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The portfolio balance channel of quantitative easing in a DSGE model with financial frictions

Nelson, Genevieve - 2021

Investors who arbitrage between long term government debt and corporate debt expand the Portfolio Balance Channel in that the effects of QE spill over to the overall cost of corporate borrowing. I find that overall the Federal Reserve's second round of Large-Scale Asset Purchases (LSAPII) boosts...

Persistent link: https://www.econbiz.de/10012548226

Optimal quantitative easing in a monetary union

Kabaca, Serdar; Maas, Renske; Mavromatis, Kostas; … - 2020

Persistent link: https://www.econbiz.de/10012318199

Optimal quantitative easing in a monetary union

Kabaca, Serdar; Maas, Renske; Mavromatis, Kostas; … - In: European economic review : EER 152 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014430100

Three essays in international macroeconomics and finance

Martínez-García, Enrique - 2007

Persistent link: https://www.econbiz.de/10009682964

Credit, Endogenous Collateral and Risky Assets : A DSGE Model

Falagiarda, Matteo - 2013

This paper proposes a new Dynamic Stochastic General Equilibrium (DSGE) model with credit frictions and a banking …

Persistent link: https://www.econbiz.de/10013071539

Perturbations in DSGE models : an odd derivatives theorem

Lott, Sherwin - In: Journal of economic dynamics & control 106 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012131998

Global DSGE models

Cao, Dan Vu; Luo, Wenlan; Nie, Guangyu - In: Review of economic dynamics 51 (2023), pp. 199-225

Persistent link: https://www.econbiz.de/10014471813

International spillovers of large-scale asset purchases

Alpanda, Sami; Kabaca, Serdar - In: Journal of the European Economic Association : JEEA 18 (2020) 1, pp. 342-391

Persistent link: https://www.econbiz.de/10012184032

The effects of government bond purchases on leverage constraints of banks and non-financial firms

Kühl, Michael - 2016

This paper investigates how government bond purchases affect leverage-constrained banks and non-financial firms by utilising a stochastic general equilibrium model. My results indicate that government bond purchases not only reduce non-financial firms' borrowing costs, amplified through a...

Persistent link: https://www.econbiz.de/10011541061

Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach

Raza, Syed Ali; Arshian Sharif; Kumar, Satish; Ahmed, Maiyra - In: International review of financial analysis 90 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014468824

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