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Liquidity dependence : why shrinking central bank balance sheets is an uphill task
Acharya, Viral V.; Chauhan, Rahul; Rajan, Raghuram Govind; … - 2022
Persistent link: https://www.econbiz.de/10013415016
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Liquidity stress-tester : do Basel III and unconventional monetary policy work?
End, Jan-Willem van den - In: Applied financial economics 22 (2012) 13/15, pp. 1233-1257
Persistent link: https://www.econbiz.de/10009625378
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Assessing global liquidity
Domanski, Dietrich; Fender, Ingo; McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2011), pp. 57-71
Persistent link: https://www.econbiz.de/10009419354
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Liquidity Stress-Tester : Do Basel III and Unconventional Monetary Policy Work?
van den End, Jan Willem - 2011
This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III … liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of … shocks are simulated by a Monte Carlo approach. Banks react according to the Basel III standards, endogenising liquidity risk …
Persistent link: https://www.econbiz.de/10013119113
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Bank reserves and broad money in the global financial crisis : a quantitative evaluation
Chadha, Jagjit; Corrado, Luisa; Meaning, Jack; Schuler, … - 2020
Persistent link: https://www.econbiz.de/10012672082
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Banks' trading after the Lehman crisis : the role of unconventional monetary policy
Tischer, Johannes; Schnabel, Isabel - In: Banks and unconventional monetary policy, (pp. 12-53). 2019
Persistent link: https://www.econbiz.de/10012586514
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Stock market liquidity, funding liquidity, financial crises and quantitative easing
Mishra, Ajay Kumar; Parikh, Bhavik; Spahr, Ronald W. - In: International review of economics & finance : IREF 70 (2020), pp. 456-478
Persistent link: https://www.econbiz.de/10012486824
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Countercyclical liquidity policy and credit cycles: evidence from macroprudential and monetary policy in Brazil
Barroso, João Barata Ribeiro Blanco; Gonzalez, Rodrigo … - 2020
Persistent link: https://www.econbiz.de/10012404405
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Liquidity regulation and financial stability
Li, Yang - In: Macroeconomic dynamics 24 (2020) 5, pp. 1240-1263
Persistent link: https://www.econbiz.de/10012241320
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Bank reserves and broad money in the global financial crisis : a quantitative evaluation
Chadha, Jagjit; Corrado, Luisa; Meaning, Jack; Schuler, … - 2020
The Federal Reserve responded to the global financial crisis by initiating an unprecedented expansion of central bank money (bank reserves) once the policy rate had reached the lower bound. To capture the salient features of the crisis, we develop a model where the central bank can provide...
Persistent link: https://www.econbiz.de/10012271563