๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Federal-funds-rate volatility and the reserve-maintenance period

โœ Scribed by David Eagle


Book ID
116173728
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
874 KB
Volume
4
Category
Article
ISSN
1058-3300

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Options on federal funds futures and int
โœ Jahangir Sultan ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 440 KB

This study examines the response of the spot and futures interest rates on the fed funds, Eurodollar, and Libor to the listing of CME fed funds options. With the exception of the Libor futures, the introduction of options is associated with a decrease in the conditional volatility of the interest ra

The Fed funds futures rate as a predicto
โœ Krueger, Joel T.; Kuttner, Kenneth N. ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 745 KB

The Federal funds rate is also an ingredient in marc sophisticated measures of monetary policy as described in Bernankc and Mihov (1995) and Strongin (1995). Those measures also incorporate the volumc of nonborrowed and total reserves. 2See, for example, McGee (1995).