The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank

DOI10.1016/J.JEDC.2014.03.005zbMATH Open1402.91538OpenAlexW2048506863MaRDI QIDQ1994553FDOQ1994553

Authors: Seth Carpenter, Selva Demiralp, Jens Eisenschmidt 

Publication date: 1 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.03.005

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zbMATH Keywords

bank lendingbank funding volatilitynon-standard policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Title not available (Why is that?)
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Financial intermediaries and markets.
• Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market

Cited In (8)

• Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area
• Does financial stability matter to the fed in setting US monetary policy?
• The role of financial intermediaries in monetary policy transmission
• The federal funds market, excess reserves, and unconventional monetary policy
• International monetary transmission with bank heterogeneity and default risk
• On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience
• The financial market effects of unwinding the Federal Reserve's balance sheet
• Unconventional bank bailouts in fixed exchange rate regimes

Uses Software

• Stata
• xtabond2

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