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On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of investment management : JOIM 19 (2021) 3, pp. 39-59
Persistent link: https://www.econbiz.de/10013041003
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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
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Why is the Effective Fed Funds Rate below the Theoretical Floor?
Allen, Kyle; Griffiths, Mark D.; Hein, Scott E.; … - 2021
Starting on December 18, 2008 the Federal Reserve began paying 25 basis points (bps) on the reserves of depository institutions. Theory argues that the rate paid on reserves establishes a floor for the federal funds market. Nonetheless, the effective federal funds rate has stayed well below this...
Persistent link: https://www.econbiz.de/10013323320
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Why Is the Effective Fed Funds Rate Below the Theoretical Floor?
Griffiths, Mark D. - 2015
Starting on December 18, 2008 the Federal Reserve began paying 25 basis points (bps) on the reserves of depository institutions. Theory argues that the rate paid on reserves establishes a floor for the federal funds market. Nonetheless, the effective federal funds rate has stayed well below this...
Persistent link: https://www.econbiz.de/10013013049