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Central bank liquidity and market liquidity : the role of collateral provision on the French government debt securities market
Avouyi-Dovi, Sanvi; Idier, Julien - 2010
Persistent link: https://www.econbiz.de/10009381149
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The impact of unconventional monetary policy on the market for collateral : the case of the French bond market
Avouyi-Dovi, Sanvi; Idier, Julien - 2011
Persistent link: https://www.econbiz.de/10009381934
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The impact of unconventional monetary policy on the market for collateral : the case of the French bond market
Avouyi-Dovi, Sanvi; Idier, Julien - In: Journal of banking & finance 36 (2012) 2, pp. 428-438
Persistent link: https://www.econbiz.de/10009511311
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The Impact of Unconventional Monetary Policy on the Market for Collateral : The Case of the French Bond Market
Avouyi-Dovi, Sanvi - 2011
We consider the channel consisting in transferring the credit risk associated with refinancing operations between financial institutions to market participants. In particular, we analyze liquidity and volatility premia on the French government debt securities market, since these assets are used...
Persistent link: https://www.econbiz.de/10013121416
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Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
Idier, Julien; Avouyi-Dovi, Sanvi - Université Paris-Dauphine (Paris IX) - 2010
We examine the effects of collateral provision as a potential channel between funding liquidity tensions and the scarcity of market liquidity. This channel consists in transferring the credit risk associated with refinancing operations between financial institutions to market participants that...
Persistent link: https://www.econbiz.de/10010861364
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The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, Sanvi; Idier, Julien - In: Journal of banking & finance 36 (2012) 2, pp. 428-439
Persistent link: https://www.econbiz.de/10009818209
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Central Bank Liquidity and Market Liquidity : The Role of Collateral Provision on the French Government Debt Securities Market
Avouyi-Dovi, Sanvi - 2010
We examine the effects of collateral provision as a potential channel between funding liquidity tensions and the scarcity of market liquidity. This channel consists in transferring the credit risk associated with refinancing operations between financial institutions to market participants that...
Persistent link: https://www.econbiz.de/10013142712
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The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, Sanvi; Idier, Julien - In: Journal of Banking & Finance 36 (2012) 2, pp. 428-438
We consider the channel consisting in transferring the credit risk associated with refinancing operations between financial institutions to market participants. In particular, we analyze liquidity and volatility premia on the French government debt securities market, since these assets are used...
Persistent link: https://www.econbiz.de/10010574828
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The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, Sanvi; Idier, Julien - Université Paris-Dauphine (Paris IX) - 2012
We consider the channel consisting in transferring the credit risk associated with refinancing operations between financial institutions to market participants. In particular, we analyze liquidity and volatility premia on the French government debt securities market, since these assets are used...
Persistent link: https://www.econbiz.de/10010706618