Related Books

Scarcity and Spotlight Effects on Term Structure
Language: en
Pages: 44
Authors: Loriana Pelizzon
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

We investigate the determinants of the term structures of bond yield and market liquidity in the context of the Quantitative Easing (QE) programs implemented by
Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market
Language: en
Pages: 43
Authors: Mr.Fei Han
Categories: Business & Economics
Type: BOOK - Published: 2018-05-09 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Quantitative easing could improve market liquidity through many channels such as relaxing bank funding constraints, increasing risk appetite, and facilitating t
The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area
Language: en
Pages: 45
Authors: William Arrata
Categories: Business & Economics
Type: BOOK - Published: 2018-12-07 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Most short-term interest rates in the Euro area are below the European Central Bank deposit facility rate, the rate at which the central bank remunerates banks�
Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates
Language: en
Pages: 0
Authors: Ruggiero Jappelli
Categories:
Type: BOOK - Published: 2023 - Publisher:

DOWNLOAD EBOOK

We develop a quantity-driven general equilibrium model that integrates the term structure of interest rates with the repurchase agreements (repo) market to shed
Flow and Stock Effects of Large-Scale Treasury Purchases
Language: en
Pages: 40
Authors: Stefania D'Amico
Categories: Business & Economics
Type: BOOK - Published: 2011-02 - Publisher: DIANE Publishing

DOWNLOAD EBOOK

This is a print on demand edition of a hard to find publication. Using a panel of daily CUSIP-level data, the authors study the effects of the Federal Reserve¿