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  • Search: subject_exact:"Liquiditätseffekt"
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Year of publication
Subject
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Liquiditätseffekt 407 Liquidity effect 391 Theorie 188 Theory 182 Geldpolitik 125 Monetary policy 116 USA 109 United States 105 Liquidität 83 Liquidity 78 Geldmarkt 44 Money market 41 Geldpolitische Transmission 40 Monetary transmission 40 Bankenliquidität 39 Bank liquidity 38 Schock 38 Zins 38 Shock 37 Interest rate 35 Estimation 31 Schätzung 31 Betriebliche Liquidität 25 Corporate liquidity 25 Finanzkrise 24 Deutschland 23 EU-Staaten 22 Financial crisis 22 Finanzmarkt 22 EU countries 21 Geldmenge 21 Money supply 21 Market liquidity 20 Marktliquidität 20 Rentenmarkt 20 Bond market 19 Financial market 19 Germany 19 Offenmarktpolitik 18 Open market operations 17
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Online availability
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Free 140 Undetermined 24
Type of publication
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Book / Working Paper 210 Article 197
Type of publication (narrower categories)
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Article in journal 179 Aufsatz in Zeitschrift 179 Working Paper 141 Arbeitspapier 127 Graue Literatur 119 Non-commercial literature 119 Aufsatz im Buch 17 Book section 17 Hochschulschrift 12 Thesis 12 Bibliografie enthalten 3 Bibliography included 3 Article 2 Case study 1 Collection of articles written by one author 1 Commentary 1 Fallstudie 1 Kommentar 1 Sammlung 1
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Language
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English 373 German 20 French 7 Spanish 3 Hungarian 1 Italian 1 Lithuanian 1 Norwegian 1
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Author
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Christiano, Lawrence J. 14 Cassola, Nuno 10 Demiralp, Selva 8 Thornton, Daniel L. 8 Morana, Claudio 7 Boudt, Kris 6 Eichenbaum, Martin 6 Eichenbaum, Martin S. 6 Ejerskov, Steen 6 Occhino, Filippo 6 Benhabib, Jess 5 Pagan, Adrian R. 5 Paulus, Ellen C. S. 5 Robertson, John C. 5 Rosenthal, Dale W. R. 5 Schmitt-Grohé, Stephanie 5 Uribe, Martín 5 Andrés, Javier 4 Auray, Stéphane 4 Carpenter, Seth B. 4 Ewerhart, Christian 4 Hendry, Scott 4 Jordà, Òscar 4 Leeper, Eric M. 4 López-Salido, José David 4 Marquis, Milton H. 4 Mihov, Ilian 4 Bernanke, Ben 3 Breedon, Francis J. 3 Chiu, Jonathan 3 Edmans, Alex 3 Enders, Zeno 3 Fang, Vivian W. 3 Fève, Patrick 3 Hamilton, James D. 3 Judson, Ruth A. 3 Khwaja, Asim Ijaz 3 Klee, Elizabeth 3 Lahiri, Radhika 3 Landais, Camille 3
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Institution
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National Bureau of Economic Research 8 Australian National University / Faculty of Economics and Commerce 2 Federal Reserve Bank of San Francisco 2 Rutgers University / Department of Economics 2 Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris> 1 European University Institute / Department of Economics 1 Federal Reserve Bank of Dallas / Research Department 1 Keizai-Sangyō-Kenkyūsho <Tokio> 1 Texas Conference on Monetary Economics <1994, Dallas, Tex.> 1 University of California Davis / Department of Economics 1 University of Toronto / Department of Economics 1
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Published in...
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NBER working paper series 8 Finance and economics discussion series 7 Journal of monetary economics 7 Working paper / National Bureau of Economic Research, Inc. 7 Working paper series / European Central Bank 7 ECB Working Paper 6 Journal of financial and quantitative analysis : JFQA 6 Journal of macroeconomics 6 Journal of money, credit and banking : JMCB 6 Macroeconomic dynamics 5 Working paper series / European Central Bank ; Eurosystem 5 Corporate finance / Biz 4 Discussion paper / Centre for Economic Policy Research 4 IMF working paper 4 Journal of banking & finance 4 Journal of international money and finance 4 NBER Working Paper 4 Research Division working papers 4 Working Paper 4 Working papers in economics and econometrics 4 Dissertation.de 3 IMES discussion paper series / Englische Ausgabe 3 International finance discussion papers 3 Journal of accounting & economics 3 Journal of economics & business 3 Review of quantitative finance and accounting 3 The journal of finance : the journal of the American Finance Association 3 Working papers / Rutgers University, Department of Economics 3 Applied economics 2 Applied financial economics 2 Bank of Finland research discussion papers 2 BuR - Business Research 2 Business research 2 CESifo working papers 2 Carnegie Rochester conference series on public policy : a bi-annual conference proceedings 2 Departmental working papers / United States Naval Academy Department of Economics 2 Discussion paper / Institute for Empirical Macroeconomics 2 Discussion paper series / IZA 2 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 2 Documentos de trabajo / Banco de España, Servicio de Estudios 2
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Source
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ECONIS (ZBW) 389 EconStor 16 ArchiDok 2
Showing 1 - 50 of 407
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The Liquidity Effect of the Federal Reserve's Balance Sheet Reduction on Short-Term Interest Rates
Bräuning, Falk - 2022
I examine the impact of the Federal Reserve's balance sheet reduction on short-term interest rates emanating from the declining supply of reserve balances. Using an exogenous shift in the supply of reserves, I estimate that by January 2019, when the Fed will have reduced its portfolio by $500...
Persistent link: https://ebtypo.dmz1.zbw/10013298346
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Long-Term Liquidity Effects of Large-Scale Asset Purchase Programs : Evidence from the Euro Covered Bond Market
Weigerding, Michael - 2022
This study documents that asset purchase programs can dampen market liquidity. It uses a unique dataset of global euro-denominated covered bonds, which quantitative easing has affected to a larger extent than other markets. While the start of the central bank purchases amplifies liquidity for...
Persistent link: https://ebtypo.dmz1.zbw/10013306995
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Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
Chotipong Charoensom; Thaisiri Watewai - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013259623
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Liquidity Effects, Monetary Policy, and the Business Cycle
Eichenbaum, Martin; Christiano, Lawrence J. - 2022
This paper presents new empirical evidence to support the hypothesis that positive money supply shocks drive short-term interest rates down. We then present a quantitative, general equilibrium model which is consistent with the hypothesis. The two key features of our model are that (i) money...
Persistent link: https://ebtypo.dmz1.zbw/10013324130
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Three liquid assets
Amendola, Nicola; Carbonari, Lorenzo; Ferraris, Leo - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012595634
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Three liquid assets
Amendola, Nicola; Carbonari, Lorenzo; Ferraris, Leo - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013189353
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Incorporating Asset Liquidity Effects in Economic-Capital Modeling Algorithms
Al Janabi, Mazin A. M. - 2021
Recent turmoil in financial markets endorses the need for rigorous handling and integration of asset liquidity risk into Value-at-Risk (VaR) models. In this work we develop and test measures of certain kinds of asset liquidity risk that is useful for completing the definition of market risk and...
Persistent link: https://ebtypo.dmz1.zbw/10013227808
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Liquidity Effects and the Monetary Transmission Mechanism
Christiano, Lawrence J.; Eichenbaum, Martin - 2021
Several recent papers provide strong empirical support for the view that an expansionary monetary policy disturbance generates a persistent decrease in interest rates and a persistent increase in output and employment. Existing quantitative general equilibrium models, which allow for capital...
Persistent link: https://ebtypo.dmz1.zbw/10013228629
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Identification and the Liquidity Effect of a Monetary Policy Shock
Christiano, Lawrence J.; Eichenbaum, Martin - 2021
Conventional wisdom holds that unanticipated expansionary monetary policy shocks cause transient but persistent decreases in real and nominal interest rates. However a number of econometric studies argue that the evidence favors the opposite view, namely that these shocks actually raise, rather...
Persistent link: https://ebtypo.dmz1.zbw/10013239154
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Comovements in Volatility in the Euro Money Market
Cassola, Nuno; Morana, Claudio - 2021
This paper assesses the sources of volatility persistence in Euro Area money market interest rates and the existence of linkages relating volatility dynamics. The main findings of the study are as follows. Firstly, there is evidence of stationary long memory, of similar degree, in all series....
Persistent link: https://ebtypo.dmz1.zbw/10013317311
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The Determinants of the Overnight Interest Rate in the Euro Area
Moschitz, Julius - 2021
The overnight interest rate is the price paid for one day loans and defines the short end of the yield curve. It is the equilibrium outcome of supply and demand for bank reserves. This paper models the intertemporal decision problems in the reserve market for both central and commercial banks....
Persistent link: https://ebtypo.dmz1.zbw/10013319076
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Liquidity, Information, and the Overnight Rate
Ewerhart, Christian; Cassola, Nuno; Ejerskov, Steen; … - 2021
We model the interbank market for overnight credit with heterogeneous banks and asymmetric information. An unsophisticated bank just trades to compensate its liquidity imbalance, while a sophisticated bank will exploit its private information about the liquidity situation in the market. It is...
Persistent link: https://ebtypo.dmz1.zbw/10013319238
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The Price Effects of Liquidity Shocks : A Study of SEC's Tick-Size Experiment
Albuquerque, Rui A. - 2020
Do stock prices of publicly listed companies respond to changes in transaction costs? Using the SEC's pilot program that increased the tick size for approximately 1,200 randomly chosen stocks, we find a stock price decrease between 1.75% and 3.2% for small spread stocks affected by the larger...
Persistent link: https://ebtypo.dmz1.zbw/10012853334
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How Much Liquidity Would a Liquidity-saving Mechanism Save if a Liquidity-saving Mechanism could Save Liquidity? A Simulation Approach for Canada’s Large-value Payment System
Byck, Shaun - 2020
Canada's Large Value Transfer System (LVTS) is in the process of being replaced by a real-time gross settlement (RTGS) system. A pure RTGS system typically requires participants to hold large amounts of intraday liquidity in order to settle their payment obligations. Implementing one or more...
Persistent link: https://ebtypo.dmz1.zbw/10012836276
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Liquidity shocks and overnight interest rates in emerging markets : evidence from GARCH models for India
Singh, Bhupal - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012272029
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The real effects of monetary expansions : evidence from a large-scale historical experiment
Palma, Nuno - In: The review of economic studies : RES 89 (2022) 3, pp. 1593-1627
Persistent link: https://ebtypo.dmz1.zbw/10013254007
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The welfare costs of inflation
Benati, Luca; Nicolini, Juan Pablo - 2019
We estimate the welfare costs of inflation originating from lack of liquidity satiation - as in Bailey (1956), Friedman (1969), Lucas (2000), and Ireland (2009) - for the U.S., U.K., Canada, and three countries/economic areas (Switzerland, Sweden, and the Euro area) in which interest rates have...
Persistent link: https://ebtypo.dmz1.zbw/10012420699
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Flighty Liquidity
Boyarchenko, Nina - 2019
We study how the risks to future liquidity flow across corporate bond, Treasury, and stock markets. We document distribution “flight-to-safety” effects: a deterioration in the liquidity of high-yield corporate bonds forecasts an increase in the average liquidity of Treasury securities and a...
Persistent link: https://ebtypo.dmz1.zbw/10012897700
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The welfare costs of inflation
Benati, Luca; Nicolini, Juan Pablo - 2019
We estimate the welfare costs of inflation originating from lack of liquidity satiation - as in Bailey (1956), Friedman (1969), Lucas (2000), and Ireland (2009) - for the U.S., U.K., Canada, and three countries/economic areas (Switzerland, Sweden, and the Euro area) in which interest rates have...
Persistent link: https://ebtypo.dmz1.zbw/10012145269
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The impact of QE on liquidity : evidence from the UK Corporate Bond Purchase Scheme
Boneva, Lena; Elliott, David; Kaminska, Iryna; Linton, … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011979458
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The impact of QE on liquidity : evidence from the UK corporate bond purchase scheme
Boneva, Lena; Elliott, David; Kaminska, Iryna; Linton, … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012698910
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How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? : a simulation approach for Canada's large-value payment system
Byck, Shaun; Heijmans, Ronald - In: The journal of financial market infrastructures 9 (2021) 3, pp. 1-28
Persistent link: https://ebtypo.dmz1.zbw/10013269943
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Is there always a trade-off between insurance and incentives? : the case of unemployment with subsistence constraints
Mesén Vargas, Juliana; Van der Linden, Bruno - 2018
This article analyzes the behavioral effects of unemployment benefits (UB) and it characterizes their optimal level when jobless people, who can carry out a subsistence activity, only survive if they have access to a minimum consumption level. Our model shows that if the level of UB is low...
Persistent link: https://ebtypo.dmz1.zbw/10011847539
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Scarcity Effects of Quantitative Easing on Market Liquidity : Evidence from the Japanese Government Bond Market
Han, Fei - 2018
Quantitative easing could improve market liquidity through many channels such as relaxing bank funding constraints, increasing risk appetite, and facilitating trades. However, it can also reduce market liquidity when the increase in the central bank's holdings of certain securities leads to a...
Persistent link: https://ebtypo.dmz1.zbw/10012913879
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The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations
Rezende, Marcelo - 2018
We estimate the effects of the liquidity coverage ratio (LCR), a liquidity requirement for banks, on the tenders that banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of central bank reserves. We identify these effects using variation in LCR...
Persistent link: https://ebtypo.dmz1.zbw/10012936122
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Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment
Jylha, Petri - 2018
Using an exogenous reduction in margin requirements, this paper shows that funding liquidity causally affects market liquidity. On July 14, 2005 the Securities and Exchange Commission approved a pilot program that permitted portfolio margining of index options but not equity options. The...
Persistent link: https://ebtypo.dmz1.zbw/10012937020
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The Costs of Quantitative Easing : Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases
Kandrac, John - 2018
In this paper, I evaluate a potential cost of large-scale asset programs, also known as quantitative easing (QE). Specifically, I assess the effect of ongoing Federal Reserve mortgage-backed security (MBS) purchases on liquidity conditions in the MBS market. Considering several indicators of...
Persistent link: https://ebtypo.dmz1.zbw/10012937923
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The Effect of Liquidity on Governance
Edmans, Alex - 2018
This paper studies the effect of stock liquidity on blockholder governance. Conditional upon acquiring a stake, liquidity reduces the likelihood that a blockholder governs through voice (intervention) – as shown by the greater propensity to file Schedule 13Gs (passive investment) than 13Ds...
Persistent link: https://ebtypo.dmz1.zbw/10012940410
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Liquidity Effects of Institutional Investment Horizons
Lei, Zhen - 2018
We examine whether institutional investors with different investment horizons exert different influences on a stock's liquidity effects. Our findings show that stocks increased by short-term institutions become more liquid while stocks increased by long-term institutions become less liquid....
Persistent link: https://ebtypo.dmz1.zbw/10012928309
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Lump-sum severance grants and the duration of unemployment
Andersson, Josefine - 2018
The well-known positive relationship between the unemployment benefit level and unemployment duration can be separated into two potential sources; a moral hazard effect, and a liquidity effect pertaining to the increased ability to smooth consumption. The latter is a socially optimal response...
Persistent link: https://ebtypo.dmz1.zbw/10011951926
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Econometric analysis of the effects of economic conditions on the health of newborns
Berg, Gerard J. van den; Paul, Alexander Gabriel; … - 2018
We examine whether economic downturns are beneficial to health outcomes of newborn infants in developed countries. For this we use merged populationwide registers on health and economic and demographic variables, including the national medical birth register and intergenerational link registers...
Persistent link: https://ebtypo.dmz1.zbw/10011951929
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Market liquidity and funding liquidity : empirical analysis of liquidity flows using VAR framework
Czelleng, Adam - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 4, pp. 513-530
Persistent link: https://ebtypo.dmz1.zbw/10012438066
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A taxonomy of liquidity
Culham, James - In: International journal of political economy : a journal … 49 (2020) 3, pp. 188-202
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Liquidity and monetary transmission : a quasi-experimental approach
Miller, Sam; Wanengkirtyo, Boromeus - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012597835
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Liquidity Discount Model and Spillover Effects
Blackburn, Douglas W. - 2017
The recent global financial crisis reignited concerns over systemic risk in the financial industry as a new type of systemic risk emerged – the severe loss of asset value due to illiquidity. The crisis has sparked a large body of research and has led to a number of new quantitative indicators...
Persistent link: https://ebtypo.dmz1.zbw/10012957024
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Money, Liquidity, and the Structure of Production
Hendrickson, Joshua R. - 2017
We use a model in which media of exchange are essential to examine the role of liquidity and monetary policy on production and investment decisions in which time is an important element. Specifically, we consider the effects of monetary policy on the length of production time and entry and exit...
Persistent link: https://ebtypo.dmz1.zbw/10012972125
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Funding Liquidity, Market Liquidity and TED Spread : A Two-Regime Model
Boudt, Kris - 2017
We study the effect of market liquidity on equity-collateralized funding, accounting for endogeneity. Theory suggests market liquidity can affect funding liquidity in stabilizing and destabilizing manners. Using a new proxy for equity-collateralized funding liquidity of S&P 500 stocks over the...
Persistent link: https://ebtypo.dmz1.zbw/10012976394
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The price effects of liquidity shocks : a study of SEC's tick-size experiment
Albuquerque, Rui; Song, Shiyun; Yao, Chen - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011820060
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Heterogeneous consumers, segmented asset markets, and the real effects of monetary policy
Enders, Zeno - 2017
This paper proposes a novel mechanism by which changes in the distribution of money holdings have real effects. Specifically, I develop a flexible-price model of segmented asset markets that generates real aggregate effects of monetary policy through the dependence of optimal markups on the...
Persistent link: https://ebtypo.dmz1.zbw/10011653639
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Moral hazard versus liquidity and the optimal timing of unemployment benefits
Campos, Rodolfo G.; García Peréz, José Ignacio; … - 2017 - Date of this version: July 4, 2017
Persistent link: https://ebtypo.dmz1.zbw/10011700743
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Is there always a trade-off between insurance and incentives? : the case of unemployment with subsistence constraints
Mesén Vargas, Juliana; Van der Linden, Bruno - 2017
This article analyzes the behavioral effects of unemployment benefits (UB) and it characterizes their optimal level when jobless people only survive if they have access to a minimum or subsistence consumption level in each period. To survive when the level of UB is very low, they carry out a...
Persistent link: https://ebtypo.dmz1.zbw/10011732093
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Liquidity Effect on the Asset Price Forecasting
Merdan, Huseyin - 2016
The effect of the high/low liquidity in the market on the asset price forecasting is studied by deriving a system of ordinary differential equations. The model is an extension of that introduced by Caginalp and Merdan for the system involving a single asset traded by heterogenous groups....
Persistent link: https://ebtypo.dmz1.zbw/10012994026
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The existence and persistence of liquidity effects : evidence from a large-scale historical natural experiment
Palam, Nuno - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011444509
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The effects of liquidity regulation on bank demand in monetary policy operations
Rezende, Marcelo; Styczynski, Mary-Frances; Vojtech, … - 2016
We estimate the effects of the liquidity coverage ratio (LCR), a liquidity requirement for banks, on the tenders that banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of bank reserves. We identify these effects using variation in LCR...
Persistent link: https://ebtypo.dmz1.zbw/10011578907
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Size matters : how over-investments relax liquidity constraints in relational contracts
Englmaier, Florian; Fahn, Matthias - In: The economic journal : the journal of the Royal … 129 (2019) 624, pp. 3092-3106
Persistent link: https://ebtypo.dmz1.zbw/10012195121
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J-liquidity measure : the term structure of the liquidity premium in Japan
Hattori, Takahiro - In: Japan and the world economy : international journal of … 49 (2019), pp. 61-72
Persistent link: https://ebtypo.dmz1.zbw/10012306111
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An SVAR approach to evaluation of monetary policy in India : solution to the exchange rate puzzles in an open economy
Barnett, William A.; Bhadury, Soumya; Ghosh, Taniya - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011406254
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The interaction between funding liquidity and market liquidity : evidence from subprime and European crises
Takeyama, Azusa; Tsuchida, Naoshi - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011375981
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Sinkholes and residential property prices : presence, proximity, and density
Dumm, Randy E.; Sirmans, G. Stacy; Smersh, Greg T. - In: The journal of real estate research 40 (2018) 1, pp. 41-68
Persistent link: https://ebtypo.dmz1.zbw/10011875443
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The liquidity of money
Hayes, Mark - In: Cambridge journal of economics 42 (2018) 5, pp. 1205-1218
Persistent link: https://ebtypo.dmz1.zbw/10012051832
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