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Effects of asset purchases and financial stability measures on term premia in the euro area

Moessner, Richhild - 2018

Persistent link: https://www.econbiz.de/10011980593

Effects of asset purchases and financial stability measures on term premia in the euro area

Moessner, Richhild - 2018

Persistent link: https://www.econbiz.de/10011867292

Macro and micro of external finance premium and monetary policy transmission

Altavilla, Carlo; Gürkaynak, Refet S.; Quaedvlieg, Rogier - 2024

We establish basic facts about the external finance premium. Tens of millions of individual loan contracts extended to euro area firms allow studying the determinants of the external finance premium at the country, bank, firm, and contract levels of disaggregation. At the country level, the...

Persistent link: https://www.econbiz.de/10014527119

Macro and micro of external finance premium and monetary policy transmission

Altavilla, Carlo; Gürkaynak, Refet S.; Quaedvlieg, Rogier - 2024

Persistent link: https://www.econbiz.de/10014530363

What are the real effects of financial market liquidity? : evidence on bank lending from the Euro area

Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - In: Journal of international financial markets, … 62 (2019), pp. 152-183

Persistent link: https://www.econbiz.de/10012262523

What are the real effects of financial market liquidity? : evidence on bank lending from the euro area

Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - 2018

We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … to 2016. Our results on the aggregate level show that market liquidity is positively related to loan volumes and … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the …

Persistent link: https://www.econbiz.de/10011897986

Investors' expectations around quantitative easing : does liquidity injection affect European banks equally?

Longo, Sara; Parbonetti, Antonio; Pugliese, Amedeo - In: Journal of management & governance 26 (2022) 3, pp. 957-996

Persistent link: https://www.econbiz.de/10013443943

The impact of central bank liquidity support on banks' sovereign exposures

Haan, Leo de; Holton, Sarah; End, Jan-Willem van den - In: Applied economics 53 (2021) 15, pp. 1788-1806

Persistent link: https://www.econbiz.de/10012485293

Sovereign risk and belief-driven fluctuations in the euro area

Corsetti, Giancarlo; Küster, Keith; Meier, André; … - In: Journal of monetary economics 61 (2014), pp. 53-73

Persistent link: https://www.econbiz.de/10010381449

Monetary Policy Surprises and their Transmission Through Term Premia and Expected Interest Rates

Kaminska, Iryna; Mumtaz, Haroon; Sustek, Roman - 2021

Monetary policy moves the yield curve. How much is due to expected interest rates versus term premia? And what are the macroeconomic consequences? Applying an affine term structure model to high-frequency yield curve movements around FOMC announcements, we shed new light on these questions....

Persistent link: https://www.econbiz.de/10013243014

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