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Stressed, not frozen : the federal funds market in the financial crisis
Afonso, Gara; Kovner, Anna; Schoar, Antoinette - 2010 - Rev.
particular, we do not find that worse performing banks began hoarding liquidity and indiscriminately reducing their lending …. -- Fed funds ; financial crisis ; liquidity ; interbank lending ; hoarding …
Persistent link: https://www.econbiz.de/10003948809
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Stressed not frozen : the fed funds market in the financial crisis
Afonso, Gara; Kovner, Anna; Schoar, Antoinette - 2010
Persistent link: https://www.econbiz.de/10003950876
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Stressed, not frozen : the federal funds market in the financial crisis
Afonso, Gara; Kovner, Anna; Schoar, Antoinette - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1109-1139
Persistent link: https://www.econbiz.de/10009267709
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Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723
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Finanzstabilität und Liquidität : der Geldmarkt als Kristallisationspunkt
Kotz, Hans-Helmut - In: Wirtschaftspolitik im Zeichen europäischer Integration …, (pp. 247-262). 2009
Persistent link: https://www.econbiz.de/10003920609
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Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003979875
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Monetary transmission right from the start : the (dis)connection between the money market and the ECB’s main refinancing rates
Abbassi, Puriya; Nautz, Dieter - 2010
The relation between the ECB’s main refinancing (MRO) rates and the money market is key for the monetary transmission process in the euro area. This paper investigates how money market rates respond to the new information revealed by MRO auctions. Our results confirm a stabilizing level...
Persistent link: https://www.econbiz.de/10003953030
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Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
liquidity risk, credit risk (financial and sovereign), and interest rate expectations. Our results suggest that liquidity risk … fears. In addition, the ECB appears to have been more effective in addressing liquidity risk since the onset of the crisis … ; liquidity risk ; credit risk ; stochastic volatility …
Persistent link: https://www.econbiz.de/10003983199
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Monetary transmission right from the start : the (dis)connection netween the money market and the ECB’s main refinancing rates
Abbassi, Puriya; Nautz, Dieter - 2010
The relation between the ECB's main refinancing (MRO) rates and the money market is key for the monetary transmission process in the euro area. This paper investigates how money market rates respond to the new information revealed by MRO auctions. Our results confirm a stabilizing level...
Persistent link: https://www.econbiz.de/10003962841
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The effectiveness of monetary policy in steering money market rates during the recent financial crisis
Abbassi, Puriya; Linzert, Tobias - 2011
The recent financial crisis deeply affected the money market yield curve and thus, potentially, the proper functioning of the interest rate channel of monetary policy transmission. Therefore, we analyze the effectiveness of monetary policy in steering euro area money market rates using two...
Persistent link: https://www.econbiz.de/10009006637