What Happened in Money Markets in September 2019?

@inproceedings{Anbil2020WhatHI,
  title={What Happened in Money Markets in September 2019?},
  author={Sriya Anbil and Alyssa G. Anderson and Zeynep Senyuz},
  year={2020}
}
In mid-September 2019, overnight money market rates spiked and exhibited significant volatility, amid a large drop in reserves due to the corporate tax date and increases in net Treasury issuance. 

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