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Federal funds rate volatility

Author

Listed:
  • Diana Dumitru
  • Edward J. Stevens

Abstract

An examination of the role that monetary policy easings and reduced reserve requirements played in the increased federal funds volatility of late 1990 and early 1991.

Suggested Citation

  • Diana Dumitru & Edward J. Stevens, 1991. "Federal funds rate volatility," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
    • Handle: RePEc:fip:fedcec:y:1991:i:aug15
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    Citations

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    Cited by:

    1. Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro, 2002. "Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 137-159, February.
    2. Edward J. Stevens, 1992. "Comparing central banks' rulebooks," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 28(Q), pages 2-15.

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