The Fed takes on corporate credit risk : an analysis of the efficacy of the SMCCF
Year of publication: |
2024
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Authors: | Gilchrist, Simon ; Wei, Bin ; Yue, Vivian Z. ; Zakrajšek, Egon |
Published in: |
Journal of monetary economics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460612-4. - Vol. 146.2024, Art.-No. 103573, p. 1-17
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Subject: | COVID-19 | Credit market support facilities | Credit spreads | Event study | Preferred habitat | Purchase effects | SMCCF | Coronavirus | Kreditpolitik | Credit policy | Geldpolitik | Monetary policy | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Kreditmarkt | Credit market | Differenz von Differenzen | Difference in differences | Wirkungsanalyse | Impact assessment |
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