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What are the real effects of financial market liquidity? : evidence on bank lending from the euro area
Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - 2018
We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … to 2016. Our results on the aggregate level show that market liquidity is positively related to loan volumes and … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the …
Persistent link: https://www.econbiz.de/10011897986
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Investors' expectations around quantitative easing : does liquidity injection affect European banks equally?
Longo, Sara; Parbonetti, Antonio; Pugliese, Amedeo - In: Journal of management & governance 26 (2022) 3, pp. 957-996
Persistent link: https://www.econbiz.de/10013443943
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The limits of monetary economics : on money as a medium of exchange in near-cashless credit economies
Lagos, Ricardo; Zhang, Shengxing - 2019
Persistent link: https://www.econbiz.de/10012199232
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The macroeconomics of financial crises : how risk premiums, liquidity traps and perfect traps affect policy options
Gärtner, Manfred; Jung, Florian - 2009
markets may drive economies into recessions, it shows the following: (1) Liquidity traps may occur not only when interest … flexible exchange rates when the country is stuck in a liquidity trap; (3) Near the fringe of liquidity traps, the risk arises …
Persistent link: https://www.econbiz.de/10003885838
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The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads
Syrstad, Olav - 2016
liquidity shortage in USD and reducing the spread between the 3-month Libor rate and the expected policy rate. I construct a … proxy for the 3-month liquidity risk premium based on data from the FX forward market which enables me to (i) decompose the … Libor spread into a liquidity premium and a credit premium, and (ii) test the effectiveness of the TAF in reducing the …
Persistent link: https://www.econbiz.de/10013006381
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Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy; Christensen, Jens H. E.; Fischer, Eric; … - 2021
Persistent link: https://www.econbiz.de/10012548541
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Intermediary asset pricing during the national banking era
Weiss, Colin R. - 2020
Persistent link: https://www.econbiz.de/10012439079
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Inflation expectations and risk premia in emerging bond markets: evidence from Mexico
Beauregard, Remy; Christensen, Jens H. E.; Fischer, Eric; … - 2021
liquidity risk. In addition to documenting the existence of large and time-varying liquidity premia in nominal and real bond …
Persistent link: https://www.econbiz.de/10012498145
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Crossing the credit channel : credit spreads and firm heterogeneity
Anderson, Gareth; Cesa-Bianchi, Ambrogio - 2020
Credit spreads rise after a monetary policy tightening, yet spread reactions are heterogeneous across firms. Exploiting information from a panel of corporate bonds matched with balance sheet data for U.S. non-financial firms, we document that firms with high leverage experience a more pronounced...
Persistent link: https://www.econbiz.de/10012485947
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Crossing the credit channel : credit spreads and firm heterogeneity
Anderson, Gareth; Cesa-Bianchi, Ambrogio - 2020 - This draft: January 29, 2020
Persistent link: https://www.econbiz.de/10012172909