Fed in Print
All Title Author Abstract Keywords
Bank Series Content Type Author JEL Classification Keyword

Discussion Paper

Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market


Abstract: In this note, we analyze the effects of the ON RRP operations on daily repo rate uncertainty--based on revisions to the repo rate forecast--and intraday repo rate volatility.

https://doi.org/10.17016/2380-7172.2069

Access Documents

File(s): File format is text/html https://www.federalreserve.gov/econres/notes/feds-notes/overnight-reverse-repurchase-operations-and-uncertainty-in-the-repo-market-20171019.htm

Authors

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2017-10-19

Number: 2017-10-19-2