Why does overnight liquidity cost more than intraday liquidity?
type: Item
instance of: scholarly article
title: Why does overnight liquidity cost more than intraday liquidity?
zbMATH Open document ID: 1176.91112
author: Joydeep Bhattacharya
author: Joseph H. Haslag
author: Antoine Martin
publication date: 2009-12-07T00:00:00Z
full work available at URL: p1760-2007-03-20.pdf
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5642988
zbMATH Keywords: overnight liquidity
zbMATH Keywords: intraday liquidity
zbMATH Keywords: Friedman rule
zbMATH Keywords: monetary policy
zbMATH Keywords: random-relocation models
MaRDI profile type: Publication
OpenAlex ID: W3124772971
cites work: DISCOUNT WINDOW POLICY, BANKING CRISES, AND INDETERMINACY OF EQUILIBRIUM
cites work: The intraday liquidity management game
cites work: USEFULNESS OF THE CONSTRAINED PLANNING PROBLEM IN A MODEL OF MONEY
cites work: Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: do finite lives and initial dates matter?
cites work: Optimal Indirect and Capital Taxation
cites work: Money, banking, and capital formation
DOI: 10.1016/J.JEDC.2008.12.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5642988