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The timing and funding of Fedwire funds transfers
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Cited by:
- Stephen Quinn & William Roberds, 2015.
"Responding to a Shadow Banking Crisis: The Lessons of 1763,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1149-1176, September.
- Stephen F. Quinn & William Roberds, 2012. "Responding to a shadow banking crisis: the lessons of 1763," FRB Atlanta Working Paper 2012-08, Federal Reserve Bank of Atlanta.
- Elizabeth C. Klee, 2007. "Operational problems and aggregate uncertainty in the federal funds market," Finance and Economics Discussion Series 2007-49, Board of Governors of the Federal Reserve System (U.S.).
- Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Sum), pages 235-263.
- Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2022. "When It Rains, It Pours: Cyber Risk and Financial Conditions," Staff Reports 1022, Federal Reserve Bank of New York.
- Ajit Desai & Jacob Sharples & Anneke Kosse, 2024.
"Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61,
Bank for International Settlements.
- Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
- Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
- Charles M. Kahn & William Roberds, 2009.
"Payments Settlement: Tiering in Private and Public Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Charles M. Kahn & William Roberds, 2009. "Payments Settlement: Tiering in Private and Public Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.
- Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 111-142.
- Jan Paulick & Ron Berndsen & Martin Diehl & Ronald Heijmans, 2024.
"No more tears without tiers? The impact of indirect settlement on liquidity use in TARGET2,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 425-458, May.
- Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Other publications TiSEM 57477131-2199-46bf-a2f1-5, Tilburg University, School of Economics and Management.
- Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Discussion Paper 2021-022, Tilburg University, Center for Economic Research.
- Martin, Antoine, 2004.
"Optimal pricing of intraday liquidity,"
Journal of Monetary Economics, Elsevier, vol. 51(2), pages 401-424, March.
- Antoine Martin, 2002. "Optimal pricing of intra-day liquidity," Research Working Paper RWP 02-02, Federal Reserve Bank of Kansas City.
- Christopher Becher & Marco Galbiati & Merxe Tudela, 2008. "The timing and funding of CHAPS sterling payments," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 113-133.
- Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004. "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-72.
- John A. James & David F. Weiman, 2010.
"From Drafts to Checks: The Evolution of Correspondent Banking Networks and the Formation of the Modern U.S. Payments System, 1850–1914,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 237-265, March.
- John A. James & David F. Weiman, 2010. "From Drafts to Checks: The Evolution of Correspondent Banking Networks and the Formation of the Modern U.S. Payments System, 1850-1914," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 237-265, March.
- Angelo Baglioni & Andrea Monticini, 2013.
"Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(2), pages 175-186, October.
- Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers 4/2010, University of Genoa, Research Doctorate in Public Economics.
- Constanza Martínez & Freddy Cepeda, 2015.
"Reaction Functions of the Participants in Colombia’s Large-value Payment System,"
Borradores de Economia
875, Banco de la Republica de Colombia.
- Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 12651, Banco de la Republica.
- Quinn, Stephen & Roberds, William, 2014.
"How Amsterdam got fiat money,"
Journal of Monetary Economics, Elsevier, vol. 66(C), pages 1-12.
- Stephen F. Quinn & William Roberds, 2010. "How Amsterdam got fiat money," FRB Atlanta Working Paper 2010-17, Federal Reserve Bank of Atlanta.
- Morten L. Bech & Rodney J. Garratt, 2012.
"Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
- Morten L. Bech & Rodney J. Garratt, 2012. "Illiquidity in the Interbank Payment System Following Wide-Scale Disruptions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
- Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York.
- León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020.
"Pattern recognition of financial institutions’ payment behavior,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020. "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia 1130, Banco de la Republica de Colombia.
- Charles M. Kahn & William Roberds, 2002.
"Payments settlement under limited enforcement: Private versus public systems,"
FRB Atlanta Working Paper
2002-33, Federal Reserve Bank of Atlanta.
- William Roberds & Charles M. Kahn, 2004. "Payments Settlement under Limited Enforcement: Private versus Public Systems," Econometric Society 2004 North American Winter Meetings 13, Econometric Society.
- Angelo Baglioni & Andrea Monticini, 2005. "The intraday price of money: evidence from the e-MID market," Finance 0507020, University Library of Munich, Germany.
- Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
- Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010.
"Settlement delays in the money market,"
Journal of Banking & Finance, Elsevier, vol. 34(5), pages 934-945, May.
- Leonardo Bartolini & R. Spence Hilton & James J. McAndrews, 2008. "Settlement delays in the money market," Staff Reports 319, Federal Reserve Bank of New York.
- Irving Fisher Committee, 2024. "Granular data: new horizons and challenges," IFC Bulletins, Bank for International Settlements, number 61.
- Demiralp, Selva & Preslopsky, Brian & Whitesell, William, 2006.
"Overnight interbank loan markets,"
Journal of Economics and Business, Elsevier, vol. 58(1), pages 67-83.
- Selva Demiralp & Brian Preslopsky & William C. Whitesell, 2004. "Overnight interbank loan markets," Finance and Economics Discussion Series 2004-29, Board of Governors of the Federal Reserve System (U.S.).
- Arco van Oord & Howie Lin, 2005. "Molling Inter- and Intraday Payment Flows," DNB Working Papers 074, Netherlands Central Bank, Research Department.
- Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.
- Eisenbach, Thomas M. & Kovner, Anna & Lee, Michael Junho, 2022.
"Cyber risk and the U.S. financial system: A pre-mortem analysis,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 802-826.
- Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2020. "Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis," Staff Reports 909, Federal Reserve Bank of New York.
- Gara Afonso & Hyun Song Shin, 2011.
"Precautionary Demand and Liquidity in Payment Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 589-619, October.
- Gara Afonso & Hyun Song Shin, 2011. "Precautionary Demand and Liquidity in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 589-619, October.
- Gara M. dup Afonso & Hyun Song Shin, 2008. "Precautionary Demand and Liquidity in Payment Systems," Staff Reports 352, Federal Reserve Bank of New York.
- Simon Buckle & Erin Campbell, 2003. "Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit," Bank of England working papers 209, Bank of England.
- Bech, Morten L. & Garratt, Rod, 2003.
"The intraday liquidity management game,"
Journal of Economic Theory, Elsevier, vol. 109(2), pages 198-219, April.
- Bech, Morten L. & Garratt, Rod, 2001. "The Intraday Liquidity Management Game," University of California at Santa Barbara, Economics Working Paper Series qt0m6035wg, Department of Economics, UC Santa Barbara.
- Joaquin Bernal & Freddy Cepeda L. & Fabio Ortega C., 2011.
"Cuantificación de la contribución de las fuentes de liquidez en el Sistema de Pagos de Alto Valor en Colombia: una aproximación preliminar,"
Borradores de Economia
683, Banco de la Republica de Colombia.
- Joaquín Bernal R. & Freddy Cepeda L. & Fabio Ortega C, 2011. "Cuantificación de la contribución de las fuentes de liquidez en el Sistema de Pagos de Alto Valor en Colombia: una aproximación preliminar," Borradores de Economia 9197, Banco de la Republica.
- Alexander Kroeger & James J. McAndrews, 2016. "The payment system benefits of high reserve balances," Staff Reports 779, Federal Reserve Bank of New York.
- Shaun Byck & Ronald Heijmans, 2020. "How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada's large-value payment system Shaun Byck," Working Papers 682, DNB.
- Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.
- De Caux, Robert & Brede, Markus & McGroarty, Frank, 2016. "Payment prioritisation and liquidity risk in collateralised interbank payment systems," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 139-150.
- Bech, Morten L. & Soramäki, Kimmo, 2001. "Gridlock resolution in interbank payment systems," Bank of Finland Research Discussion Papers 9/2001, Bank of Finland.
- Merrouche, Ouarda & Schanz, Jochen, 2010.
"Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system,"
Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
- Merrouche, Ouarda & Schanz, Jochen, 2009. "Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system," Bank of England working papers 370, Bank of England.
- Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2017.
"Disruptions in Large-Value Payment Systems: An Experimental Approach,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 63-95, December.
- Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2010. "Disruptions in large value payment systems: An experimental approach," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 10-11, School of Economics, University of East Anglia, Norwich, UK..
- Docherty, Peter & Wang, Gehong, 2010.
"Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system,"
Journal of Financial Stability, Elsevier, vol. 6(2), pages 103-117, June.
- Peter Docherty & G Wang, 2006. "Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System," Working Paper Series 149, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Julio J. Rotemberg, 2011.
"Minimal Settlement Assets in Economies with Interconnected Financial Obligations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 81-108, February.
- Julio J. Rotemberg, 2011. "Minimal Settlement Assets in Economies with Interconnected Financial Obligations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 81-108, February.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Neville Arjani, 2006. "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers 06-20, Bank of Canada.
- Pablo S. Castro & Ajit Desai & Han Du & Rodney Garratt & Francisco Rivadeneyra, 2021. "Estimating Policy Functions in Payments Systems Using Reinforcement Learning," Staff Working Papers 21-7, Bank of Canada.
- Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Bank of Finland Research Discussion Papers 23/2003, Bank of Finland.
- Maddaloni, Giuseppe, 2015. "Liquidity risk and policy options," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 514-527.