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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

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

Analyzing Federal Reserve asset purchases : from whom does the Fed buy?

Carpenter, Seth B.; Demiralp, Selva; Ihrig, Jane; Klee, … - In: Journal of banking & finance 52 (2015), pp. 230-244

Persistent link: https://www.econbiz.de/10011377663

Declining required reserves, funds rate volatility, and open market operations

Demiralp, Selva; Farley, Dennis - In: Journal of banking & finance 29 (2005) 5, pp. 1131-1152

Persistent link: https://www.econbiz.de/10002628484

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

Carpenter, Seth B. (contributor); … - 2004

"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....