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Risk reallocation under Central Bank’s large-scale asset purchases

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  • Bernardino Adão
  • Alberto López Martín

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  • Bernardino Adão & Alberto López Martín, 2023. "Risk reallocation under Central Bank’s large-scale asset purchases," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:re202308
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    References listed on IDEAS

    as
    1. Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2021. "Portfolio rebalancing and the transmission of large-scale asset purchase programs: Evidence from the Euro area," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    2. Bindseil, Ulrich, 2014. "Monetary Policy Operations and the Financial System," OUP Catalogue, Oxford University Press, number 9780198716907, Decembrie.
    3. Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen, 2018. "ECB Policies Involving Government Bond Purchases: Impact and Channels [The “greatest” carry trade ever? Understanding eurozone bank risks]," Review of Finance, European Finance Association, vol. 22(1), pages 1-44.
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