Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis

DOI10.1016/J.JEDC.2014.02.007MaRDI QIDQ1994549zbMATH OpenOpenAlexFDO

Authors Su-Hsin Chang, Silvio Contessi, Johanna L. Francis

Publication date 1 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://research.stlouisfed.org/wp/2013/2013-029.pdf

zbMATH Keywords

financial crisiscommercial banksexcess reservesTARP

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Recommendations

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• The federal funds market, excess reserves, and unconventional monetary policy
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Cites work

• Bank Runs, Deposit Insurance, and Liquidity
• Least absolute deviations estimation for the censored regression model
• The central role of the propensity score in observational studies for causal effects

Cited in

(3)

• The role of financial intermediaries in monetary policy transmission
• The federal funds market, excess reserves, and unconventional monetary policy
• Determinants of excess reserve holdings

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