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Journal Article
The Eurobond market--its use and misuse
Plaut, Steven (1988)
FRBSF Economic Letter

Journal Article
On the pervasive effects of Federal Reserve settlement regulations
Winters, Drew B.; Cyree, Ken B.; Griffiths, Mark D. (2003-03)
To manage their reserve positions, depository institutions in the United States actively buy and sell deposits at the Federal Reserve Banks via the federal funds market. Beginning in 1991, the Eurodollar market also became an attractive venue for trading deposits at the Federal Reserve Banks. Prior to 1991, the Federal Reserve?s statutory reserve requirement on Eurocurrency liabilities of U.S. banking offices discouraged use of Eurocurrency liabilities as a vehicle for trading deposits at the Federal Reserve. This impediment was removed in December 1990. Beginning in January 1991, the ...
Review , Volume 85 , Issue Mar , Pages 27-46

Journal Article
Euro-dollars: a changing market
anonymous (1969-10)
Federal Reserve Bulletin , Issue Oct

Journal Article
Euromarkets and monetary policy
Moreno, Ramon (1987)
FRBSF Economic Letter

Working Paper
Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options
Madan, Dilip B.; Ramamurtie, Buddhavarapu Sailesh; Abken, Peter A. (1996)
This paper expands and tests the approach of Madan and Milne (1994) for pricing contingent claims as elements of a separable Hilbert space. We specialize the Hilbert space basis to the family of Hermite polynomials and use the model to price options on Eurodollar futures. Restrictions on the prices of Hermite polynomial risk for contingent claims with different times to maturity are derived. These restrictions are rejected by our empirical tests of a four-parameter model. The unrestricted results indicate skewness and excess kurtosis in the implied risk-neutral density. These characteristics ...
FRB Atlanta Working Paper , Paper 96-5

Journal Article
Does eurodollar borrowing improve the dollar's exchange value
Resler, David H. (1979-08)
Review , Volume 61 , Issue Aug , Pages 10-16

Journal Article
Will a common European monetary policy have asymmetric effects?
Guiso, Luigi; Panetta, Fabio; Kashyap, Anil K.; Terlizzese, Daniele (1999-10)
This article reviews the evidence on differences in the transmission of monetary policy across European countries. The authors argue that the existing evidence, based almost exclusively on macroeconomic data, does not allow one to decide whether a common monetary policy will have asymmetric effects. A first peek at microeconomic data suggests this may be a promising route for further work.
Economic Perspectives , Volume 23 , Issue Q IV

Journal Article
Eurodollars and Eurocurrencies
Terrell, Henry S. (1979)
FRBSF Economic Letter

Journal Article
France will be ready for EMU, says French ambassador
anonymous (1997-04)
Economics Update , Issue Apr , Pages 2-3

Monograph
Instruments of the money market
Cook, Timothy Q.; LaRoche, Robert K. (1993)
Monograph

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