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The Over-the-Counter Theory of the Fed Funds Market : A Primer

Afonso, Gara - 2014

We present a dynamic over-the-counter model of the fed funds market, and use it to study the determination of the fed funds rate, the volume of loans traded, and the intraday evolution of the distribution of reserve balances across banks. We also investigate the implications of changes in the...

Persistent link: https://www.econbiz.de/10013061067

The over-the-counter theory of the fed funds market : a primer

Afonso, Gara; Lagos, Ricardo - 2013

We present a dynamic over-the-counter model of the fed funds market, and use it to study the determination of the fed funds rate, the volume of loans traded, and the intraday evolution of the distribution of reserve balances across banks. We also investigate the implications of changes in the...

Persistent link: https://www.econbiz.de/10010227278

Trade Dynamics in the Market for Federal Funds

Afonso, Gara; Lagos, Ricardo - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 1, pp. 263-313

Persistent link: https://www.econbiz.de/10011338365

The over-the-counter theory of the fed funds market : a primer

Afonso, Gara; Lagos, Ricardo - In: Journal of money, credit and banking : JMCB 47 (2015), pp. 127-154

Persistent link: https://www.econbiz.de/10011345038

Unemployment and the rental rate of capital

Lagos, Ricardo - In: Bulletin of economic research 52 (2000) 4, pp. 297-322

Persistent link: https://www.econbiz.de/10001517308

An alternative approach to search frictions

Lagos, Ricardo - In: Journal of political economy 108 (2000) 5, pp. 851-873

Persistent link: https://www.econbiz.de/10001525655

Asset prices, liquidity, and monetary policy in an exchange economy

Lagos, Ricardo - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 521-552

Persistent link: https://www.econbiz.de/10009349267

Asset prices, liquidity, and monetary policy in the search theory of money

Lagos, Ricardo - In: Review / Federal Reserve Bank of St. Louis 92 (2010) 4, pp. 303-309

Persistent link: https://www.econbiz.de/10009009883

Some results on the optimality and implementation of the Friedman rule in the Search Theory of Money

Lagos, Ricardo - In: Journal of economic theory 145 (2010) 4, pp. 1508-1524

Persistent link: https://www.econbiz.de/10008697460

Dynamics, cycles, and sunspot equilibria in "genuinely dynamic, fundamentally disaggregative" models of money

Lagos, Ricardo; Wright, Randall D. - In: Journal of economic theory 109 (2003) 2, pp. 156-171

Persistent link: https://www.econbiz.de/10001765771

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