We analyse the impact of the Liquidity Coverage Ratio (LCR) on the demand for central bank reserves in the euro area … crisis and the associated introduction of new liquidity regulation. …

transactional level allows me to apply advanced panel methods. Furthermore, this paper shows liquidity hoarding during the pandemic …

We provide evidence that liquidity premia on assets that are more relevant for private agents' intertemporal choices … specification of liquidity premia based on assets' differential pledgeability to a basic New Keynesian model to replicate this … guidance period and are substantially smaller than if liquidity premia were neglected. This indicates that there are no …

mechanism and the liquidity channel. …

liquidity tightened after the Lehman collapse but there is no evidence of fire sales in the German banking sector. Instead, we … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on … banks' trading behavior by inducing shifts towards eligible securities and reducing pressure on market liquidity. This …

’ funding structures jointly with that in their excess liquidity holdings. We find evidence that banks highly exposed to the …, importantly, the explicit consideration of the role of excess liquidity in our analysis. …