Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?

Elizabeth Klee, Zeynep Senyuz and Emre Yoldas

No 2015-12-21, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note we provide a comparative analysis of overnight money market dynamics before the crisis and after the target federal funds rate (FFR) has been lowered to the zero lower bound (ZLB).

Date: 2015-12-21
New Economics Papers: this item is included in nep-mac and nep-mon
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.federalreserve.gov/econresdata/notes/f ... er-bound-151221.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2015-12-21

DOI: 10.17016/2380-7172.1676

Access Statistics for this paper

More papers in FEDS Notes from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().