LEADER 01170nam 2200361 n 450 001 996383465903316 005 20221102114331.0 035 $a(CKB)1000000000590400 035 $a(EEBO)2240892924 035 $a(UnM)9927526900971 035 $a(UnM)99825873 035 $a(EXLCZ)991000000000590400 100 $a19941114d1689 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 14$aThe declaration of the Protestant nobility and gentry of the province of Munster in Ireland$b[electronic resource] 210 $a[London $cprinted for Richard Baldwin$d1689] 215 $a2 p 300 $aCaption title. 300 $aImprint from colophon. 300 $aReproduction of the original in the Bodleian Library. 330 $aeebo-0014 606 $aProtestants$vEarly works to 1800 607 $aMunster (Ireland)$xHistory$vEarly works to 1800 615 0$aProtestants 801 0$bCu-RivES 801 1$bCu-RivES 801 2$bCStRLIN 801 2$bWaOLN 906 $aBOOK 912 $a996383465903316 996 $aThe declaration of the Protestant nobility and gentry of the province of Munster in Ireland$92357535 997 $aUNISA LEADER 05008oam 22011894 450 001 9910967322403321 005 20250426110549.0 010 $a9786613827180 010 $a9781462384105 010 $a1462384102 010 $a9781451992380 010 $a1451992386 010 $a9781283514736 010 $a1283514737 010 $a9781451994049 010 $a1451994044 035 $a(CKB)3360000000443646 035 $a(EBL)3014514 035 $a(SSID)ssj0000942136 035 $a(PQKBManifestationID)11505454 035 $a(PQKBTitleCode)TC0000942136 035 $a(PQKBWorkID)10964411 035 $a(PQKB)11341193 035 $a(OCoLC)694141209 035 $a(IMF)WPIEE2006207 035 $a(MiAaPQ)EBC3014514 035 $a(IMF)WPIEA2006207 035 $aWPIEA2006207 035 $a(EXLCZ)993360000000443646 100 $a20020129d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMoney Market Integration /$fLeonardo Bartolini, R. Spence Hilton, Alessandro Prati 205 $a1st ed. 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2006. 215 $a1 online resource (28 p.) 225 1 $aIMF Working Papers 300 $a"September 2006." 300 $aCaption title. 311 08$a9781451864670 311 08$a1451864671 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. INTRODUCTION""; ""II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS""; ""III. EMPIRICAL STRATEGY""; ""IV. DATA""; ""V. PRELIMINARY DATA ANALYSIS""; ""VI. ESTIMATION AND RESULTS""; ""A. Step 1: Daily NY Federal Funds vs. London Eurodollars""; ""B. Step 2: Daily NY Federal Funds vs. NY Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES"" 330 3 $aWe use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar markets, the two core components of the dollar money market. Our results contrast with previous evidence of segmentation of these two markets, showing them to be well integrated even at high intra-day frequency. We document several patterns in the behavior of federal funds and Eurodollar spreads, including liquidity effects from trading volume to yield spreads volatility. Our analysis supports the view that targeting federal funds rates alone is sufficient to stabilize rates in the, much larger, dollar money market as a whole. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2006/207 606 $aEuro-dollar market$xEconometric models 606 $aFederal funds market (United States)$xEconometric models 606 $aForeign exchange rates$xEconometric models 606 $aMoney market$xEconometric models 606 $aBanking$2imf 606 $aBanks and Banking$2imf 606 $aBanks and banking$2imf 606 $aBanks$2imf 606 $aCapital market$2imf 606 $aDepository Institutions$2imf 606 $aFinance$2imf 606 $aFinance: General$2imf 606 $aFinancial Markets and the Macroeconomy$2imf 606 $aFinancial markets$2imf 606 $aGeneral Financial Markets: General (includes Measurement and Data)$2imf 606 $aInterest Rates: Determination, Term Structure, and Effects$2imf 606 $aInternational capital markets$2imf 606 $aMicro Finance Institutions$2imf 606 $aMonetary Policy$2imf 606 $aMoney market$2imf 606 $aMoney markets$2imf 606 $aMortgages$2imf 607 $aUnited States$2imf 615 0$aEuro-dollar market$xEconometric models. 615 0$aFederal funds market (United States)$xEconometric models. 615 0$aForeign exchange rates$xEconometric models. 615 0$aMoney market$xEconometric models. 615 7$aBanking 615 7$aBanks and Banking 615 7$aBanks and banking 615 7$aBanks 615 7$aCapital market 615 7$aDepository Institutions 615 7$aFinance 615 7$aFinance: General 615 7$aFinancial Markets and the Macroeconomy 615 7$aFinancial markets 615 7$aGeneral Financial Markets: General (includes Measurement and Data) 615 7$aInterest Rates: Determination, Term Structure, and Effects 615 7$aInternational capital markets 615 7$aMicro Finance Institutions 615 7$aMonetary Policy 615 7$aMoney market 615 7$aMoney markets 615 7$aMortgages 700 $aBartolini$b Leonardo$0127967 701 $aHilton$b R. Spence$01815810 701 $aPrati$b Alessandro$0120813 712 02$aInternational Monetary Fund.$bResearch Dept. 801 0$bDcWaIMF 906 $aBOOK 912 $a9910967322403321 996 $aMoney Market Integration$94371334 997 $aUNINA