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Collateral scarcity premia in euro area repo markets
Ferrari, Massimo, (2017)
The great escape? : a quantitative evaluation of the Fed's liquidity facilities
Del Negro, Marco, (2011)
Monetary policy and real borrowing costs at the zero lower bound
Gilchrist, Simon, (2014)
Time Series Analysis
Hamilton, James D., (1994)
What is an oil shock?
Hamilton, James D., (2000)
The daily market for federal funds
Hamilton, James D., (1995)