Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market

Zeynep Senyuz and Manjola Tase
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Manjola Tase: https://www.federalreserve.gov/econres/manjola-tase.htm

No 2017-10-19-2, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, we analyze the effects of the ON RRP operations on daily repo rate uncertainty--based on revisions to the repo rate forecast--and intraday repo rate volatility.

Date: 2017-10-19
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2017-10-19-2

DOI: 10.17016/2380-7172.2069

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