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How is the ECB's quantitative easing transmitted to the financial markets?

Aloui, Donia; Ben Maatoug, Abderrazek - In: Studies in economics and finance 41 (2024) 2, pp. 268-285

Persistent link: https://www.econbiz.de/10015049545

Macroeconomic effects of financial stress and the role of monetary policy : a VAR analysis for the euro area

Kremer, Manfred - In: International economics and economic policy : IEEP 13 (2016) 1, pp. 105-138

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Monetary policy and systemic risk-taking in the Euro area investment fund industry : a structural factor-augmented vector autoregression analysis

Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of financial stability 49 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012391875

Euro area banking and monetary policy shocks in the QE era

Kabundi, Alain; Nadal-De Simone, Francisco - In: Journal of financial stability 63 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10014371921

The Euro Area credit crunch conundrum : was it demand or supply driven?

Pacicco, Fausto; Serati, Massimiliano; Venegoni, Andrea - In: Economic modelling 106 (2022), pp. 1-19

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The financial accelerator in the euro area : new evidence using a mixture VAR model

Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - This Version: July 22, 2021

We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...

Persistent link: https://www.econbiz.de/10012320523

The financial accelerator in the euro area : new evidence using a mixture VAR model

Bennani, Hamza; Neuenkirch, Matthias - 2020

We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1–2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states...

Persistent link: https://www.econbiz.de/10012383710