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Jankauskas, Tomas - 2023

Persistent link: https://www.econbiz.de/10014330066

Liquidity and credit risks in the UK's financial crisis : how "quantitative easing" changed the relationship

Wong, Woon K.; Biefang-Frisancho Mariscal, Iris; Yao, Wanru - 2016

This paper investigates the relationship between credit and liquidity risk components in the UK interbank spread during the recent financial crisis and sheds light on the transmission mechanism of the quantitative easing (QE) carried out by the Bank of England on short term interest rates....

Persistent link: https://www.econbiz.de/10011688262

Liquidity and credit risks in the UK's financial crisis : how 'quantitative easing' changed the relationship

Wong, Woon K.; Biefang-Frisancho Mariscal, Iris; … - In: Applied economics 51 (2019) 3, pp. 278-287

Persistent link: https://www.econbiz.de/10012160500

Determinants of European Banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - 2021

Persistent link: https://www.econbiz.de/10013166948

The relative pricing of sovereign credit risk after the Eurozone crisis

Corvino, Raffaele; Ruggiero, Francesco - In: Journal of international money and finance 112 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012797600

Credit risk and the transmission of interest rate shocks

Palazzo, Berardino; Yamarthy, Ram - In: Journal of monetary economics 130 (2022), pp. 120-136

Persistent link: https://www.econbiz.de/10013396267

Determinants of European banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013457304

Covid-19, sovereign risk and monetary policy : evidence from the European Monetary Union

Karaman, Seçil Yıldırım - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 99-107

This paper investigates the impact of Covid-19 pandemic and monetary policy measures adopted by the European Central Bank (ECB) on the sovereign risk for the European Monetary Union (EMU) countries for the period between March-2020 and November-2020 using daily data. The impact of Covid-19 and...

Persistent link: https://www.econbiz.de/10013407190

Financial regulation policy uncertainty and credit spreads in the US

Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132

Persistent link: https://www.econbiz.de/10010514753

Time variation in U.S. monetary policy and credit spreads

Huang, Yu-Fan - In: Journal of macroeconomics 43 (2015), pp. 205-215

Persistent link: https://www.econbiz.de/10011507071

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