Browsing Department of Economics (ECO) by Author "PRATI, Alessandro"

Now showing items 1-3 of 3

Title: The Overnight Interbank Market: Evidence From the G-7 and the Euro Zone Author(s): PRATI, Alessandro; BARTOLINI, Leonardo; BERTOLA, Giuseppe Date: 2003 Type of Publication: Article Abstract: We study the interbank markets for overnight loans of the major industrial countries, linking the behavior of short-term interest rates to the operating procedures of these countries' central banks. We find that many of ...
Title: Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention Author(s): BARTOLINI, Leonardo; BERTOLA, Giuseppe; PRATI, Alessandro Date: 2001 Type of Publication: Article Abstract: We use daily data on bank reserves and overnight interest rates to document a striking pattern in the high-frequency behavior of the US market for federal funds: depository institutions tend to hold more reserves during ...
Title: Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate Author(s): BARTOLINI, Leonardo; BERTOLA, Giuseppe; PRATI, Alessandro Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO

Now showing items 1-3 of 3

Browse