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.2014.03.005zbMath1402.91538OpenAlexW2048506863MaRDI QIDQ1994553

Selva Demiralp, Seth Carpenter, Jens Eisenschmidt

Publication date: 1 November 2018

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

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

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)

Related Items (2)

The federal funds market, excess reserves, and unconventional monetary policy ⋮ The role of financial intermediaries in monetary policy transmission

Uses Software

• Stata
• xtabond2

Cites Work

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• Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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