persistent link: https://www.econbiz.de/10011377794

A look inside AMLF : what traded and who benefited

Akay, Ozgur; Griffiths, Mark D.; Kotomin, Vladimir; … - In: Journal of banking & finance 37 (2013) 5, pp. 1643-1657

Persistent link: https://www.econbiz.de/10009729032

Federal Reserve financial crisis lending programs and bank stock returns

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of banking & finance 37 (2013) 10, pp. 3819-3829

Persistent link: https://www.econbiz.de/10010127451

The federal reserve and the 2007 - 2009 financial crisis : treating a virus with antibiotics? ; evidence from the commercial paper market

Griffiths, Mark D.; Kotomin, Vladimir; Winters, Drew B. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 541-567

Persistent link: https://www.econbiz.de/10009384059

Implications of a TAF program stigma for lenders : the case of publicly traded banks versus privately held banks

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 545-567

Persistent link: https://www.econbiz.de/10011797122

Year-end seasonality in one-month LIBOR derivatives

Neely, Christopher J.; Winters, Drew B. - Federal Reserve Bank of St. Louis - 2005

We examine the markets for one-month LIBOR futures contracts and options on those futures for a year-end price effect consistent with the previously identified year-end rate increase in one-month LIBOR. The cash market rate increase appears in forward rates and derivative prices, which allows...

Persistent link: https://www.econbiz.de/10005352973