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Who benefits from the corporate QE? : a regression discontinuity design approach
Abidi, Nordine; Miquel-Flores, Ixart - 2018
mechanism and the liquidity channel. …
Persistent link: https://www.econbiz.de/10011820153
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Who Benefits from the Corporate QE? A Regression Discontinuity Design Approach
Abidi, Nordine - 2018
mechanism and the liquidity channel …
Persistent link: https://www.econbiz.de/10012921191
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Who Benefits from the Corporate QE? A Regression Discontinuity Design Approach
Abidi, Nordine - 2018
mechanism and the liquidity channel …
Persistent link: https://www.econbiz.de/10012934691
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The Effect of Bid-Ask Spread, Firm Size, and Liquidity on Price Reversal Phenomenon
Pasaribu, Rowland Bismark - 2017
This study contains the effects of bid-ask spread, firm size and liquidity against price reversal phenomena at …
Persistent link: https://www.econbiz.de/10012942847
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Healthy... Distress... Default
Kakushadze, Zura - 2019
We discuss a simple, exactly solvable model of stochastic stock dynamics that incorporates regime switching between healthy and distressed regimes. Using this model, which is analytically tractable, we discuss a way of extracting expected returns for stocks from realized CDS spreads,...
Persistent link: https://www.econbiz.de/10012863946
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Cash flow and financial distress of private listed enterprises on the Vietnam stock market : a quantile regression approach
Thuy Duong Phan; Thi Thanh Hoang; Ngoc Mai Tran - In: Cogent business & management 9 (2022) 1, pp. 1-13
The study evaluates the influence of cash flow on the financial distress of private listed enterprises on the Vietnamese stock market from 2010 to 2020. We use the data collected from the financial statements of 263 private non-financial enterprises listed on the Ho Chi Minh and Hanoi stock...
Persistent link: https://www.econbiz.de/10014436294
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Banks' trading after the Lehman crisis : the role of unconventional monetary policy
Podlich, Natalia; Schnabel, Isabel; Tischer, Johannes - 2017
liquidity tightened after the Lehman collapse but there is no evidence of fire sales in the German banking sector. Instead, we … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on … banks' trading behavior by inducing shifts towards eligible securities and reducing pressure on market liquidity. This …
Persistent link: https://www.econbiz.de/10011671299
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Measuring the Short-Term Effects of the ECB's Unconventional Monetary Policy on Financial Markets: A Review
Kampl, Lisa-Maria - In: Credit and Capital Markets – Kredit und Kapital 54 (2021) 1, pp. 37-77
Following the financial crisis in 2008, the ECB implemented various unconventional policy measures to respond to the tensions on the market. These measures had a significant impact and short-term effects on financial markets. This literature review provides a extensive overview of the empirical...
Persistent link: https://www.econbiz.de/10014524520
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Europäische Geldpolitik während der europäischen Schuldenkrise: Synopse und Evaluation
Belke, Ansgar; Verheyen, Florian - In: Vierteljahrshefte zur Wirtschaftsforschung 82 (2013) 2, pp. 97-112
Seit Ausbruch der Finanzkrise haben Zentralbanken weltweit versucht, dem wirtschaftlichen Abschwung mit zum Teil unkonventionellen Maßnahmen entgegenzuwirken. Dieser Beitrag fasst einerseits die Maßnahmen der EZB zusammen und zeigt dabei auf, dass die EZB weniger unkonventionell als andere...
Persistent link: https://www.econbiz.de/10010464603
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The macroeconomic effects of asset purchases revisited
Hesse, Henning; Hofmann, Boris; Weber, James - 2018
This paper revisits the macroeconomic effects of the large-scale asset purchase programmes launched by the Federal Reserve and the Bank of England from 2008. Using a Bayesian VAR, we investigate the macroeconomic impact of shocks to asset purchase announcements and assess changes in their...
Persistent link: https://www.econbiz.de/10011793659