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The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
16 references·1 citing·49 second hop
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market (2013)The Impact of Unconventional Monetary Pol…Unconventional monetary policies: a re-appraisal (2018)Unconventional monetary polic…Liquidity regulation and the implementation of monetary policy (2017)Liquidity regulation and the …The Interbank Market after August 2007: What Has Changed, and Why? (2011)The Interbank Market after Au…Should Unconventional Balance Sheet Policies Be Added to the Central Bank Toolkit? A Review of the Experience so Far (2011)Should Unconventional Balance…Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads (2010)Mind the Gap: Disentangling C…Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Liquidity Hoarding and Interb…Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? (2009)Do Central Bank Liquidity Fac…The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate (2008)The Effect of the Term Auctio…Monetary policy in a channel system (2008)Monetary policy in a channel …Further Results on a Black Swan in the Money Market (2008)Further Results on a Black Sw…Systemic Illiquidity in the Federal Funds Market (2007)Systemic Illiquidity in the F…Interest rate corridors and reserves (2006)Interest rate corridors and r…Monetary Policy Implementation: Theory, past, and present (2004)Monetary Policy Implementatio…Monetary Policy in the Information Economy (2001)Monetary Policy in the Inform…COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY (1968)COMMERCIAL BANK RESERVE MANAG…A Black Swan in the Money MarketA Black Swan in the Money Mar…A search-based model of the interbank money market and monetary policy implementation (2015)A search-based model of the i…Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Globalization and Monetary Control (2007)The long-run information effect of central bank communication (2019)The Daily Market for Federal Funds (1996)Open mouth operations (2000)Divorcing Money from Monetary Policy (2008)Bank Liquidity, Interbank Markets, and Monetary Policy (2011)Precautionary Reserves and the Interbank Market (2011)Over-the-Counter Markets (2004)Valuation in Over-the-Counter Markets (2007)Why pay? An introduction to payments economics (2008)Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions (2012)Market Making Under the Proposed Volcker Rule (2012)A model of unconventional monetary policy (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries (2015)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis (2020)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)The black swan: the impact of the highly improbable (2007)Credit Frictions and Optimal Monetary Policy (2009)Hedge Fund Contagion and Liquidity Shocks (2010)Over the Cliff: From the Subprime to the Global Financial Crisis (2011)Rollover Risk and Credit Risk (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Limits of Arbitrage (1995)Endogenous Liquidity and Defaultable Bonds (2014)Money Creation and the Shadow Banking System (2014)The U.S. Treasury Premium (2018)Swap Rates and Credit Quality (1996)Private and Public Supply of Liquidity (1998)The Theory of Corporate Finance (2006)Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08 (2009)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Financial Contagion (2000)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Financial Intermediation and Macroeconomic Analysis (2010)How Does Immigration Affect Native Internal Mobility? New Evidence from Italy (2010)What Is a Prime Bank? A Euribor–OIS Spread Perspective (2014)Alternative approaches to the theory of the banking firm (1980)Monetary Theory and Policy, 2nd Edition (2003)Funding liquidity risk: Definition and measurement (2012)Fear of Fire Sales and the Credit Freeze (2009)A model of liquidity hoarding and term premia in inter-bank markets (2011)Optimal Interventions in Markets with Adverse Selection (2012)
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References

  • n.d.A Black Swan in the Money Market610 cited
  • 1968COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY326 cited
  • 2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
  • 2018Unconventional monetary policies: a re-appraisal239 cited
  • 2009Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk233 cited
  • 2008The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate212 cited
  • 2011The Interbank Market after August 2007: What Has Changed, and Why?203 cited
  • 2001Monetary Policy in the Information Economy193 cited
  • 2007Systemic Illiquidity in the Federal Funds Market187 cited
  • 2006Interest rate corridors and reserves157 cited
  • 2004Monetary Policy Implementation: Theory, past, and present126 cited
  • 2008Monetary policy in a channel system116 cited
  • 2017Liquidity regulation and the implementation of monetary policy104 cited
  • 2008Further Results on a Black Swan in the Money Market56 cited
  • 2011Should Unconventional Balance Sheet Policies Be Added to the Central Bank Toolkit? A Review of the Experience so Far45 cited

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  • 2009Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?43 cited
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    • 2015A search-based model of the interbank money market and monetary policy implementation72 cited