Regulatory requirements of banks and arbitrage in the post-crisis federal funds market / by Rodney J. Garratt and Sofia Priazhkina.: FB3-5/2022-48E-PDF

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Publication information
Department/Agency Bank of Canada, issuing body.
Title Regulatory requirements of banks and arbitrage in the post-crisis federal funds market / by Rodney J. Garratt and Sofia Priazhkina.
Series title Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-48
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) "Last updated: November 28, 2022."
Includes bibliographical references (pages 25-26).
Includes abstract in French.
Publishing information [Ottawa] : Bank of Canada = Banque du Canada, 2022.
©2022
Author / Contributor Garratt, Rodney John,1963- author.
Description 1 online resource (ii, 37 pages) : charts.
Catalogue number
  • FB3-5/2022-48E-PDF
Subject terms Interest rates -- United States -- Econometric models.
Federal funds market (United States)
Taux d'intérêt -- États-Unis -- Modèles économétriques.
Marché des fonds fédéraux (États-Unis)
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