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THE ANNOUNCEMENT EFFECT: EVIDENCE FROM OPEN MARKET DESK DATA.

Authors :
Demiralp, Selva
Jorda, Oscar
Source :
Economic Policy Review (19320426). May2002, Vol. 8 Issue 1, p29. 20p. 7 Charts, 2 Graphs.
Publication Year :
2002

Abstract

Talks about the impact of the U.S. Federal Reserve's 1994 policy change, by which it announced the target level for the federal funds rate, on the liquidity effect and the manner in which the central bank uses open market operations to control the federal funds market as of May 2002. Model of the reserves market; Deviations of the federal funds rate from the target; Investigation of the manner in which the Trading Desk juggles different types of open market operations.

Details

Language :
English
ISSN :
19320426
Volume :
8
Issue :
1
Database :
Academic Search Index
Journal :
Economic Policy Review (19320426)
Publication Type :
Academic Journal
Accession number :
6809456