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Liquidity, risk premia, and the financial transmission of monetary policy
Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - In: Annual review of financial economics 10 (2018), pp. 309-328
Persistent link: https://www.econbiz.de/10011959834
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U.S. Monetary Policy Transmission and Liquidity Risk Premia Around the World
Karolyi, George Andrew - 2019
We uncover a link between U.S. monetary policy and liquidity risk premia in stock markets around the world. Liquidity … points decline in the liquidity risk premium. This effect is concentrated among high liquidity risk stocks and is more acute ….S. monetary policy shocks affect the pricing of liquidity risk around the world and highlight the importance of a “bank channel …
Persistent link: https://www.econbiz.de/10012869570
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Monetary policy financial transmission and treasury liquidity premia
Phillot, Maxime; Reynard, Samuel - 2021
Persistent link: https://www.econbiz.de/10012610735
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The liquidity state-dependence of monetary policy transmission
Guimaraes, Rodrigo; Pinter, Gabor; Wijnandts, Jean-Charles - 2023
Persistent link: https://www.econbiz.de/10014384575
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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
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State-dependent monetary policy transmission and financial market tensions
Rüth, Sebastian K. - In: Economics letters 157 (2017), pp. 56-61
Persistent link: https://www.econbiz.de/10011847305
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Channels of US monetary policy spillovers to international bond markets
Albagli, Elias; Ceballos, Luis; Claro, Sebastián; … - 2018
Persistent link: https://www.econbiz.de/10011867286
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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/10011867292
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Channels of US monetary policy spillovers to international bond markets
Albagli, Elias; Ceballos, Luis; Claro, Sebastián; … - In: Journal of financial economics 134 (2019) 2, pp. 447-473
Persistent link: https://www.econbiz.de/10012166851
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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