Working Paper
Interest on Reserves and Arbitrage in Post-Crisis Money Markets
Abstract: In this note, we use confidential, daily data on wholesale unsecured borrowing and reserve balances to empirically document several salient features of IOR arbitrage trades.
https://doi.org/10.17016/2380-7172.2136
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2018-03-01
Number: 2018-03-01-1