A formal look at the negative interbank rate
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Varelas Erotokritos, 2015.
"Quantity versus Price Bank Competition and Macroeconomic Performance Given Bank Concentration,"
Review of Economics, De Gruyter, vol. 66(3), pages 251-271, December.
- Erotokritos Varelas, 2015. "Quantity versus Price Bank Competition and Macroeconomic Performance given Bank Concentration," Discussion Paper Series 2015_06, Department of Economics, University of Macedonia, revised Dec 2015.
- William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
- Miles S. Kimball, 2015.
"Negative Interest Rate Policy as Conventional Monetary Policy,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 5-14, November.
- Kimball, Miles S., 2015. "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234, pages 5-14, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gerasimos T. SOLDATOS, 2017. "A formal look at the negative interbank rate," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(610), S), pages 261-266, Spring.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Sriya Anbil & Mark A. Carlson & Christopher Hanes & David C. Wheelock, 2020.
"A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954,"
Finance and Economics Discussion Series
2020-059, Board of Governors of the Federal Reserve System (U.S.).
- Sriya Anbil & Mark A. Carlson & Christopher Hanes & David C. Wheelock, 2020. "A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954," Working Papers 2020-016, Federal Reserve Bank of St. Louis, revised 13 Jul 2020.
- Kimball, Miles, 2017. "Next generation monetary policy," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 100-109.
- repec:hal:spmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a is not listed on IDEAS
- Hollander, Hylton & Christensen, Lars, 2022.
"Monetary Regimes, Money Supply, And The Usa Business Cycle Since 1959: Implications For Monetary Policy Today,"
Macroeconomic Dynamics, Cambridge University Press, vol. 26(7), pages 1806-1832, October.
- Hollander, Hylton & Christensen , Lars, 2018. "Monetary Regimes, Money Supply, and the US Business Cycle since 1959: Implications for Monetary Policy Today," Working Papers 08926, George Mason University, Mercatus Center.
- Thomas B. King, 2008.
"Discipline and Liquidity in the Interbank Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 295-317, March.
- Thomas B. King, 2008. "Discipline and Liquidity in the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 295-317, March.
- Saleem Bahaj & Ricardo Reis, 2022.
"Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1654-1693.
- Saleem Bahaj & Ricardo Reis, 2019. "Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort," IMES Discussion Paper Series 19-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Bahaj, Saleem & Reis, Ricardo, 2022. "Central bank swap lines: evidence on the effects of the lender of last resort," LSE Research Online Documents on Economics 112601, London School of Economics and Political Science, LSE Library.
- Eric Monnet & Miklos Vari, 2023.
"A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 915-944, June.
- Monnet, Eric & Vari, Miklos, 2020. "A dilemma between liquidity regulation and monetary policy: some history and theory," CEPR Discussion Papers 15001, C.E.P.R. Discussion Papers.
- Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," Post-Print halshs-03954090, HAL.
- Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," PSE-Ecole d'économie de Paris (Postprint) halshs-03954090, HAL.
- Garth Baughman & Francesca Carapella, 2020.
"Voluntary Reserve Targets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 583-612, March.
- Garth Baughman & Francesca Carapella, 2018. "Voluntary Reserve Targets," Finance and Economics Discussion Series 2018-032, Board of Governors of the Federal Reserve System (U.S.).
- Bech, Morten & Keister, Todd, 2017.
"Liquidity regulation and the implementation of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 92(C), pages 64-77.
- Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," BIS Working Papers 432, Bank for International Settlements.
- Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," Departmental Working Papers 201325, Rutgers University, Department of Economics.
- Alain Durré & Stefano Nardelli, 2008.
"Volatility in the Euro area money market: effects from the monetary policy operational framework,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 307-322.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00271716, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260875, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260865, HAL.
- A. Durre & S. Nardelli, 2007. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00355025, HAL.
- A. Durre & Stefano Nardelliz, 2007. "Volatility in the euro area money market : effects from the monetary policy operational framework," Post-Print hal-00297423, HAL.
- Gara Afonso & Kyungmin Kim & Antoine Martin & Ed Nosal & Simon M. Potter & Sam Schulhofer-Wohl, 2023. "Monetary Policy Implementation with Ample Reserves," FRB Atlanta Working Paper 2023-10, Federal Reserve Bank of Atlanta.
- Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004.
"Interest Rate Determination in the Interbank Market,"
UFAE and IAE Working Papers
603.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2004. "Interest rate determination in the interbank market," Working Paper Series 351, European Central Bank.
- Gaspar, Vitor & Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2004. "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers 4516, C.E.P.R. Discussion Papers.
- Vítor Gaspar & Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2004. "Interest rate determination in the interbank market," Working Papers 0407, Banco de España.
- Aberg, Pontus & Corsi, Marco & Grossmann-Wirth, Vincent & Hudepohl, Tom & Mudde, Yvo & Rosolin, Tiziana & Schobert, Franziska, 2021. "Demand for central bank reserves and monetary policy implementation frameworks: the case of the Eurosystem," Occasional Paper Series 282, European Central Bank.
- Forero Alvarado, Santiago, 2023. "Manejo de liquidez bancaria, prima de liquidez y política monetaria," Documentos CEDE 20305, Universidad de los Andes, Facultad de Economía, CEDE.
- Fecht, Falko & Weber, Patrick, 2023. "Who borrows from the Eurosystem’s lender-of-the-last-resort facility?," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Toshifumi Nakamura, 2020. "A simple model of interbank trading with tiered remuneration," Papers 2006.10946, arXiv.org.
- Link, Thomas & Neyer, Ulrike, 2016. "Transaction Cost Heterogeneity in the Interbank Market and Monetary Policy Implementation under alternative Interest Corridor Systems," VfS Annual Conference 2016 (Augsburg): Demographic Change 145853, Verein für Socialpolitik / German Economic Association.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010.
"Declining valuations and equilibrium bidding in central bank refinancing operations,"
International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
- Cassola, N. & Ewerhart , C. & Valla, N., 2006. "Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations," Working papers 151, Banque de France.
- Christian Ewerhart & Nuno Cassola & Natacha Valla, 2007. "Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations," Swiss Finance Institute Research Paper Series 07-22, Swiss Finance Institute.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006. "Declining valuations and equilibrium bidding in central bank refinancing operations," Working Paper Series 668, European Central Bank.
- Zura Kakushadze & Willie Yu, 2019. "iCurrency?," Papers 1911.01272, arXiv.org, revised Nov 2019.
More about this item
Keywords
Negative interbank rate; Full-reserve banking; Elasticities of loan demand and deposit supply.;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:261-266. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mircea Dinu (email available below). General contact details of provider: https://edirc.repec.org/data/agerrea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.