Search Results

SORT BY: PREVIOUS / NEXT
Keywords:Money market 

Journal Article
Sterilized fx

The Region , Volume 15 , Issue Jun , Pages 11-14

Journal Article
Behavior of Libor in the current financial crisis

This Letter explores the behavior of the risk premium in Libor rates during the current crisis, considering both the credit risk portion and the liquidity risk portion.
FRBSF Economic Letter

Working Paper
Determinants of the spread between Treasury bill and private sector money market rates

The purpose of this paper is to explore the reasons underlying the variable and sometimes very large differentials between United States Treasury bill rates and private sector U.S. money market rates of comparable maturity.
Working Paper , Paper 79-04

Journal Article
The Federal Reserve’s Commercial Paper Funding Facility

Established in the wake of Lehman Brothers? bankruptcy to stabilize severe disruptions in the commercial paper market, the Commercial Paper Funding Facility (CPFF) allowed the Federal Reserve to act as a lender of last resort for issuers of commercial paper, thereby effectively addressing temporary liquidity distortions and alleviating the severe funding stress that threatened to further exacerbate the financial crisis. In doing so, the CPFF can be considered a noteworthy model of liquidity provision in a market-based financial system, where maturity transformation occurs outside of the ...
Economic Policy Review , Volume 17 , Issue May , Pages 25-39

Monograph
Instruments of the money market

Monograph

Journal Article
The commercial paper market: who's minding the shop?

Commercial paper has become a force to be reckoned with in the U.S. money market. It comes with risks, though, that shouldn't be papered over.
The Regional Economist , Issue Apr , Pages 5-9

Journal Article
The LIBOR-OIS spread as a summary indicator

Monetary Trends , Issue Nov

Report
Should there be intraday money markets?

In this paper, we consider the case for an intraday market for reserves. We discuss the separate roles of intraday and overnight reserves and argue that an intraday market could be organized in the same way as the overnight market. We present arguments for and against a market for intraday reserves when the marginal cost of overnight reserves is positive. We also consider how reserves should be supplied when the cost of overnight reserves is zero. In that case, the distinction between overnight and intraday reserves becomes blurred, raising an important question: What is the role of the ...
Staff Reports , Paper 337

FILTER BY year

FILTER BY Content Type

Journal Article 31 items

Monograph 20 items

Working Paper 11 items

Report 6 items

Conference Paper 3 items

Speech 2 items

show more (1)

FILTER BY Author

Cook, Timothy Q. 9 items

anonymous 7 items

Kuprianov, Anatoli 4 items

LaRoche, Robert K. 4 items

Berentsen, Aleksander 3 items

Goodfriend, Marvin 3 items

show more (70)

FILTER BY Jel Classification

E43 4 items

E40 3 items

E42 3 items

E50 3 items

E58 3 items

E44 1 items

show more (4)

FILTER BY Keywords

Interest rates 17 items

Monetary policy 9 items

Futures 7 items

Commercial paper issues 5 items

Monetary policy - United States 5 items

show more (76)

PREVIOUS / NEXT