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Book
Year: 2020 Publisher: Washington : Congressional Research Service,
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Book
Year: 2020 Publisher: Washington : Congressional Research Service,
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Book
Year: 2020 Publisher: Washington : Congressional Research Service,
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Periodical
Year: 1982 Publisher: [Washington, D.C.] : Board of Governors of the Federal Reserve System
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Banks and banking --- Credit --- Federal funds market (United States) --- Banks and banking. --- Credit. --- Federal funds market (United States) --- United States.
Periodical
Year: 1982 Publisher: [Washington, D.C.] : Board of Governors of the Federal Reserve System
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Banks and banking --- Credit --- Federal funds market (United States) --- United States.
Book
ISBN: 1451864671 1462384102 1451994044 9786613827180 1451992386 1283514737 Year: 2006 Publisher: Washington, D.C. : International Monetary Fund,
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We use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar markets, the two core components of the dollar money market. Our results contrast with previous evidence of segmentation of these two markets, showing them to be well integrated even at high intra-day frequency. We document several patterns in the behavior of federal funds and Eurodollar spreads, including liquidity effects from trading volume to yield spreads volatility. Our analysis supports the view that targeting federal funds rates alone is sufficient to stabilize rates in the, much larger, dollar money market as a whole.
Electronic books. -- local. --- Euro-dollar market -- Econometric models. --- Federal funds market (United States) -- Econometric models. --- Foreign exchange rates -- Econometric models. --- Money market -- Econometric models. --- Finance --- Business & Economics --- International Finance --- Euro-dollar market --- Federal funds market (United States) --- Foreign exchange rates --- Money market --- Econometric models. --- Money markets --- Eurocurrency market --- Market, Euro-dollar --- Financial institutions --- Money --- Federal Reserve banks --- Banks and banking, International --- Foreign exchange --- International finance --- Banks and Banking --- Finance: General --- Interest Rates: Determination, Term Structure, and Effects --- Financial Markets and the Macroeconomy --- Monetary Policy --- General Financial Markets: General (includes Measurement and Data) --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Banking --- International capital markets --- Financial markets --- Capital market --- Banks and banking --- United States
Book
ISBN: 1283339862 9786613339867 1400840511 0691138966 9781400840519 9780691138961 9781283339865 6613339865 Year: 2012 Publisher: Princeton : Princeton University Press,
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Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades are negotiated privately between market participants who may be unaware of prices that are currently available elsewhere in the market. In these relatively opaque markets, investors can be in the dark about the most attractive available terms and who might be offering them. This opaqueness exacerbated the financial crisis, as regulators and market participants were unable to quickly assess the risks and pricing of these instruments. Dark Markets offers a concise introduction to OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for more advanced subjects in this field. Darrell Duffie covers the basic methods for modeling search and random matching in economies with many agents. He gives an overview of asset pricing in OTC markets with symmetric and asymmetric information, showing how information percolates through these markets as investors encounter each other over time. This book also features appendixes containing methodologies supporting the more theory-oriented of the chapters, making this the most self-contained introduction to OTC markets available.
Over-the-counter markets. --- Capital assets pricing model. --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- OTC markets --- Over-the-counter securities --- Unlisted securities markets --- Capital --- Finance --- Investments --- Securities --- Mathematical models --- Over-the-counter markets --- Capital assets pricing model --- E-books --- Bellman's principle. --- OTC market. --- OTC trades. --- asset pricing. --- credit risk. --- debt. --- derivatives. --- equilibrium bargaining. --- equilibrium search. --- federal funds market. --- federal loans. --- global financial crisis. --- information exchange. --- interbank market. --- intraday allocation. --- large numbers. --- market opaqueness. --- over-the-counter market. --- percolation. --- posterior beliefs. --- private information. --- random matching. --- repurchase. --- search models. --- supply shocks. --- trading. --- transparency.
Book
ISBN: 082230287X 9780822302872 Year: 1972 Publisher: Durham Duke university
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Federal funds market (United States) --- Monetary policy --- US / United States of America - USA - Verenigde Staten - Etats Unis --- 336.74 --- 333.130.2 --- 333.821 --- 333.405 --- -333.822 --- 333.631 --- 333.832.6 --- 333.634 --- 333.831.1 --- 333.741.0 --- 333.823 --- Monetary management --- Economic policy --- Currency boards --- Money supply --- Federal Reserve banks --- Geld. Geldwezen. Monetaire sector. --- Bankliquiditeit. Verplichte reserves. Solvabiliteit. --- Discontopolitiek. --- Monetaire stromen. --- Openmarktpolitiek. --- Overheidsfondsen. Markt van de overheidsfondsen. --- Rentevoet van de overheidsfondsen, van het overheidskrediet. --- Schatkistcertificaten. --- krediet op korte termijn. --- krediet op korte termijn. geldmarkt: Algemeenheden. --- liquiditeitsbeleid.Kascoëfficiënten en liquiditeitscoëfficiënten. --- 336.74 Geld. Geldwezen. Monetaire sector. --- 333.822 --- Bankliquiditeit. Verplichte reserves. Solvabiliteit --- Monetaire stromen --- Overheidsfondsen. Markt van de overheidsfondsen --- Schatkistcertificaten --- krediet op korte termijn. geldmarkt: Algemeenheden --- Discontopolitiek --- Openmarktpolitiek --- liquiditeitsbeleid.Kascoëfficiënten en liquiditeitscoëfficiënten --- krediet op korte termijn --- Rentevoet van de overheidsfondsen, van het overheidskrediet --- Geld. Geldwezen. Monetaire sector --- Monetary policy - United States
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