Fedwire data can give accurate picture of interbank fed funds market, paper shows
Two researchers at the Federal Reserve Bank of New York have conducted an evaluation to assess the ability of identifying overnight US fed funds activity from Fedwire payments data.
Data on over-the-counter interbank loans is generally not publicly available. The New York Fed collects daily data on fed funds trades from interbank brokers who arrange trades between banks, and publishes the daily average (effective rate) and range of fed funds traded rates. Information on non-brokered fed funds
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