Browsing Department of Economics (ECO) by Author "BALDUZZI, P"

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Browsing Department of Economics (ECO) by Author "BALDUZZI, P"

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    Title: Interest Rate Targeting and the Dynamics of Short-Term Rates  Author(s): BALDUZZI, P; BERTOLA, Giuseppe; FORESI, S; KLAPPER, L Date: 1998 Type of Publication: Article Abstract: A feature of U.S. monetary policy has been active targeting of overnight fed funds rates. We show that during a period of tight targeting (1989-1996) term fed funds spreads from the target displayed pronounced volatility ...