Day-to-day monetary policy and the volatility of the federal funds interest rate /
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| Author / Creator: | Bartolini, Leonardo. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000. |
| Description: | 1 online resource (28 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/00/206 IMF working paper ; WP/00/206. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497659 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 no.00/206 | |
| 100 | 1 | |a Bartolini, Leonardo. | |
| 245 | 1 | 0 | |a Day-to-day monetary policy and the volatility of the federal funds interest rate / |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 (28 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/00/206 | |
| 504 | |a Includes bibliographical references (pages 27-28). | ||
| 588 | 0 | |a Print version record. | |
| 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 | |
| 520 | 8 | |a Annotation |b We propose a model of the interbank money market with an explicit role for central bank intervention and periodic reserve requirements, and study the interaction of profit-maximizing banks with a central bank targeting interest rates at high frequency. the model yields predictions on biweekly patterns of the federal funds rates volatility and on its response to changes in target rates and in intervention procedures, such as those implemented by the Federal Reserve in 1994. Theoretical results are consistent with empirical patterns of interest rate volatility in the U.S. market for federal funds. | |
| 650 | 0 | |a Monetary policy |x Econometric models. | |
| 650 | 0 | |a Interest rates |x Econometric models. | |
| 650 | 0 | |a Money market |x Econometric models. | |
| 650 | 0 | |a Banks and banking, Central |x Econometric models. | |
| 650 | 6 | |a Politique monétaire |x Modèles économétriques. | |
| 650 | 6 | |a Taux d'intérêt |x Modèles économétriques. | |
| 650 | 6 | |a Marché monétaire |x Modèles économétriques. | |
| 650 | 6 | |a Banques centrales |x Modèles économétriques. | |
| 650 | 7 | |a Banks and banking, Central |x Econometric models. |2 fast |0 (OCoLC)fst00827041 | |
| 650 | 7 | |a Interest rates |x Econometric models. |2 fast |0 (OCoLC)fst00976180 | |
| 650 | 7 | |a Monetary policy |x Econometric models. |2 fast |0 (OCoLC)fst01025234 | |
| 650 | 7 | |a Money market |x Econometric models. |2 fast |0 (OCoLC)fst01025331 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Bertola, Giuseppe. | |
| 700 | 1 | |a Prati, Alessandro, |d 1961- |0 http://id.loc.gov/authorities/names/no95015128 | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. | |
| 776 | 0 | 8 | |i Print version: |a Bartolini, Leonardo. |t Day-to-day monetary policy and the volatility of the federal funds interest rate. |d [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000 |w (OCoLC)45882280 |
| 830 | 0 | |a IMF working paper ; |v WP/00/206. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2000/206/001.2000.issue-206-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 no.00/206 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2000/206/001.2000.issue-206-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12141697 | ||