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Asymmetric shocks in a currency union : the role of central bank collateral policy
Koulischer, François - 2015
Persistent link: https://www.econbiz.de/10011305214
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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
The paper evaluates the implications of the Smets and Wouters (2004) DSGE model for the US yield curve. Bond prices are modelled in a way that is consistent with the macro model and the resulting risk premium in long term bonds is a function of the macro model parameters exclusively. When the...
Persistent link: https://www.econbiz.de/10011624060
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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
Persistent link: https://www.econbiz.de/10003525266
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The collateral channel of open market operations
Cassola, Nuno; Koulischer, François - 2016
Persistent link: https://www.econbiz.de/10011618298
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The collateral channel of open market operations
Cassola, Nuno; Koulischer, François - 2016
Persistent link: https://www.econbiz.de/10011578322
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Euro-area quantitative easing and portfolio rebalancing
Koijen, Ralph S. J.; Koulischer, François; Nguyen, Benoît - In: The American economic review 107 (2017) 5, pp. 621-627
Persistent link: https://www.econbiz.de/10011786222
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The collateral channel of open market operations
Cassola, Nuno; Koulischer, François - In: Journal of financial stability 41 (2019), pp. 73-90
Persistent link: https://www.econbiz.de/10012259835
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Central bank liquidity provision and collateral quality
Koulischer, François; Struyven, Daan - In: Journal of banking & finance 49 (2014), pp. 113-130
Persistent link: https://www.econbiz.de/10010508062
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Inspecting the mechanism of quantitative easing in the Euro area
Koijen, Ralph S. J.; Koulischer, François; Nguyen, Benoît - In: Journal of financial economics 140 (2021) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10013188557
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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
The paper evaluates the implications of the Smets and Wouters (2004) DSGE model for the US yield curve. Bond prices are modelled in a way that is consistent with the macro model and the resulting risk premium in long term bonds is a function of the macro model parameters exclusively. When the...
Persistent link: https://www.econbiz.de/10011506610