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Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis

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  • Asani Sarkar
  • Jeffrey Shrader

Abstract

New York Fed economists Asani Sarkar and Jeffrey Shrader examine the Federal Reserve’s recent liquidity actions in the context of studies on financial amplification mechanisms, whereby an initial financial sector shock triggers substantially larger shocks elsewhere in the sector and in the broader economy. Presented at "Central Bank Liquidity Tools and Perspectives on Regulatory Reform" a conference sponsored by the Federal Reserve Bank of New York, February 19-20, 2009.

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Bibliographic Info

Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (2010)
Issue (Month): Aug ()
Pages: 55-74

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Handle: RePEc:fip:fednep:y:2010:i:aug:p:55-74:n:v.16no.1

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Keywords: Federal Reserve System ; Liquidity (Economics) ; Financial crises;

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  1. Nobuhiro Kiyotaki & Gauti Eggertsson & Andrea Ferrero & Marco Del Negro, 2010. "The Great Escape? A Quantitative Evaluation of the Fed’s Non-Standard Policies," 2010 Meeting Papers 113, Society for Economic Dynamics.
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Cited by:
  1. Vasco Curdia & Michael Woodford, . "The Central-Bank Balance Sheet as an Instrument of Monetary Policy," Discussion Papers 0910-19, Columbia University, Department of Economics.
  2. £ukasz Goczek, 2011. "Federal policy responses to the 2007-2009 credit crunch in the US," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 6, pages 27-42.
  3. Jankowitsch, Rainer & Nashikkar, Amrut & Subrahmanyam, Marti G., 2011. "Price dispersion in OTC markets: A new measure of liquidity," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 343-357, February.
  4. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series WP-2011-04, Federal Reserve Bank of Chicago.

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