A computational model of banks’ optimal reserve management policy

Dynamic Programming and Stochastic Control

Dimitri P. Bertsekas, Chelsea C. White · IEEE Transactions on Systems Man and Cybernetics · 1977 · 1.2K citations · Full text

Natural Sciences, Mathematics, Optimization +13

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

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

Business, Economics, Banking +13

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Joshua N. Feinman · Federal Reserve Bulletin · 1993 · 128 citations

Law, Financial Law, Bank Regulation +13

The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability

Paul A. Spindt, J. Ronald Hoffmeister · Journal of Financial and Quantitative Analysis · 1988 · 119 citations

Social Sciences, Economics, Finance +16

Day-of-the-week effects in federal funds rates: Further empirical findings

Mark D. Griffiths, Drew B. Winters · Journal of Banking & Finance · 1995 · 84 citations

Business, Economics, Finance +10