My bibliography
Save this item
Central Bank Collateral Frameworks
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jean‐Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022.
"The Interest of Being Eligible,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 425-458, March.
- J-S.Mésonnier & C. O’Donnell & O. Toutain, 2017. "The Interest of Being Eligible," Working papers 636, Banque de France.
- Jean‐stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022. "The Interest of Being Eligible," Post-Print hal-03590200, HAL.
- Florian Böser & Chiara Colesanti Senni, 2020. "Emission-based Interest Rates and the Transition to a Low-carbon Economy," CER-ETH Economics working paper series 20/337, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Sven Steinkamp & Aaron Tornell & Frank Westermann, 2017.
"The Euro Area’s Common Pool Problem Revisited: Has the Single Supervisory Mechanism Ameliorated Forbearance and Evergreening?,"
IEER Working Papers
107, Institute of Empirical Economic Research, Osnabrueck University, revised 06 Oct 2017.
- Sven Steinkamp & Aaron Tornell & Frank Westermann, 2017. "The Euro Area's Common Pool Problem Revisited: Has the Single Supervisory Mechanism Ameliorated Forbearance and Evergreening," CESifo Working Paper Series 6670, CESifo.
- Koetter, Michael, 2020. "Lending effects of the ECB’s asset purchases," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 39-52.
- Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017.
"The Liquidity Coverage Ratio and security prices,"
Journal of Banking & Finance, Elsevier, vol. 75(C), pages 292-311.
- Dr. Lucas Marc Fuhrer & Dr. Benjamin Müller & Luzian Steiner, 2016. "The Liquidity Coverage Ratio and Security Prices," Working Papers 2016-11, Swiss National Bank.
- Hanming Fang & Yongqin Wang & Xian Wu, 2020.
"The Collateral Channel of Monetary Policy: Evidence from China,"
NBER Working Papers
26792, National Bureau of Economic Research, Inc.
- Hanming Fang & Yongqin Wang & Xian Wu, 2020. "The Collateral Channel of Monetary Policy: Evidence from China," PIER Working Paper Archive 20-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Marcella Lucchetta & Michele Moretto & Bruno M. Parigi, 2019. "Optimal bailouts, bank’s incentive and risk," Annals of Finance, Springer, vol. 15(3), pages 369-399, September.
- Marcella Lucchetta & Michele Moretto & Bruno Maria Parigi, 2018.
"Systematic Risk, Bank Moral Hazard, and Bailouts,"
CESifo Working Paper Series
6878, CESifo.
- Lucchetta, Marcella & Moretto, Michele & Parigi, Bruno M., 2018. "Systematic risk, bank moral hazard, and bailouts," Bank of Finland Research Discussion Papers 2/2018, Bank of Finland.
- Fecht, Falko & Weber, Patrick, 2022. "Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
- Alves, Nuno & Bonfim, Diana & Soares, Carla, 2021. "Surviving the perfect storm: The role of the lender of last resort☆," Journal of Financial Intermediation, Elsevier, vol. 47(C).
- Viral Acharya & Diane Pierret & Sascha Steffen, 2021. "Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(4), pages 87-112, November.
- Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz, 2016.
"Collateral, Central Bank Repos, and Systemic Arbitrage,"
Swiss Finance Institute Research Paper Series
16-66, Swiss Finance Institute.
- Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg & Woschitz, Jiri, 2016. "Collateral, Central Bank Repos, and Systemic Arbitrage," CEPR Discussion Papers 11663, C.E.P.R. Discussion Papers.
- Raffaele Lenzi & Stefano Nobili & Filippo Perazzoli & Rosario Romeo, 2023. "Banks’ liquidity transformation rate: determinants and impact on lending," Temi di discussione (Economic working papers) 32, Bank of Italy, Economic Research and International Relations Area.
- repec:spo:wpmain:info:hdl:2441/4hi059h9n59cr91qdfgmoo2o3c is not listed on IDEAS
- Schmidt, Kirsten, 2019. "Does liquidity regulation impede the liquidity profile of collateral?," Working Paper Series 2256, European Central Bank.
- Nicholas Garvin, 2019. "Emergency Liquidity Injections," RBA Research Discussion Papers rdp2019-10, Reserve Bank of Australia.
- Nguyen, Minh, 2020. "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018.
"The effect and risks of ECB collateral framework changes,"
SciencePo Working papers Main
hal-03475456, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "The effect and risks of ECB collateral framework changes," Working Papers hal-03475456, HAL.
- Nissinen, Juuso & Sihvonen, Markus, 2024.
"Bond convenience curves and funding costs,"
Journal of International Economics, Elsevier, vol. 151(C).
- Nissinen, Juuso & Sihvonen, Markus, 2022. "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers 11/2022, Bank of Finland.
- Acharya, Viral & Pierret, Diane & Steffen, Sascha, 2016. "Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus," ZEW Discussion Papers 16-019, ZEW - Leibniz Centre for European Economic Research.
- Antonis Kotidis & Dimitris Malliaropulos & Elias Papaioannou, 2022. "Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks," Working Papers 304, Bank of Greece.
- Dirk Schoenmaker, 2021.
"Greening monetary policy,"
Climate Policy, Taylor & Francis Journals, vol. 21(4), pages 581-592, April.
- Dirk Schoenmaker, 2019. "Greening monetary policy," Working Papers 29494, Bruegel.
- Schoenmaker, Dirk, 2019. "Greening monetary policy," CEPR Discussion Papers 13576, C.E.P.R. Discussion Papers.
- Spyromitros, Eleftherios & Tsintzos, Panagiotis, 2019. "Credit expansion in a monetary policy game: Implications of the valuation haircut framework," Finance Research Letters, Elsevier, vol. 28(C), pages 125-129.
- Zhou, Tao & Li, Zhongfei & Bai, Hengrui & Du, Zhidi & Huang, Jinbo & Ding, Zengcai, 2024. "Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 180-192.
- Adler, Martin & Camba-Méndez, Gonzalo & Džaja, Tomislav & Manzanares, Andrés & Metra, Matteo & Vocalelli, Giorgio, 2023. "The valuation haircuts applied to eligible marketable assets for ECB credit operations," Occasional Paper Series 312, European Central Bank.
- Martijn Boermans & Robert Vermeulen, 2018. "Quantitative easing and preferred habitat investors in the euro area bond market," DNB Working Papers 586, Netherlands Central Bank, Research Department.
- Garvin, Nicholas, 2024. "Emergency liquidity injections," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1496-1513.
- repec:hal:spmain:info:hdl:2441/4hi059h9n59cr91qdfgmoo2o3c is not listed on IDEAS
- Bryane Michael & Svitlana Osaulenko, 2021. "TOWARD A NEW COMPARATIVE PUBLIC LAW OF CENTRAL BANK LEGISLATION: Designing Legislative Mandates for Central Bank Private Securities Assets Purchases and Nominal GDP Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 5-38.
- Geng, Guangjie & Han, Zhixuan & Wu, Hongli & Cheng, Miao & WANG, RAN & Liu, Huan, 2024. "Collateral policy of the central bank and corporate financing costs: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2024.
"Collateral eligibility of corporate debt in the Eurosystem,"
Journal of Financial Economics, Elsevier, vol. 153(C).
- Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.
- repec:zbw:bofrdp:2018_002 is not listed on IDEAS
- Jeannette Capel, 2015. "Central Bank CollaterALL," DNB Occasional Studies 1303, Netherlands Central Bank, Research Department.
- Murai Taiki, 2024. "The Relationship Between the German Current Account and Financial Account: Evidence from the Toda-Yamamoto Causality Approach," The Economists' Voice, De Gruyter, vol. 21(1), pages 65-96.
- Marcella Lucchetta & Michele Moretto & Bruno Maria Parigi, 2018.
"Systematic Risk, Bank Moral Hazard, and Bailouts,"
CESifo Working Paper Series
6878, CESifo.
- Lucchetta, Marcella & Moretto, Michele & Parigi, Bruno M., 2018. "Systematic risk, bank moral hazard, and bailouts," Research Discussion Papers 2/2018, Bank of Finland.
- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023.
"A global monetary policy factor in sovereign bond yields,"
Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- Gabriella Chiesa, 2020. "Safe Assets, Credit Provision and Debt Management," Open Economies Review, Springer, vol. 31(3), pages 637-667, July.
- Dimitris Malliaropulos & Petros Migiakis, 2018. "Quantitative easing and sovereign bond yields: a global perspective," Working Papers 253, Bank of Greece.
- de Roure, Calebe, 2016. "Fire buys of central bank collateral assets," Discussion Papers 51/2016, Deutsche Bundesbank.