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Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets
16 references·1 citing·49 second hop
Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets (2017)Determining the effectiveness of the Euro…Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Evaluating the impact of unco…The Financial and Macroeconomic Effects of OMT Announcements (2014)The Financial and Macroeconom…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…Four Stories of Quantitative Easing (2013)Four Stories of Quantitative …The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)The EMU sovereign-debt crisis…Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Quantitative Easing and Uncon…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2010)Large-Scale Asset Purchases b…A model of unconventional monetary policy (2010)A model of unconventional mon…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower BoundUnconventional Monetary Polic…Effects of asset purchases and financial stability measures on term premia in the euro area (2018)Effects of asset purchases an…A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Bond Supply and Excess Bond Returns (2008)Bond Supply and Excess Bond Returns (2014)Unconventional monetary policies: a re-appraisal (2018)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)The Impact of Uncertainty Shocks (2009)Financial crisis, US unconventional monetary policy and international spillovers (2015)What are the macroeconomic effects of asset purchases? (2016)QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)Macroeconomic Shocks and Their Propagation (2016)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)A Monetary History of the United States, 1867-1960 (2008)Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)A Model of Balance-of-Payments Crises (1979)Estimating long-run relationships from dynamic heterogeneous panels (1995)The Purchasing Power Parity Puzzle (1996)Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone* (2012)European economic integration in times of crisis: a case of neofunctionalism? (2015)Oil price shocks, global financial markets and their connectedness (2020)Liquidity Preference as Behavior Towards Risk (1958)Multivariate Simultaneous Generalized ARCH (1995)On the International Spillovers of US Quantitative Easing (2016)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Aggregate Demand for Treasury Debt (2012)Intermediary Asset Pricing (2013)The Signaling Channel for Federal Reserve Bond Purchases (2013)Capital flows to emerging market economies: A brave new world? (2014)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
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  • 2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion458 cited
  • 2012Quantitative Easing and Unconventional Monetary Policy – an Introduction423 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
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  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
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  • 2015Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme316 cited
  • n.d.Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

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310 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • 2014The Financial and Macroeconomic Effects of OMT Announcements266 cited
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    • 2018Effects of asset purchases and financial stability measures on term premia in the euro area19 cited