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Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs

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Cited by:

  1. Stephen Quinn & William Roberds, 2015. "Responding to a Shadow Banking Crisis: The Lessons of 1763," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1149-1176, September.
  2. Claudia Buch & Catherine Koch & Michael Koetter, 2016. "Crises and rescues: liquidity transmission through international banks," BIS Working Papers 576, Bank for International Settlements.
  3. 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.
  4. Yun, Youngjin, 2021. "International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea," Finance Research Letters, Elsevier, vol. 43(C).
  5. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
  6. Scheubel, Beatrice & Stracca, Livio, 2019. "What do we know about the global financial safety net? A new comprehensive data set," Journal of International Money and Finance, Elsevier, vol. 99(C).
  7. Fukuda, Shin-ichi & Tanaka, Mariko, 2017. "Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 301-317.
  8. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Proceedings 1129, Federal Reserve Bank of Chicago.
  9. 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.
  10. Hiroshi Fujiki, 2013. "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," The Japanese Economic Review, Japanese Economic Association, vol. 64(4), pages 504-536, December.
  11. Shin-ichi Fukuda, 2016. "Regional Liquidity Risk and Covered Interest Parity During the Global Financial Crisis: Evidence from Tokyo, London, and New York," International Economic Journal, Taylor & Francis Journals, vol. 30(3), pages 339-359, July.
  12. Moazzam Farooq & Sajjad Zaheer, 2015. "Are Islamic Banks More Resilient during Financial Panics?," IMF Working Papers 2015/041, International Monetary Fund.
  13. Saleem Bahaj & Ricardo Reis, 2022. "Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1654-1693.
  14. Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2015. "Epilogue: Foreign-Exchange-Market Operations in the Twenty-First Century," NBER Chapters, in: Strained Relations: US Foreign-Exchange Operations and Monetary Policy in the Twentieth Century, pages 345-363, National Bureau of Economic Research, Inc.
  15. Metrick, Andrew, 2020. "The Federal Reserve's Financial Crisis Response C: Providing U.S. Dollars to Foreign Central Banks," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(2), pages 94-115, April.
  16. Kapan, Tümer & Minoiu, Camelia, 2013. "Balance sheet strength and bank lending during the global financial crisis," Discussion Papers 33/2013, Deutsche Bundesbank.
  17. Sebastian Horn & Bradley C. Parks & Carmen M. Reinhart & Christoph Trebesch, 2023. "China as an International Lender of Last Resort," NBER Working Papers 31105, National Bureau of Economic Research, Inc.
  18. Gian-Maria Milesi-Ferretti & Cédric Tille, 2011. "The great retrenchment: international capital flows during the global financial crisis [‘The great trade collapse: what caused it and what does it mean?’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(66), pages 289-346.
  19. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
  20. Mohammed Ahmed, Abdullahi, 2019. "China’s Bilateral Currency Swap Agreement: Strategic Move to Foster Political and Financial Hegemony," MPRA Paper 109879, University Library of Munich, Germany, revised 08 Oct 2019.
  21. Moazzam Farooq & Sajjad Zaheer, 2015. "Are Islamic Banks More Resilient During Financial Panics?," Pacific Economic Review, Wiley Blackwell, vol. 20(1), pages 101-124, February.
  22. Maurice Obstfeld, 2010. "Expanding gross asset positions and the international monetary system," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 463-478.
  23. Fukuda, Shin-ichi, 2012. "Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3185-3196.
  24. Kürşat Önder, Yasin, 2022. "Liquidity crises, liquidity lines and sovereign risk," Journal of Development Economics, Elsevier, vol. 154(C).
  25. Robert N McCauley & Catherine R Schenk, 2020. "Central bank swaps then and now: swaps and dollar liquidity in the 1960s," BIS Working Papers 851, Bank for International Settlements.
  26. Maurice Obstfeld, 2012. "Does the Current Account Still Matter?," American Economic Review, American Economic Association, vol. 102(3), pages 1-23, May.
  27. Silvia Albrizio & Iván Kataryniuk & Luis Molina & Jan Schäfer, 2021. "ECB euro liquidity lines," Working Papers 2125, Banco de España.
  28. Cédric Tille, 2012. "Sailing Through This Storm? Capital Flows In Asia During The Crisis," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 467-488, August.
  29. Maurice Obstfeld, 2013. "The International Monetary System: Living with Asymmetry," NBER Chapters, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 301-336, National Bureau of Economic Research, Inc.
  30. Denbee, Edd & Jung, Carsten & Paternò, Francesco, 2016. "Stitching together the global financial safety net," Bank of England Financial Stability Papers 36, Bank of England.
  31. Pierluigi Morelli & Giovanni Pittaluga & Elena Seghezza, 2015. "The role of the Federal Reserve as an international lender of last resort during the 2007–2008 financial crisis," International Economics and Economic Policy, Springer, vol. 12(1), pages 93-106, March.
  32. 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.
  33. Cetorelli, Nicola & Goldberg, Linda S., 2012. "Liquidity management of U.S. global banks: Internal capital markets in the great recession," Journal of International Economics, Elsevier, vol. 88(2), pages 299-311.
  34. Warren B. Hrunga & Jason S. Seligman, 2015. "Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 151-190, January.
  35. Tim Marple, 2021. "The social management of complex uncertainty: Central Bank similarity and crisis liquidity swaps at the Federal Reserve," The Review of International Organizations, Springer, vol. 16(2), pages 377-401, April.
  36. Alin Marius Andries & Andreas M. Fischer & Dr. Pinar Yesin, 2015. "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers 2015-07, Swiss National Bank.
  37. Ohnsorge, Franziska & Kose, M. Ayhan, 2020. "Emerging and Developing Economies: Ten Years After the Global Recession," CEPR Discussion Papers 14405, C.E.P.R. Discussion Papers.
  38. Michael D Bordo & Owen F Humpage & Anna J Schwartz, 2015. "The Evolution of the Federal Reserve Swap Lines since 1962," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(2), pages 353-372, September.
  39. Ibhagui, Oyakhilome, 2020. "Covered interest parity deviations in standard monetary models," Journal of Economics and Business, Elsevier, vol. 111(C).
  40. Nicola Cetorelli & Linda S Goldberg, 2011. "Global Banks and International Shock Transmission: Evidence from the Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 41-76, April.
  41. repec:hal:cepnwp:hal-01933930 is not listed on IDEAS
  42. Pauline Bourgeon & Jérôme Sgard, 2019. "Liquidity Swaps between Central Banks, the IMF, and the Evolution of the International Financial Architecture," Post-Print hal-04081559, HAL.
  43. Pauline Bourgeon & Jérôme Sgard, 2019. "Liquidity Swaps between Central Banks, the IMF, and the Evolution of the International Financial Architecture," SciencePo Working papers Main hal-04081559, HAL.
  44. Rose, Andrew K. & Spiegel, Mark M., 2012. "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 326-340.
  45. Cheng, Gong, 2015. "The Global Financial Safety Net through the Prism of G20 Summits," MPRA Paper 68070, University Library of Munich, Germany, revised Nov 2015.
  46. Broz, Lawrence, 2015. "The Federal Reserve as global lender of last resort, 2007-2010," LSE Research Online Documents on Economics 60951, London School of Economics and Political Science, LSE Library.
  47. Olav Syrstad, 2020. "Covered Interest Parity in long-dated securities," Working Paper 2020/11, Norges Bank.
  48. Choi, Yoonho & Choi, E. Kwan, 2022. "Why exchange rate pass-through matters in forward exchange markets," Economic Modelling, Elsevier, vol. 110(C).
  49. Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
  50. Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
  51. Larry D. Wall, 2021. "So Far, So Good: Government Insurance of Financial Sector Tail Risk," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(13), November.
  52. Pikkarainen, Pentti, 2010. "Central bank liquidity during the financial market and economic crisis: observations, thoughts and questions," Bank of Finland Research Discussion Papers 20/2010, Bank of Finland.
  53. Pikkarainen, Pentti, 2010. "Central bank liquidity during the financial market and economic crisis : observations, thoughts and questions," Research Discussion Papers 20/2010, Bank of Finland.
  54. Kai Schellekens & Patty Duijm, 2022. "Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic," Working Papers 752, DNB.
  55. Mr. Thierry Tressel, 2010. "Financial Contagion Through Bank Deleveraging: Stylized Facts and Simulations Applied to the Financial Crisis," IMF Working Papers 2010/236, International Monetary Fund.
  56. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Post-Print halshs-00673982, HAL.
  57. Koyama, Kentaro & Takeda, Sumihiro, 2023. "Currency basis term structure, cross-border investment flow, and central bank currency swap agreement," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 470-482.
  58. Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "Reprint of: The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 153-172.
  59. Krishna M. Kasibhatla, 2012. "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 125-138.
  60. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
  61. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 66-85.
  62. Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 215-234.
  63. Huberto M. Ennis & Alexander L. Wolman, 2012. "Large excess reserves in the U.S.: a view from the cross-section of banks," Working Paper 12-05, Federal Reserve Bank of Richmond.
  64. Changyong Rhee & Lea Sumulong & Shahin Vallée, 2013. "Global and regional financial safety nets- lessons from Europe and Asia," Working Papers 801, Bruegel.
  65. Fujiki, Hiroshi, 2014. "Institutional designs to alleviate liquidity shortages in a two-country model," Japan and the World Economy, Elsevier, vol. 31(C), pages 32-46.
  66. Miroslav Titze, 2016. "Federal Reserve Swap Lines - International Lender of the Last Resort [Swapové linky federálneho rezervného systému - medzinárodný veriteľ poslednej inštancie]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2016(4), pages 3-23.
  67. Bruno Tissot, 2016. "Globalisation and financial stability risks: is the residency-based approach of the national accounts old-fashioned?," BIS Working Papers 587, Bank for International Settlements.
  68. repec:zbw:bofrdp:2010_020 is not listed on IDEAS
  69. International Monetary Fund, 2013. "Russian Federation: Selected Issues," IMF Staff Country Reports 2013/311, International Monetary Fund.
  70. Saleem Bahaj & Ricardo Reis, 2018. "Central Bank Swap Lines," Discussion Papers 1816, Centre for Macroeconomics (CFM).
  71. Liao, Gordon Y., 2020. "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
  72. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Working Paper Series 2238, European Central Bank.
  73. Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020. "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
  74. Eguren-Martin, Fernando, 2020. "Dollar shortages and central bank swap lines," Bank of England working papers 879, Bank of England.
  75. Yoshiko Suzuki, 2017. "Return of the Japan premium in the abenomics period," Economics Bulletin, AccessEcon, vol. 37(2), pages 1401-1414.
  76. Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de Economía.
  77. Yu, Ziliang & Liu, Xiaomeng & Liu, Zhuqing & Li, Yang, 2023. "Central bank swap arrangements and exchange rate volatility: Evidence from China," Emerging Markets Review, Elsevier, vol. 56(C).
  78. Stefan Avdjiev & Christian Dembiermont & Blaise Gadanecz & Branimir Gruić & Patrick McGuire & Swapan Kumar Pradhan & Paul Van den Bergh & Philip Wooldridge & Bruno Tissot & Marie-Céline Bard & Xavier-, 2015. "IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues," IFC Reports 1, Bank for International Settlements.
  79. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
  80. Mark Choi & Linda S. Goldberg & Robert Lerman & Francesco Ravazzolo, 2022. "The Fed’s Central Bank Swap Lines and FIMA Repo Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
  81. Pope, Robin & Selten, Reinhard, 2013. "Currency wars not public debt may create a financial meltdown," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79862, Verein für Socialpolitik / German Economic Association.
  82. Ramon Moreno, 2011. "The global crisis and financial intermediation in emerging market economies: an overview," BIS Papers chapters, in: Bank for International Settlements (ed.), The global crisis and financial intermediation in emerging market economies, volume 54, pages 1-10, Bank for International Settlements.
  83. D. Essers & E. Vincent, 2017. "The global financial safety net :In need of repair ?," Economic Review, National Bank of Belgium, issue ii, pages 87-112, september.
  84. Takatoshi Ito, 2018. "Changing International Financial Architecture: Growing Chinese Influence?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
  85. Emmanuel Carré & Laurent Le Maux, 2018. "Globalisation financière et Dollar Swap Lines : la Réserve fédérale et la Banque centrale européenne durant la crise de 2007-2009," Working Papers hal-01933930, HAL.
  86. Robert N. McCauley, 2020. "The Global Domain of the Dollar: Eight Questions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(4), pages 421-429, December.
  87. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," CESifo Working Paper Series 7400, CESifo.
  88. Emmanuel Carré & Laurent Le Maux, 2018. "The Federal Reserve's Dollar Swap Lines and the European Central Bank during the global financial crisis of 2007-2009," Post-Print hal-02570211, HAL.
  89. Michael J. Fleming & Nicholas Klagge, 2010. "The Federal Reserve's foreign exchange swap lines," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Apr).
  90. Maurice Obstfeld, 2013. "Crises and the International System," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 143-155, June.
  91. Rohit, Abhishek Kumar & Dash, Pradyumna, 2019. "Dynamics of monetary policy spillover: The role of exchange rate regimes," Economic Modelling, Elsevier, vol. 77(C), pages 276-288.
  92. Linda S. Goldberg, 2010. "Is the international role of the dollar changing?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Jan).
  93. Robert L. Hetzel, 2016. "What Caused the Great Recession in the Eurozone?," Working Paper 16-10, Federal Reserve Bank of Richmond.
  94. Frederic S. Mishkin, 2011. "Monetary Policy Strategy: Lessons from the Crisis," NBER Working Papers 16755, National Bureau of Economic Research, Inc.
  95. Jukka Pihlman & Han van der Hoorn, 2010. "Procyclicality in Central Bank Reserve Management: Evidence from the Crisis," IMF Working Papers 2010/150, International Monetary Fund.
  96. Stracca, Livio & Scheubel, Beatrice, 2016. "What do we know about the global financial safety net? Rationale, data and possible evolution," Occasional Paper Series 177, European Central Bank.
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