Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention /
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| Author / Creator: | Bartolini, Leonardo. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000. |
| Description: | 1 online resource (34 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/00/163 IMF working paper ; WP/00/163. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12496820 |
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| 100 | 1 | |a Bartolini, Leonardo. |0 http://id.loc.gov/authorities/names/nr90000431 | |
| 245 | 1 | 0 | |a Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention / |c Leonardo Bartolini, Giuseppe Bertola, and Alessandro Prati. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, Research Dept., |c ©2000. | ||
| 300 | |a 1 online resource (34 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/00/163 | |
| 504 | |a Includes bibliographical references (pages 33-34). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | 3 | |a We use daily data on bank reserves and overnight interest rates to document a striking pattern in the high-frequency behavior of the U.S. market for federal funds: depository institutions tend to hold more reserves during the last few days of each "reserve maintenance period," when the opportunity cost of holding reserves is typically highest. We then propose and analyze a model of the federal funds market where uncertain liquidity flows and transaction costs induce banks to delay trading and to bid up interest rates at the end of each maintenance period | |
| 650 | 0 | |a Banks and banking, Central |z United States |x Econometric models. | |
| 650 | 0 | |a Bank reserves |z United States |x Econometric models. | |
| 650 | 0 | |a Federal Reserve banks. |0 http://id.loc.gov/authorities/subjects/sh85047618 | |
| 650 | 0 | |a Intervention (Federal government) |z United States |x Econometric models. | |
| 650 | 0 | |a Interest rates |z United States |x Econometric models. | |
| 650 | 0 | |a Transaction costs |x Econometric models. | |
| 650 | 0 | |a Banks of issue |z United States |x Econometric models. | |
| 650 | 6 | |a Banques centrales |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Banques |x Réserves |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Banques de la Réserve fédérale. | |
| 650 | 6 | |a Intervention (Gouvernement fédéral) |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Taux d'intérêt |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Coûts de transaction |x Modèles économétriques. | |
| 650 | 7 | |a Federal Reserve banks. |2 aat | |
| 650 | 7 | |a Bank reserves |x Econometric models. |2 fast |0 (OCoLC)fst00826778 | |
| 650 | 7 | |a Banks and banking, Central |x Econometric models. |2 fast |0 (OCoLC)fst00827041 | |
| 650 | 7 | |a Federal Reserve banks. |2 fast |0 (OCoLC)fst00922135 | |
| 650 | 7 | |a Interest rates |x Econometric models. |2 fast |0 (OCoLC)fst00976180 | |
| 650 | 7 | |a Transaction costs |x Econometric models. |2 fast |0 (OCoLC)fst01154508 | |
| 651 | 7 | |a United States. |2 fast |0 (OCoLC)fst01204155 | |
| 650 | 1 | 7 | |a BANK RESERVES. |2 unbist |
| 650 | 1 | 7 | |a INTEREST RATES. |2 unbist |
| 650 | 1 | 7 | |a BANKING. |2 unbist |
| 700 | 1 | |a Bertola, Giuseppe. |0 http://id.loc.gov/authorities/names/nr92027803 | |
| 700 | 1 | |a Prati, Alessandro, |d 1961- |0 http://id.loc.gov/authorities/names/no95015128 | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. |0 http://id.loc.gov/authorities/names/n77001219 | |
| 776 | 0 | 8 | |i Print version: |a Bartolini, Leonardo. |t Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention. |d [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000 |w (OCoLC)45342322 |
| 830 | 0 | |a IMF working paper ; |v WP/00/163. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2000/163/001.2000.issue-163-en.xml |y INTERNATIONAL MONETARY FUND |
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