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Keywords:Liquidity (Economics) 

Working Paper
The liquidity premium in average interest rates

This paper studies recent models of the liquidity effect of money on interest rates to determine if a systematic relationship between liquidity shocks and the economy could affect the average real interest rate.
International Finance Discussion Papers , Paper 432

Report
The changing nature of financial intermediation and the financial crisis of 2007-09

The financial crisis of 2007-09 highlighted the changing role of financial institutions and the growing importance of the "shadow banking system," which grew out of the securitization of assets and the integration of banking with capital market developments. This trend was most pronounced in the United States, but it also had a profound influence on the global financial system as a whole. In a market-based financial system, banking and capital market developments are inseparable, and funding conditions are tied closely to fluctuations in the leverage of market-based financial intermediaries. ...
Staff Reports , Paper 439

Journal Article
Commercial bank liquidity

Federal Reserve Bulletin , Issue Aug , Pages 1093-1101

Conference Paper
Resolving the liquidity effect: commentary

Proceedings , Issue May , Pages 55-62

Journal Article
Open and operating: providing liquidity to avoid a crisis

The terrorist attacks of 9/11 triggered a staggering increase in demand for U.S. dollars all over the world, a demand that threatened to disrupt the American payments system but was met swiftly and successfully by the Federal Reserve. Earlier in the nation?s history, the system didn?t respond so well to severe shocks. This Commentary describes financial crises that occurred during one period in which the country had no central bank.
Economic Commentary , Issue Feb

Working Paper
Finance constraints, liquidity, and investment spending: theoretical restrictions and international evidence

Theoretical and empirical models of investment spending have treated financial structure very differently. Recent research has begun to narrow this gap and, based on developments in the economics of information, has drawn theoretical links between investment spending and the frictions and constraints in financial markets. Furthermore, the sensitivity of investment to liquidity and other financial variables has been documented empirically for several industrialized countries. Despite this progress, the theoretical advances have not been exploited fully in econometric work, and questions remain ...
Research Working Paper , Paper 96-04

Journal Article
Liquidity effects in the bond market

The authors find that supply risk in the market for Treasury bills adds between 10 basis points and 40 basis points to the standard deviation of the T-bill interest rate. The risk will probably increase unless the Fed expands the set of assets that it uses to conduct open market operations.
Economic Perspectives , Volume 25 , Issue Q IV , Pages 17-35

Conference Paper
Comments on a credit market turmoil: causes, consequences, and cures

Proceedings , Paper 1086

Journal Article
Do Fed TIPS purchases affect market liquidity?

The second round of Federal Reserve large-scale asset purchases, from November 2010 to June 2011, included regular purchases of Treasury inflation-protected securities, or TIPS. An analysis of liquidity premiums indicates that the functioning of the TIPS market and the related inflation swap market improved both on the days the Fed purchased TIPS and over the course of the LSAP program. Thus, TIPS purchases had liquidity benefits beyond the effect they may have had in reducing Treasury yields.
FRBSF Economic Letter

Journal Article
Liquidity and public policy

Federal Reserve Bulletin , Issue Oct

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Dudley, William 15 items

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