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A model of monetary policy shocks for financial crises and normal conditions

Keating, John William; Kelly, Logan J.; Smith, Andrew Lee; … - 2014

Persistent link: https://www.econbiz.de/10010477723

The quantitative easing effect on the stock market of the USA, the UK and Japan : an ARDL approach for the crisis period

Lima Júnior, Luiz Antônio; Vasconcelos, Claudio … - In: Journal of economic studies 43 (2016) 6, pp. 1006-1021

Persistent link: https://www.econbiz.de/10011694428

The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods

Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....

Persistent link: https://www.econbiz.de/10012039605

Excess liquidity and the money market in the euro area

Beaupain, Renaud; Durré, Alain - In: Journal of macroeconomics 47 (2016), pp. 33-44

Persistent link: https://www.econbiz.de/10011707476

Stress testing with multi-faceted liquidity : the central bank collateral framework as a financial stability tool

Cuzzola, Angelo; Barbieri, Claudio; Bindseil, Ulrich - 2023

The paper studies the central bank collateral framework and its impact on banks' liquidity under an adverse stress test … scenario. We construct a stress test model that accounts for a granular and multi-faceted representation of the liquidity of … Southern European countries. Results show that illiquidity can trigger insolvency and that liquidity adjustment can last …

Persistent link: https://www.econbiz.de/10014315179

Financial stability considerations for monetary policy : theoretical mechanisms

Ajello, Andrea; Boyarchenko, Nina; Gourio, François; … - 2022

This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that connection. This literature finds that financial...

Persistent link: https://www.econbiz.de/10013161877