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The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis
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- 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.
- Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012.
"Market response to policy initiatives during the global financial crisis,"
Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
- Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010. "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers 15809, National Bureau of Economic Research, Inc.
- Eisenschmidt, Jens & Carpenter, Seth & Demiralp, Selva, 2013.
"The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank,"
Working Paper Series
1562, European Central Bank.
- Seth B. Carpenter & Selva Demiralp & Jens Eisenschmidt, 2013. "The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank," Finance and Economics Discussion Series 2013-34, Board of Governors of the Federal Reserve System (U.S.).
- Mark Carney, 2012. "Un marco de política monetaria para todas las estaciones," Boletín, CEMLA, vol. 0(2), pages 69-77, Abril-jun.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011.
"The Interbank Market after August 2007: What Has Changed, and Why?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014.
"How did the financial crisis alter the correlations of U.S. yield spreads?,"
Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
- Désiré Kanga & Grégory Levieuge, 2017.
"An assessment of the effects of unconventional monetary policies on the cost of credit to non-financial companies in the eurozone,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 91-110.
- Désiré Kanga & Grégory Levieuge, 2017. "An assessment of the effects of unconventional monetary policies on the cost of credit to non-financial companies in the eurozone [Une évaluation des effets des politiques monétaires non convention," Post-Print hal-03539303, HAL.
- 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.
- Eurico Ferreira, 2019. "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers w201914, Banco de Portugal, Economics and Research Department.
- Lu, Ruoxi & Bessler, David A. & Leatham, David J., 2018.
"The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 110-126.
- Ruoxi Lu & David A. Bessler & David J. Leatham, 2018. "The transmission of liquidity shocks via China's segmented money market: evidence from recent market events," Papers 1811.08949, arXiv.org.
- 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.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015.
"Endogenous crisis dating and contagion using smooth transition structural GARCH,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
- Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers 15030, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Aug 2012.
- Carlos Carvalho & Stefano Eusepi & Christian Grisser, 2012. "Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas?," Boletín, CEMLA, vol. 0(2), pages 78-93, Abril-jun.
- International Monetary Fund, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis," IMF Working Papers 2009/204, International Monetary Fund.
- Brossard, Olivier & Saroyan, Susanna, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 163-185.
- Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023. "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 347-357.
- Petra Gerlach-Kristen, 2015. "The impact of ECB crisis measures on euro-area CDS spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 149-168, May.
- Ms. Brenda Gonzalez-Hermosillo & Mr. Heiko Hesse, 2009. "Global Market Conditions and Systemic Risk," IMF Working Papers 2009/230, International Monetary Fund.
- Florentina Melnic, 2017. "The Financial Crisis Response. Comparative Analysis Between European Union And Usa," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 129-155, June.
- 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.
- Carla Soares & Ana Sofia Saldanha, 2015. "The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- 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).
- Alan M. Rai, 2013. "The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 45-104, March.
- Gerlach, Petra, 2013. "Euro area CDS spreads in the crisis: The role of open market operations and contagion," Papers WP449, Economic and Social Research Institute (ESRI).
- Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens, 2014. "The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 107-129.
- Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae, 2013. "Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 4, pages 117-156, SUERF - The European Money and Finance Forum.
- Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Jonathan D. Ostry & Atish R. Ghosh & Marcos Chamon, 2012. "Dos objetivos, dos instrumentos: políticas monetaria y cambiaria en economías de mercados emergentes," Boletín, CEMLA, vol. 0(2), pages 94-114, Abril-jun.