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Financial Market Liquidity and the Lender of Last Resort

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Author Info
Ewerhart, C.
Valla, N.

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Abstract

It has been argued in the literature that emergency liquidity injections should be conducted preferably in the form of open market operations. As we show in the present paper, this is not necessarily the case when liquidity may be alternatively used for speculative purposes during the crisis. In such a situation, non-discriminating operations may attract unfunded market participants that divert funding resources away from its best uses in the financial sector. As a consequence, targeted liquidity assistance may become strictly superior. The analysis might have a bearing on recent developments in the context of the subprime crisis.

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File URL: http://www.banque-france.fr/gb/publications/telechar/ner/ner178.pdf
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Publisher Info
Paper provided by Banque de France in its series Documents de Travail with number 178.

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Length: 32 pages
Date of creation: 2007
Date of revision:
Handle: RePEc:bfr:banfra:178

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Related research
Keywords: Liquidity ; Financial markets ; Lender of last resort.;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation

References listed on IDEAS
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  1. Rochet, Jean-Charles & Vives, Xavier, 2004. "Coordination Failures and the Lender of Last Resort : Was Bagehot Right After All?," IDEI Working Papers 294, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
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  2. Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May. [Downloadable!] (restricted)
  3. Xavier Freixas & Jean-Charles Rochet & Bruno M. Parigi, 2004. "The Lender of Last Resort: A Twenty-First Century Approach," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1085-1115, December. [Downloadable!] (restricted)
  4. Grossman, S.J. & Miller, M.H., 1988. "Liquidity And Market Structure," Papers 88, Princeton, Department of Economics - Financial Research Center.
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  5. João A. C. Santos, 2006. "Insuring Banks Against Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort," Journal of Economic Surveys, Blackwell Publishing, vol. 20(3), pages 459-482, 07. [Downloadable!] (restricted)
  6. Rafael Repullo, 2000. "Who should act as lender of last resort? an incomplete contracts model," Proceedings, Federal Reserve Bank of Cleveland, pages 580-610.
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  7. Flannery, Mark J, 1996. "Financial Crises, Payment System Problems, and Discount Window Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 804-24, November. [Downloadable!] (restricted)
    Other versions:
  8. Antonio E. Bernardo & Ivo Welch, 2004. "Liquidity and Financial Market Runs," The Quarterly Journal of Economics, MIT Press, vol. 119(1), pages 135-158, February. [Downloadable!] (restricted)
    Other versions:
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