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Do central bank liquidity facilities affect interbank lending rates?
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Cited by:
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014.
"Information In The Yield Curve: A Macro‐Finance Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Alain Monfort & Jean-Paul Renne, 2013.
"Default, Liquidity, and Crises: an Econometric Framework,"
Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 221-262, March.
- Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Center for Research in Economics and Statistics.
- Monfort, A. & Renne, J-P., 2011. "Default, liquidity and crises: an econometric framework," Working papers 340, Banque de France.
- Dewachter, Hans & Iania, Leonardo, 2011.
"An Extended Macro-Finance Model with Financial Factors,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
- Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 18840, University Library of Munich, Germany.
- Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
- Frederic S. Mishkin, 2011.
"Over the Cliff: From the Subprime to the Global Financial Crisis,"
Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 49-70, Winter.
- Frederic S. Mishkin, 2010. "Over The Cliff: From the Subprime to the Global Financial Crisis," NBER Working Papers 16609, National Bureau of Economic Research, Inc.
- Peersman, Gert, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CEPR Discussion Papers
8348, C.E.P.R. Discussion Papers.
- G. Peersman, 2014. "The Effectiveness of Unconventional Monetary Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/875, Ghent University, Faculty of Economics and Business Administration.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015.
"A probability-based stress test of Federal Reserve assets and income,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Friedman, Benjamin M. & Kuttner, Kenneth N., 2010.
"Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 24, pages 1345-1438,
Elsevier.
- Benjamin Friedman & Kenneth Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers 2010-03, Department of Economics, Williams College.
- Benjamin M. Friedman & Kenneth N. Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," NBER Working Papers 16165, National Bureau of Economic Research, Inc.
- Nath, Golaka, 2013. "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper 51590, University Library of Munich, Germany.
- Cassola, Nuno & Morana, Claudio, 2012.
"Euro money market spreads during the 2007–? financial crisis,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
- Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007-? financial crisis," Working Paper Series 1437, European Central Bank.
- S Battiston & G di Iasio & L Infante & F Pierobon, 2015.
"Capital and contagion in financial networks,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39,
Bank for International Settlements.
- di Iasio, Giovanni & Battiston, Stefano & Infante, Luigi & Pierobon, Federico, 2013. "Capital and Contagion in Financial Networks," MPRA Paper 52141, University Library of Munich, Germany.
- G. Peersman, 2011.
"Bank Lending Shocks and the Euro Area Business Cycle,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
11/766, Ghent University, Faculty of Economics and Business Administration.
- Gert Peersman, 2011. "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers 333, Society for Economic Dynamics.
- Drobyshevsky, S. & Trunin, P., 2014. "The Evolution of Theory and Practice of Monetary Policy as a Result of the Global Economic Crisis," Journal of the New Economic Association, New Economic Association, vol. 24(4), pages 141-158.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Guidolin, Massimo & Tam, Yu Man, 2013.
"A yield spread perspective on the great financial crisis: Break-point test evidence,"
International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
- Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
- Scott Brave & Hesna Genay, 2011.
"Federal Reserve policies and financial market conditions during the crisis,"
Proceedings
1129, Federal Reserve Bank of Chicago.
- Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series WP-2011-04, Federal Reserve Bank of Chicago.
- De Socio, Antonio, 2013.
"The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”,"
Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1340-1358.
- Antonio De Socio, 2011. "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers) 819, Bank of Italy, Economic Research and International Relations Area.
- Chadha, Jagjit S. & Waters, Alex, 2014.
"Applying a macro-finance yield curve to UK quantitative Easing,"
Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
- Jagjit S. Chadha & Alex Waters, 2014. "Applying a Macro-Finance Yield Curve to UK Quantitative Easing," Studies in Economics 1418, School of Economics, University of Kent.
- Thomas B. King & Kurt F. Lewis, 2020.
"Credit Risk, Liquidity, and Lies,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 219-267, October.
- Thomas B. King & Kurt F. Lewis, 2015. "Credit Risk, Liquidity and Lies," Finance and Economics Discussion Series 2015-112, Board of Governors of the Federal Reserve System (U.S.).
- Mauricio Calani & Kevin Cowan & Pablo García S., 2011.
"Inflation Targeting in Financially Stable Economies: Has it Been Flexible Enough?,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 1, pages 283-368,
Central Bank of Chile.
- Mauricio Calani C. & Kevin Cowan L. & Pablo García S., 2010. "Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 11-50, August.
- Mauricio Calani & Kevin Cowan & Pablo García S., 2010. "Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?," Working Papers Central Bank of Chile 587, Central Bank of Chile.
- Jens Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers 948, Banque de France.
- Enenajor, Emanuella & Sebastian, Alex & Witmer, Jonathan, 2012.
"An assessment of the Bank of Canada's term PRA facility,"
The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 123-143.
- Emanuella Enenajor & Alex Sebastian & Jonathan Witmer, 2010. "An Assessment of the Bank of Canada's Term PRA Facility," Staff Working Papers 10-20, Bank of Canada.
- Daniel L. Thornton, 2011.
"The effectiveness of unconventional monetary policy: the term auction facility,"
Review, Federal Reserve Bank of St. Louis, vol. 93(Nov), pages 439-454.
- Daniel L. Thornton, 2010. "The effectiveness of unconventional monetary policy: the term auction facility," Working Papers 2010-044, Federal Reserve Bank of St. Louis.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009.
"An arbitrage-free generalized Nelson--Siegel term structure model,"
Econometrics Journal, Royal Economic Society, vol. 12(3), pages 33-64, November.
- Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," NBER Working Papers 14463, National Bureau of Economic Research, Inc.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive 08-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series 2008-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010.
"Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Working Paper Series 2008-34, Federal Reserve Bank of San Francisco.
- Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012.
"The Response of Interest Rates to US and UK Quantitative Easing,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 385-414, November.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012. "The response of interest rates to U.S. and U.K. quantitative easing," Working Paper Series 2012-06, Federal Reserve Bank of San Francisco.
- Woon Wong & Iris Biefang-Frisancho Mariscal & Peter Howells, 2019.
"Liquidity and credit risks in the UK’s financial crisis: how ‘quantitative easing’ changed the relationship,"
Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 278-287, January.
- Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells, 2016. "Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship," Cardiff Economics Working Papers E2016/9, Cardiff University, Cardiff Business School, Economics Section.
- Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
- Massimiliano Affinito, 2013.
"Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system,"
Temi di discussione (Economic working papers)
928, Bank of Italy, Economic Research and International Relations Area.
- Affinito, Massimiliano, 2013. "Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Working Paper Series 1607, European Central Bank.
- Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
- Leo Krippner, 2009.
"A theoretical foundation for the Nelson and Siegel class of yield curve models,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/10, Reserve Bank of New Zealand.
- Leo Krippner, 2012. "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers 2012-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James D. Hamilton & Jing Cynthia Wu, 2012.
"The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s1), pages 3-46, February.
- James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
- James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch, 2010.
"Macro‐Finance Models Of Interest Rates And The Economy,"
Manchester School, University of Manchester, vol. 78(s1), pages 25-52, September.
- Glenn D. Rudebusch, 2010. "Macro-finance models of interest rates and the economy," Working Paper Series 2010-01, Federal Reserve Bank of San Francisco.
- Li, Xiao-Lin & Xie, Pinyi & Ding, Hui & Si, Deng-Kui, 2023. "Central bank lending facility and investment efficiency of non-SOEs: evidence from China," Economic Modelling, Elsevier, vol. 126(C).
- Sujit Kapadia & Matthias Drehmann & John Elliott & Gabriel Sterne, 2012.
"Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks,"
NBER Chapters, in: Quantifying Systemic Risk, pages 29-61,
National Bureau of Economic Research, Inc.
- Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel, 2012. "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers 456, Bank of England.
- David Skovmand & Jacob Bjerre Skov, 2022. "Decomposing LIBOR in Transition: Evidence from the Futures Markets," Papers 2201.06930, arXiv.org, revised Mar 2022.
- An, Sungbae & Kim, Hyosang & Kim, Seung-Hyun & Yang, Da Young & Lee, Jinhee & Cho, Ko Un & Kim, Wongi & Kim, Jinill, 2021. "포스트 코로나 시대 주요국의 통화·재정정책 방향과 시사점(hanges, Challenges and Implications of Fiscal and Monetary Policy Directions in the Post Pandemic Era)," Policy Analyses 21-15, Korea Institute for International Economic Policy.
- Jean-Loup, Soula, 2017.
"Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
- Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Hans Dewachter & Leonardo Iania & Jean-Charles Wijnandts, 2016. "The response of euro area sovereign spreads to the ECB unconventional monetary policies," Working Paper Research 309, National Bank of Belgium.
- Hamilton, James D. & Wu, Jing Cynthia, 2014.
"Testable implications of affine term structure models,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
- James D. Hamilton & Jing Cynthia Wu, 2011. "Testable Implications of Affine Term Structure Models," NBER Working Papers 16931, National Bureau of Economic Research, Inc.
- Lukasz Goczek, 2011. "Federal Policy Responses To The 2007-2009 Credit Crunch In The Us," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 6(3), pages 27-42, September.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014.
"The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, June.
- L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2012. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," BIS Working Papers 384, Bank for International Settlements.
- Volha Audzei, 2012. "Efficiency of Central Bank Policy During the Crisis : Role of Expectations in Reinforcing Hoarding Behavior," CERGE-EI Working Papers wp477, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Yoldas, Emre & Senyuz, Zeynep, 2018. "Financial stress and equilibrium dynamics in term interbank funding markets," Journal of Financial Stability, Elsevier, vol. 34(C), pages 136-149.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2013. "To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks," Papers 1305.5656, arXiv.org, revised May 2013.
- Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2018.
"Unconventional Monetary Policy in Theory and in Practice,"
World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), Innovative Federal Reserve Policies During the Great Financial Crisis, chapter 1, pages 1-36,
World Scientific Publishing Co. Pte. Ltd..
- Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011. "Unconventional Monetary Policy in Theory and in Practice," Questioni di Economia e Finanza (Occasional Papers) 102, Bank of Italy, Economic Research and International Relations Area.
- Claudio Borio & Anna Zabai, 2018.
"Unconventional monetary policies: a re-appraisal,"
Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444,
Edward Elgar Publishing.
- Claudio Borio & Piti Disyatat, 2010. "Unconventional Monetary Policies: An Appraisal," Manchester School, University of Manchester, vol. 78(s1), pages 53-89, September.
- Claudio Borio & Piti Disyatat, 2009. "Unconventional monetary policies: an appraisal," BIS Working Papers 292, Bank for International Settlements.
- Claudio Borio & Anna Zabai, 2016. "Unconventional monetary policies: a re-appraisal," BIS Working Papers 570, Bank for International Settlements.
- Carla Soares & Paulo M. M. Rodrigues, 2013.
"Determinants of the EONIA Spread and the Financial Crisis,"
Manchester School, University of Manchester, vol. 81, pages 82-110, October.
- Carla Soares & Paulo M.M. Rodrigues, 2011. "Determinants of the EONIA spread and the financial crisis," Working Papers w201112, Banco de Portugal, Economics and Research Department.
- Hong, Zhiwu & Niu, Linlin & Zhang, Chen, 2022.
"Affine arbitrage-free yield net models with application to the euro debt crisis,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 201-220.
- Zhiwu Hong & Linlin Niu & Chen Zhang, 2019. "Affine arbitrage-free yield net models with application to the euro debt crisis," Working Papers 2019-01-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, revised 06 Nov 2021.
- Gert Peersman, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CESifo Working Paper Series
3589, CESifo.
- Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series 1397, European Central Bank.
- G. Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/734, Ghent University, Faculty of Economics and Business Administration.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- Florian Heider & Marie Hoerova, 2009.
"Interbank Lending, Credit-Risk Premia, and Collateral,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.
- Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series 1107, European Central Bank.
- Thomas B. King & Kurt F. Lewis, 2014. "What Drives Bank Funding Spreads?," Working Paper Series WP-2014-23, Federal Reserve Bank of Chicago.
- Sunil Kumar & Anand Prakash & Krishna M. Kushawaha, 2017. "What Explains Call Money Rate Spread in India?," Working Papers id:11975, eSocialSciences.
- Claudio Morana, 2014.
"New insights on the US OIS spreads term structure during the recent financial turmoil,"
Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 291-317, March.
- Claudio Morana, 2013. "New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil," CeRP Working Papers 137, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Abbassi, Puriya & Linzert, Tobias, 2012.
"The effectiveness of monetary policy in steering money market rates during the financial crisis,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 945-954.
- Abbassi, Puriya & Linzert, Tobias, 2012. "The effectiveness of monetary policy in steering money market rates during the financial crisis," Discussion Papers 14/2012, Deutsche Bundesbank.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
- Liu, Xiaoling & Wu, Yuhui & Zhang, Huan, 2023. "Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China," Journal of Corporate Finance, Elsevier, vol. 78(C).
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- Gorton, Gary & Metrick, Andrew, 2013.
"Securitization,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1-70,
Elsevier.
- Gary Gorton & Andrew Metrick, 2012. "Securitization," NBER Working Papers 18611, National Bureau of Economic Research, Inc.
- Morten L Bech & Cyril Monnet, 2013. "The Impact of Unconventional Monetary Policy on the Overnight Interbank Market," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
- Miguel Sarmiento, 2022. "Sudden Yield Reversals and Financial Intermediation in Emerging Markets," Borradores de Economia 1210, Banco de la Republica de Colombia.
- 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.
- Nicholas Apergis & Ioannis Pragidis, 2019. "Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 91-112, February.
- Christensen, Jens H.E. & Gillan, James M., 2022. "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016.
"Credit and liquidity in interbank rates: A quadratic approach,"
Journal of Banking & Finance, Elsevier, vol. 68(C), pages 29-46.
- Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
- Hamilton, James D. & Wu, Jing Cynthia, 2012.
"Identification and estimation of Gaussian affine term structure models,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
- James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
- Jens H E Christensen & Signe Krogstrup, 2019.
"Transmission of Quantitative Easing: The Role of Central Bank Reserves,"
The Economic Journal, Royal Economic Society, vol. 129(617), pages 249-272.
- Jens H. E. Christensen & Signe Krogstrup, 2014. "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Paper Series 2014-18, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Signe Krogstrup, 2015. "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Papers 2015-06, Swiss National Bank.
- V. Brousseau & Alexandre Chailloux & Alain Durré, 2013. "Fixing the Fixings: What Road to a More Representative Money Market Benchmark?," IMF Working Papers 2013/131, International Monetary Fund.
- Gallitschke, Janek & Seifried (née Müller), Stefanie & Seifried, Frank Thomas, 2017. "Interbank interest rates: Funding liquidity risk and XIBOR basis spreads," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 142-152.
- Campbell, Sean & Covitz, Daniel & Nelson, William & Pence, Karen, 2011.
"Securitization markets and central banking: An evaluation of the term asset-backed securities loan facility,"
Journal of Monetary Economics, Elsevier, vol. 58(5), pages 518-531.
- Sean D. Campbell & Daniel M. Covitz & William R. Nelson & Karen M. Pence, 2011. "Securitization markets and central banking: an evaluation of the term asset-backed securities loan facility," Finance and Economics Discussion Series 2011-16, Board of Governors of the Federal Reserve System (U.S.).
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