Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort

DOI10.1093/RESTUD/RDAB074zbMath1497.91190OpenAlexW3212196606MaRDI QIDQ5090046

Saleem Bahaj, Ricardo Reis

Publication date: 15 July 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdab074

zbMATH Keywords

bond portfolio flowscurrency basisliquidity facilities

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Credit risk (91G40)

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