Central bank haircut policy
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DOI: 10.1007/s10436-010-0171-5
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- James Chapman & Jonathan Chiu & Miguel Molico, 2010. "Central Bank Haircut Policy," Staff Working Papers 10-23, Bank of Canada.
References listed on IDEAS
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Citations
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Cited by:
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
- Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
- Hüttl, Pia & Kaldorf, Matthias, 2024. "The transmission of bank liquidity shocks: Evidence from the Eurosystem collateral framework," Discussion Papers 04/2024, Deutsche Bundesbank.
- Nguyen, Minh, 2020. "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, vol. 69(C).
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"Central bank collateral frameworks,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
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- Nyborg, Kjell, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
- Aleksander Berentsen & Alessandro Marchesiani & Christopher Waller, 2014.
"Floor Systems for Implementing Monetary Policy: Some Unpleasant Fiscal Arithmetic,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 523-542, July.
- Aleksander Berentsen & Alessandro Marchesiani & Christopher J. Waller, 2013. "Floor systems for implementing monetary policy: Some unpleasant fiscal arithmetic," ECON - Working Papers 121, Department of Economics - University of Zurich, revised Sep 2013.
- Matthias Kaldorf & Florian Wicknig, 2021.
"Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements,"
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123, University of Bonn and University of Cologne, Germany.
- Kaldorf, Matthias & Wicknig, Florian, 2021. "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242413, Verein für Socialpolitik / German Economic Association.
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- Sever, Can, 2014. "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper 55602, University Library of Munich, Germany.
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"Open market operations,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
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- Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
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More about this item
Keywords
Collateral; Haircut; Liquidity; Central bank; Monetary policy; Search theory; E40; E42; E50;All these keywords.
JEL classification:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
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