Central bank haircut policy

DOI10.1007/S10436-010-0171-5MaRDI QIDQ635964zbMATHOpenAlexFDO

Authors James Chapman, Jonathan Chiu, Miguel Molico

Publication date 25 August 2011

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://www.bankofcanada.ca/wp-content/uploads/2010/10/wp10-23.pdf

zbMATH Keywords

collateralliquiditymonetary policysearch theorycentral bankhaircut

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(3)

• Asset prices and standing facilities in a monetary economy
• Optimal monetary policy in a collateralized economy
• Interbank loans, collateral and modern monetary policy

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