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Day-of-the-week effects in federal funds rates : further empirical findings

Griffiths, Mark D. - In: Journal of banking & finance 19 (1995) 7, pp. 1265-1284

Persistent link: https://www.econbiz.de/10001189242

On the pervasive effects of Federal Reserve settlement regulations

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: Review / Federal Reserve Bank of St. Louis 85 (2003) 2, pp. 27-46

Persistent link: https://www.econbiz.de/10001784866

An intraday examination of the Federal funds market : implications for the theories of the reverse-J pattern

Cyree, Ken B.; Winters, Drew B. - In: The journal of business : B 74 (2001) 4, pp. 535-556

Persistent link: https://www.econbiz.de/10001631894

A Crisis of Confidence : Understanding Money Markets During the Financial Crisis

Griffiths, Mark D. - 2012

The money markets are at the heart of the recent financial crisis and are the subject of substantial news coverage. However, much of what was reported showed a lack of understanding of money markets in general and, specifically, a lack of understanding as to why the financial crisis unfolded as...

Persistent link: https://www.econbiz.de/10013101033

On the robustness of range-based volatility estimators

Akay, Ozgur; Griffiths, Mark D.; Winters, Drew B. - In: The journal of financial research 33 (2010) 2, pp. 179-199

Persistent link: https://www.econbiz.de/10003987994

A look inside AMLF : what traded and who benefited

Akay, Ozgur; Griffiths, Mark D.; Kotomin, Vladimir; … - In: Journal of banking & finance 37 (2013) 5, pp. 1643-1657

Persistent link: https://www.econbiz.de/10009729032

Interest-rate and calendar-time effects in money market fund and bank deposit cash flows

Kotomin, Vladimir; Smith, Stanley D.; Winters, Drew B. - In: Journal of economics and finance 38 (2014) 1, pp. 84-95

Persistent link: https://www.econbiz.de/10010387968

Year-end seasonality in one-month LIBOR derivatives

Neely, Christopher J.; Winters, Drew B. - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 47-65

Persistent link: https://www.econbiz.de/10003321083

The impact of the return to lagged reserve requirements on the federal funds market

Kotomin, Vladimir; Winters, Drew B. - In: Journal of economics & business 59 (2007) 2, pp. 111-129

Persistent link: https://www.econbiz.de/10003441134

Preferred habitat for liquidity in international short-term interest rates

Kotomin, Vladimir; Smith, Stanley D.; Winters, Drew B. - In: Journal of banking & finance 32 (2008) 2, pp. 240-250

Persistent link: https://www.econbiz.de/10003647200