RESERVE REGULATION AND RECOURSE AS A SOURCE OF RISK PREMIA IN THE FEDERAL-FUNDS MARKET

被引：6

作者：

BARRETT, WB

SLOVIN, MB

SUSHKA, ME

机构：

[1] ARIZONA STATE UNIV, TEMPE, AZ 85287 USA

[2] LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA

来源：

JOURNAL OF BANKING & FINANCE | 1988年 / 12卷 / 04期

关键词：

D O I：

10.1016/0378-4266(88)90021-0

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：575 / 584

页数：10

共 9 条

[1]

Cross F., 1973, FINANCIAL ANAL J, V29, P67, DOI [10.2469/faj.v29.n6.67, DOI 10.2469/FAJ.V29.N6.67]

[2] STOCK RETURNS AND THE WEEKEND EFFECT [J].

FRENCH, KR .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) :55-69

[3] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J].

GIBBONS, MR ;

HESS, P .

JOURNAL OF BUSINESS, 1981, 54 (04) :579-596

[4]

LOMBRA RE, 1975, MONTHLY REV SEP, P3

[5] ECONOMETRIC POLICY EVALUATION - CRITIQUE [J].

LUCAS, RE .

CARNEGIE-ROCHESTER CONFERENCE SERIES ON PUBLIC POLICY, 1976, 1 :19-46

[6] MAKING OF MONETARY-POLICY - DESCRIPTION AND ANALYSIS [J].

POOLE, W .

ECONOMIC INQUIRY, 1975, 13 (02) :253-265

[7] A GENERAL-MODEL OF THE BANKING FIRM UNDER CONDITIONS OF MONOPOLY, UNCERTAINTY, AND RECOURSE [J].

PRISMAN, EZ ;

SLOVIN, MB ;

SUSHKA, ME .

JOURNAL OF MONETARY ECONOMICS, 1986, 17 (02) :293-304

[8] MONEY, INTEREST-RATES, AND RISK [J].

SLOVIN, MB ;

SUSHKA, ME .

JOURNAL OF MONETARY ECONOMICS, 1983, 12 (03) :475-482

[9]

STIGUM M, 1978, MONEY MARKET MYTH RE

← 1 →