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Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate

Leonardo Bartolini, Giuseppe Bertola, Alessandro Prati

SSRN Electronic Journal · 2001 · 45 citations · 17 references

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References

17

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

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Estimating continuous-time stochastic volatility models of the short-term interest rate

Torben G. Andersen, Jesper Lund · Journal of Econometrics · 1997 · 519 citations

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Interest rates and the conduct of monetary policy

Marvin Goodfriend · Carnegie-Rochester Conference Series on Public Policy · 1991 · 429 citations

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Federal Reserve interest rate targeting, rational expectations, and the term structure

Glenn D. Rudebusch · RePEc: Research Papers in Economics · 1995 · 388 citations

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COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

William Poole · The Journal of Finance · 1968 · 317 citations

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