통화정책 파급경로로서의 콜시장 = Call Market as a Channel of Monetary Policy

참고문헌 (Reference)

1 유만식, "한국의 금리정책 공시효과" 한국은행 금융경제연구원 8 (8): 2002

2 김기화, "통화정책 기조 변경과 금융시장 반응의 변화" 16 (16): 2002

3 한국은행, "우리나라의 통화정책" 2005

4 한국은행, "우리나라의 금융시장" 2006

5 차현진, "우리나라 통화정책 집행구조의 문제점과 개선방안" 9 (9): 2003

6 강종만, "국내 Repo시장의 활성화 방안" 한국금융연구원 2003

7 Gurkaynak, "“Using Federal Funds Futures Contracts for Monetary Policy Analysis”, Working Paper" Board of Governors of the Federal Reserve System 2005

8 Bank of England, "“Reform of the Bank of England's Operations in the Sterling Money Markets”, Consultative Paper"

9 Reloy, V, "“Market Reaction to Monetary Policy Nonannouncements”, Working Paper" Federal Reserve Bank of Kansas City 1998

10 Thornton, D., "The Relationship Between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is It Open Market or Open Mouth Operations?”" Federal Reserve Bank of St. Louis. 2000

11 Reinhart, V, "The Market Reaction to Federal Reserve Policy Action from 1989 to 1992" 49 : 149-168, 1997

12 Cook, Timothy, "The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates in the 1970s" 24 : 331-351, 1989

13 Poole, William, "Perfecting the Market's Knowledge of Monetary Policy" 18 : 255-298, 2000

14 Kuttner, Kenneth N., "Monetary Policy Surprises and Interest Rates: Evidence from the Federal Funds Futures Market" 47 : 523-544, 2001

15 Poole, William, "Market Anticipations of Monetary Policy Actions" 84 : 65-94,

16 Rudebusch, G., "Federal Reserve Interest Rate Targeting, Rational Expectations, and the Term Structure" 35 : 245-274, 1995

17 Taylor, John B., "Expectations, Open Market Operations, and Changes in the Federal Funds Rate" Federal Reserve Bank of St. Louis Review 33-47, 2001

18 Hamilton, James D., "Assessing Monetary Policy Effects Using Daily Federal Funds Futures Contracts" 90 (90): 377-393, 2008