The Eurosystem's asset purchase programmes, securities lending and Bund specialness
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Cited by:
- Carrera de Souza, Tomás & Hudepohl, Tom, 2024. "Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market," Journal of Banking & Finance, Elsevier, vol. 158(C).
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More about this item
Keywords
Repos; Quantitative Easing; Securities Lending; Eurosystem; PSPP;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-11-21 (Banking)
- NEP-CBA-2022-11-21 (Central Banking)
- NEP-EEC-2022-11-21 (European Economics)
- NEP-MON-2022-11-21 (Monetary Economics)
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