Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market
Posted: 16 Oct 2017
Date Written: October 19, 2017
Abstract
In this note, we analyze the effects of the ON RRP operations on daily repo rate uncertainty--based on revisions to the repo rate forecast--and intraday repo rate volatility.
Suggested Citation: Suggested Citation
Senyuz, Zeynep and Tase, Manjola, Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market (October 19, 2017). FEDS Notes No. 2017-10-19-2 https://doi.org/10.17016/2380-7172.2069, Available at SSRN: https://ssrn.com/abstract=3713429
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