Systemic Illiquidity in the Federal Funds Market
American Economic Review
vol. 97,
no. 2, May 2007
(pp. 221-225)
Citation
Ashcraft, Adam, B., and Darrell Duffie. 2007. "Systemic Illiquidity in the Federal Funds Market." American Economic Review, 97 (2): 221-225. DOI: 10.1257/aer.97.2.221JEL Classification
- E43 Interest Rates: Determination, Term Structure, and Effects
- G12 Asset Pricing; Trading Volume; Bond Interest Rates
- G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages