Author Page for Alyssa G. Anderson

Experimental Finance

Johnson School Research Paper Series No. 23-2010

Number of pages: 22 Posted: 27 Apr 2010 Last Revised: 03 Jun 2010

Robert J. Bloomfield and Alyssa G. Anderson

Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System

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Citation 6

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Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility

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Citation 9

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Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility

29th Australasian Finance and Banking Conference 2016

Number of pages: 57 Posted: 07 Jul 2016 Last Revised: 22 Oct 2017

Alyssa G. Anderson and John Kandrac

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Citation 4

Abstract:

Monetary Policy Implementation and Private Repo Displacement: Evidence from the Overnight Reverse Repurchase Facility

FEDS Working Paper No. 2016-096

Number of pages: 46 Posted: 19 Dec 2016

Alyssa G. Anderson and John Kandrac

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Does Non-Informative Text Affect Investor Behavior?

Forthcoming, Financial Management

Number of pages: 47 Posted: 27 Nov 2012 Last Revised: 27 Oct 2018

Alyssa G. Anderson and Yelena Larkin

Board of Governors of the Federal Reserve System and York University - Schulich School of Business

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Citation 4

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4.

Are Repo Markets Fragile? Evidence from September 2019

FEDS Working Paper No. 2021-28

Number of pages: 58 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021

Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 146 (329,214)

Citation 1

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Modelling Overnight Rrp Participation

FEDS Working Paper No. 2016-23

Number of pages: 26 Posted: 28 Mar 2016 Last Revised: 21 Sep 2016

Alyssa G. Anderson and Jeff Huther

Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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Citation 2

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Ambiguity in Securitization Markets

FEDS Working Paper No. 2015-033, http://dx.doi.org/10.17016/FEDS.2015.033

Number of pages: 51 Posted: 31 May 2015

Alyssa G. Anderson

Board of Governors of the Federal Reserve System

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Citation 1

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Arbitrage Capital of Global Banks

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Citation 1

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Arbitrage Capital of Global Banks

FEDS Working Paper No. 2021-32

Number of pages: 66 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021

Alyssa G. Anderson, Wenxin Du and Bernd Schlusche

Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System

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Arbitrage Capital of Global Banks

NBER Working Paper No. w28658

Number of pages: 67 Posted: 12 Apr 2021 Last Revised: 22 Apr 2023

Alyssa G. Anderson, Wenxin Du and Bernd Schlusche

Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System

Downloads 18 (897,705)

Citation 1

Abstract:

8.

The Importance of Repo Trading Relationships During Market Stress

Number of pages: 62 Posted: 14 Sep 2023

Zeynep Senyuz, Sriya Anbil and Alyssa G. Anderson

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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9.

An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 2: Projections Under Alternative Interest Rate Paths

FEDS Notes No. 2022-07-15-3

Posted: 21 Jul 2022

Alyssa G. Anderson, Philippa Marks, Dave Na, Bernd Schlusche and Zeynep Senyuz

Board of Governors of the Federal Reserve System, Independent, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 1: Background and Historical Perspective

FEDS Notes No. 2022-07-15-2

Posted: 21 Jul 2022

Alyssa G. Anderson, Dave Na, Bernd Schlusche and Zeynep Senyuz

Board of Governors of the Federal Reserve System, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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11.

What Happened in Money Markets in September 2019?

FEDS Notes No. 2020-02-27 https://doi.org/10.17016/2380-7172.2527

Posted: 13 Aug 2020

Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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How Have the Fed's Three Rate Hikes Passed Through to Selected Short-term Interest Rates?

FEDS Notes No. 2017-06-02

Posted: 15 Oct 2017

Alyssa G. Anderson, Jane E. Ihrig, Mary-Frances Styczynski and Gretchen C. Weinbach

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

What Happened in Money Markets after the Fed's December Rate Increase?

FEDS Notes No. 2016-02-22

Posted: 17 Mar 2016

Alyssa G. Anderson, Jane E. Ihrig, Ellen E. Meade and Gretchen C. Weinbach

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Alyssa G. Anderson

Board of Governors of the Federal Reserve System

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Scholarly Papers (13)

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