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The effect of social security contributions on coverage and wages : a gender perspective using a natural experiment from Colombia
Vargas, Andres J. - In: Southern economic journal 78 (2011) 2, pp. 476-501
Persistent link: https://www.econbiz.de/10009388421
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Asset managers, eurodollars and unconventional monetary policy
Kreicher, Lawrence; McCauley, Robert N. - 2016
Persistent link: https://www.econbiz.de/10011535688
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The impact of Chinese monetary policy on co-movements between money and capital markets
Wang, Yang-Chao; Tsai, Jui-Jung; Lu, Lanxin - In: Applied economics 51 (2019) 45, pp. 4939-4955
Persistent link: https://www.econbiz.de/10012197126
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The impact of German discount and lombard policy on financial markets
Franke, Günter; Meyer, Bernd - In: Trade, growth and economic policy in open economies : …, (pp. 193-217). 1998
Persistent link: https://www.econbiz.de/10001300185
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Asset allocation and monetary policy : evidence from the Eurozone
Hau, Harald; Lai, Sandy - 2013
Persistent link: https://www.econbiz.de/10010221568
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Cross-border banking flows spillovers in the Eurozone : evidence from an estimated DSGE model
Poutineau, Jean-Christophe; Vermandel, Gauthier - In: Journal of economic dynamics & control 51 (2015), pp. 378-403
Persistent link: https://www.econbiz.de/10011474422
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Repo market functioning: the role of capital regulation
Horen, Neeltje van; Kotidis, Antonis - 2018
Persistent link: https://www.econbiz.de/10011975186
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The US financial system and its crises : from the 1907 panic to the 2007 crash
Pizzutto, Giorgio - 2019
Persistent link: https://www.econbiz.de/10011997592
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Negative interest rates in the eurozone
Tropeano, Domenica - In: Review of Keynesian economics 7 (2019) 2, pp. 233-246
Persistent link: https://www.econbiz.de/10012103070
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Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego; Lucas, André; Schwaab, Bernd; Zhang, Xin - 2019
To what extent can a central bank influence its own balance sheet credit risks during a financial crisis through unconventional monetary policy operations? To study this question we develop a risk measurement framework to infer the time-variation in portfolio credit risks at a high (weekly)...
Persistent link: https://www.econbiz.de/10012123505