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Comments on 'Financial Conditions Indexes: A New Look after the Financial Crisis'

Dudley, William - Federal Reserve Bank of New York - 2010

Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.

Persistent link: https://www.econbiz.de/10010724932

Managing the Federal Reserve's balance sheet

Sack, Brian P. - Federal Reserve Bank of New York - 2010

Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.

Persistent link: https://www.econbiz.de/10010724947

Remarks on the role of central bank interactions with financial markets

Potter, Simon - Federal Reserve Bank of New York - 2012

Remarks at New York University's Stern School of Business, New York City.

Persistent link: https://www.econbiz.de/10010724983

A bit better, but very far from best

Dudley, William - Federal Reserve Bank of New York - 2009

Remarks at the Fordham Corporate Law Center Lecture, New York.

Persistent link: https://www.econbiz.de/10010725005

Basel and the wider financial stability agenda

Dudley, William - Federal Reserve Bank of New York - 2010

Remarks at the 2010 Institute of International Finance Annual Membership Meeting, Washington, D.C.

Persistent link: https://www.econbiz.de/10010725039

Is the integration of world asset markets necessarily beneficial in the presence of monetary shocks?

Tille, Cedric - Federal Reserve Bank of New York - 2000

This paper evaluates the consequences of the integration of international asset markets when goods markets are characterized by price rigidities. Using an open economy general equilibrium model with volatility in the money markets, we show that such an integration is not universally beneficial....

Persistent link: https://www.econbiz.de/10005420578

ECB monetary operations and the interbank repo market

Dunne, Peter G.; Fleming, Michael J.; Zholos, Andrey - Federal Reserve Bank of New York - 2013

We examine the relationship between monetary policy operations and interbank borrowing and lending of funds using sovereign bonds as collateral. We first establish that, in the precrisis period, there are important but rather weak relations between these funding sources and that this...

Persistent link: https://www.econbiz.de/10010732481

An empirical analysis of stock and bond market liquidity

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2003 - [Elektronische Ressource]

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid … in one market affects the spreads in both markets, and that return volatility is an important driver of liquidity …

Persistent link: https://www.econbiz.de/10001752003

Central bank transparency, the accuracy of professional forecasts, and interest rate volatility

Middeldorp, Menno - Federal Reserve Bank of New York - 2011

Central banks worldwide have become more transparent. An important reason is that democratic societies expect more openness from public institutions. Policymakers also see transparency as a way to improve the predictability of monetary policy, thereby lowering interest rate volatility and...

Persistent link: https://www.econbiz.de/10009131509

The implementation of recent monetary policy actions

Thomas C. Baxter, Jr. - Federal Reserve Bank of New York - 2011

Testimony before the Subcommittee on Oversight and Investigations, Committee on Financial Services, U.S. House of Representatives.> .

Persistent link: https://www.econbiz.de/10010724967

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