Back to search

A Micro Model of the Federal Funds Market

Data up to Jan 2025

Published1985
Citations150
References28

Total Citations Per Year

Abstract

References (28)

Theory of the firm: Managerial behavior, agency costs and ownership structure

1976 • 62,465 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

The Extreme Value Method for Estimating the Variance of the Rate of Return

1980 • 1,853 citations

Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model

1970 • 1,312 citations

The Determinants of Bank Interest Margins: Theory and Empirical Evidence

1981 • 820 citations

On the term structure of interest rates

1978 • 636 citations

Determinants of Risk Premiums on Corporate Bonds

1959 • 465 citations

COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

1968 • 273 citations

Bank Portfolio Allocation, Deposit Variability, and the Availability Doctrine

1965 • 229 citations

Bank Capital Adequacy, Deposit Insurance and Security Values

1978 • 191 citations

Bond indenture provisions and the risk of corporate debt

1982 • 87 citations

The Trading Decision and Market Clearing under Transaction Price Uncertainty

1985 • 77 citations

Liquidity Preferences of Commercial Banks

1967 • 70 citations

THE DETERMINANTS OF MEMBER‐BANK BORROWING: AN ECONOMETRIC STUDY*

1966 • 64 citations

The incentive problem and the design of investment banking contracts

1979 • 59 citations

Bank Attitude Toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks

1980 • 39 citations

The October 1979 Regime of Monetary Control and the Behavior of the Money Supply in 1980

1982 • 29 citations

Monetary Aggregate Targets and the Volatility of Interest Rates: Taxonomic Discussion

1979 • 26 citations

The Federal Reserve System and Control of the Money Supply in the 1970s

1981 • 23 citations

Monetary Aggregates and Monetary Policy

2002 • 12 citations

Optimal Monetary Policy

1972 • 11 citations

The New System of Contemporaneous Reserve Requirements

1982 • 10 citations

A General Equilibrium Money and Banking Paradigm

1982 • 9 citations

The Role of Commercial Banks' Portfolio Behavior in the Determination of Treasury Security Yields

1980 • 9 citations

THE INTEREST RATE ON FEDERAL FUNDS: AN EMPIRICAL APPROACH

1970 • 4 citations

The market for federal funds

1981 • 4 citations

The Interest Rate on Federal Funds: An Empirical Approach

1970 • 2 citations

The Federal Reserve and the government securities market

1978 • 1 citations

Cited By (0)

Loading...
A Micro Model of the Federal Funds Market (1985) – The Journal of Finance | Metascience Observatory Explorer