Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral
Year of publication: |
2015
|
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Authors: | Lennkh, Rudolf Alvise ; Walch, Florian |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Central Bank | collateral | monetary policy | transaction cost |
Series: | ECB Working Paper ; 1793 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1606-6 |
Other identifiers: | 829062963 [GVK] hdl:10419/154226 [Handle] RePEc:ecb:ecbwps:20151793 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E59 - Monetary Policy, Central Banking and the Supply of Money and Credit. Other ; G12 - Asset Pricing |
Source: |
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Lennkh, Alvise, (2015)
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The price of money : now collateral policy affects the yield curve
Nyborg, Kjell G., (2021)
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