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An Empirical Analysis of Eurozone Government Bonds Liquidity : Determinants, Predictability and Implications for the New Bank Prudential Rules
Petrella, Giovanni - 2016
Based on a large and representative data set we investigate the liquidity of Eurozone government bonds in ordinary times as well as in periods of market turmoil looking at the behavior of several liquidity indicators from 2005 to 2012. We find that the effect of adverse market conditions on...
Persistent link: https://www.econbiz.de/10012977154
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Monetary stimulus and bank lending
Chakraborty, Indraneel; Goldstein, Itay; MacKinlay, … - In: Journal of financial economics 136 (2020) 1, pp. 189-218
Persistent link: https://www.econbiz.de/10012545388
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The great unwind : how changes to the Federal Reserve’s balance sheet will likely impact mortgage rates and the broader U.S. economy
Duncan, Douglas; Vangeloff, Michael - In: The journal of structured finance 23 (2017) 3, pp. 23-35
Persistent link: https://www.econbiz.de/10011776528
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Die Stunde der Regulierer : eine Analyse der Notenbankpolitik mit Hilfe der Spieltheorie
Bieta, Volker; Sewing, Dieter - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 56 (2008) 10, pp. 701-708
Persistent link: https://www.econbiz.de/10003772903
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The signaling channel for Federal Reserve bond purchases
Bauer, Michael D.; Rudebusch, Glenn D. - 2011
Persistent link: https://www.econbiz.de/10009313230
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How does the federal reserve's large-scale asset purchases (LSAPs) influence mortgage-backed securities (MBS) yields and US mortgage rates?
Hancock, Diana; Passmore, Stuart Wayne - In: Real estate economics : journal of the American Real … 43 (2015) 4, pp. 855-890
Persistent link: https://www.econbiz.de/10011399491
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Monetary policy with asset-backed money
Andolfatto, David; Berentsen, Aleksander; Waller, … - 2015
We study the use of asset-backed money in a neoclassical growth model with illiquid capital. A mechanism is delegated control of productive capi- tal and issues claims against the revenue it earns. These claims constitute a form of asset-backed money. The mechanism determines (i) the number of...
Persistent link: https://www.econbiz.de/10011287031
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The ins and outs of LSAPs
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Global dimensions of unconventional monetary policy : a …, (pp. 57-111). 2014
Persistent link: https://www.econbiz.de/10011301095
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How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility
Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737
Persistent link: https://www.econbiz.de/10009730835
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ABS as collateral for ECB loans to banks and the importance of a functioning securitisation market
Bindseil, Ulrich; Tabakis, Evangelos - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 65 (2012) 18, pp. 918-922
Persistent link: https://www.econbiz.de/10009620238