Benoît Nguyen
(Benoit Nguyen)
Personal Details
First Name: | Benoit |
Middle Name: | |
Last Name: | Nguyen |
Suffix: | |
RePEc Short-ID: | png225 |
[This author has chosen not to make the email address public] | |
https://benoitnguyen.github.io/ | |
Twitter: | @benoit_nguyen |
Affiliation
Banque de France
Paris, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mésonnier Jean-Stéphane & Nguyen Benoît, 2021. "Showing off cleaner hands: mandatory climate-related disclosure by financial institutions and the financing of fossil energy," Working papers 800, Banque de France.
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019.
"Inspecting the Mechanism of Quantitative Easing in the Euro Area,"
CEPR Discussion Papers
13906, C.E.P.R. Discussion Papers.
- Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
- William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- J. Barthélemy & V. Bignon & B. Nguyen, 2017.
"Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis,"
Working papers
631, Banque de France.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Working Papers hal-04141650, HAL.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers 2017-21, University of Paris Nanterre, EconomiX.
- W. Arrata & B. Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
- W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
- R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
Articles
- Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.
- Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017. "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, vol. 107(5), pages 621-627, May.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017.
"Monetary policy, illiquid collateral and bank lending during the European sovereign debt crisis,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 111-130.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary Policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," SciencePo Working papers Main hal-03945930, HAL.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary Policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Post-Print hal-03945930, HAL.
- M. Marx & B. Nguyen & J.-G. Sahuc, 2016. "Monetary policy measures in the euro area and their effects since 2014," Rue de la Banque, Banque de France, issue 32, october..
- Benoît Besson & Benoît Nguyen, 2010. "Crise financière et politique monétaire," Revue d'Économie Financière, Programme National Persée, vol. 100(4), pages 69-88.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mésonnier Jean-Stéphane & Nguyen Benoît, 2021.
"Showing off cleaner hands: mandatory climate-related disclosure by financial institutions and the financing of fossil energy,"
Working papers
800, Banque de France.
Cited by:
- Louis Daumas, 2021. "Should we fear transition risks - A review of the applied literature," Working Papers 2021.05, FAERE - French Association of Environmental and Resource Economists.
- Lhuissier Stéphane & Nguyen Benoît, 2021.
"The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification,"
Working papers
806, Banque de France.
Cited by:
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023.
"The conditionality of monetary policy instruments,"
EconomiX Working Papers
2023-15, University of Paris Nanterre, EconomiX.
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
- Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023.
"The conditionality of monetary policy instruments,"
EconomiX Working Papers
2023-15, University of Paris Nanterre, EconomiX.
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019.
"Inspecting the Mechanism of Quantitative Easing in the Euro Area,"
CEPR Discussion Papers
13906, C.E.P.R. Discussion Papers.
- Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
Cited by:
- Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022.
"Who Holds Sovereign Debt and Why It Matters,"
NBER Working Papers
30087, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Fang, Xiang & Hardy, Bryan, 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022.
"The risks of exiting too early the policy responses to the COVID-19 recession,"
LSE Research Online Documents on Economics
113327, London School of Economics and Political Science, LSE Library.
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021. "The risks of exiting too early the policy responses to the COVID-19 recession," Working Papers 484, University of Milano-Bicocca, Department of Economics.
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021. "The risks of exiting too early the policy responses to the COVID-19 recession," Working Paper series 21-22, Rimini Centre for Economic Analysis.
- Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
- Tom Hudepohl, 2022. "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers 756, DNB.
- de Haan, Leo & Vermeulen, Robert, 2021. "Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020.
"Do conventional monetary policy instruments matter in unconventional times?,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
- Jakl Jakub, 2019. "The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 95-117, June.
- Alves, Nuno & Bonfim, Diana & Soares, Carla, 2021. "Surviving the perfect storm: The role of the lender of last resort☆," Journal of Financial Intermediation, Elsevier, vol. 47(C).
- Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2018. "Eurosystem asset purchases and portfolio rebalancing in the euro area," Rue de la Banque, Banque de France, issue 60, April.
- Fidora, Michael & Schmitz, Martin & Bergant, Katharina, 2020.
"International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme,"
Working Paper Series
2388, European Central Bank.
- Katharina Bergant & Michael Fidora & Martin Schmitz, 2020. "International Capital Flows at the Security Level – Evidence from the ECB’s Asset Purchase Programme," IMF Working Papers 2020/046, International Monetary Fund.
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
- Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
- Jonas Heipertz & Amine Ouazad & Romain Rancière, 2019.
"The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach,"
NBER Working Papers
26049, National Bureau of Economic Research, Inc.
- Rancière, Romain & Ouazad, Amine & Heipertz, Jonas, 2019. "The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach," CEPR Discussion Papers 13855, C.E.P.R. Discussion Papers.
- Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd, 2021. "Euro area sovereign bond risk premia during the Covid-19 pandemic," Working Paper Series 2561, European Central Bank.
- Breckenfelder, Johannes & Hoerova, Marie, 2023.
"Do non-banks need access to the lender of last resort? Evidence from fund runs,"
Working Paper Series
2805, European Central Bank.
- Hoerova, Marie & Breckenfelder, Johannes, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers 18122, C.E.P.R. Discussion Papers.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2021. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," CESifo Working Paper Series 9363, CESifo.
- Monasterolo,Irene & Mandel,Antoine & Battiston,Stefano & Mazzocchetti,Andrea & Oppermann,Klaus & Coony,Jonathan D'Entremont & Stretton,Stephen John & Stewart,Fiona Elizabeth & Dunz,Nepomuk Max Ferdina, 2022. "The Role of Green Financial Sector Initiatives in the Low-Carbon Transition : A Theoryof Change," Policy Research Working Paper Series 10181, The World Bank.
- Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
- Galema, Rients & Lugo, Stefano, 2021.
"When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- R.J. Galema & S. Lugo, 2017. "When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program," Working Papers 17-16, Utrecht School of Economics.
- Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
- Bank for International Settlements, 2023. "Central bank asset purchases in response to the Covid-19 crisis," CGFS Papers, Bank for International Settlements, number 68, August.
- 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).
- Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).
- Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019. "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
- Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018. "International capital flows at the security level � evidence from the ECB�s asset purchase programme," ECMI Papers 13926, Centre for European Policy Studies.
- Riedler, Jesper & Koziol, Tina, 2021. "Scaling, unwinding and greening QE in a calibrated portfolio balance model," ZEW Discussion Papers 21-086, ZEW - Leibniz Centre for European Economic Research.
- Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.
- Corradin, Stefano & Schwaab, Bernd, 2023. "Euro area sovereign bond risk premia before and during the Covid-19 pandemic," European Economic Review, Elsevier, vol. 153(C).
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019.
"Tracing the impact of the ECB’s asset purchase programme on the yield curve,"
Working Paper Series
2293, European Central Bank.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Nozawa, Yoshio & Qiu, Yancheng, 2021. "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Jean Barthélémy & Paul Gardin & Benoit Nguyen, 2023. "Stablecoins and the Financing of the Real Economy," Working papers 908, Banque de France.
- Guillaume Horny & Supriya Kapoor, 2021. "Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECB's Corporate QE," Trinity Economics Papers tep1121, Trinity College Dublin, Department of Economics.
- Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
- Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
- Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
- William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018.
"The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area,"
IMF Working Papers
2018/258, International Monetary Fund.
Cited by:
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021.
"Safe asset shortage and collateral reuse,"
Discussion Papers
39/2021, Deutsche Bundesbank.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," SAFE Working Paper Series 355, Leibniz Institute for Financial Research SAFE.
- Moench, Emanuel & Jank, Stephan & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," CEPR Discussion Papers 16439, C.E.P.R. Discussion Papers.
- Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
- Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
- Mr. Manmohan Singh & Rohit Goel, 2019. "Pledged Collateral Market's Role in Transmission to Short-Term Market Rates," IMF Working Papers 2019/106, International Monetary Fund.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021.
"Safe asset shortage and collateral reuse,"
Discussion Papers
39/2021, Deutsche Bundesbank.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018.
"Monetary Policy and Collateral Constraints since the European Debt Crisis,"
Working papers
669, Banque de France.
Cited by:
- George Pantelopoulos, 2021. "Can Central Banks circumvent the impossible trinity within their operational frameworks? Theory and evidence," The World Economy, Wiley Blackwell, vol. 44(7), pages 2041-2075, July.
- V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018.
"Stabilising virtues of central banks: (re)matching bank liquidity,"
Working papers
667, Banque de France.
- Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2022. "Stabilising virtues of central banks: (Re)matching bank liquidity," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2017. "Stabilising virtues of central banks: (re)matching bank liquidity," EIB Working Papers 2017/01, European Investment Bank (EIB).
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018.
"The effect and risks of ECB collateral framework changes,"
Sciences Po publications
info:hdl:2441/4hi059h9n59, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "The effect and risks of ECB collateral framework changes," Working Papers hal-03475456, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "The effect and risks of ECB collateral framework changes," SciencePo Working papers Main hal-03475456, HAL.
- J. Barthélemy & V. Bignon & B. Nguyen, 2017.
"Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis,"
Working papers
631, Banque de France.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Working Papers hal-04141650, HAL.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers 2017-21, University of Paris Nanterre, EconomiX.
Cited by:
- Paolo Fegatelli, 2019. "Central bank digital currencies: The case of universal central bank reserves," BCL working papers 130, Central Bank of Luxembourg.
- C. Cahn & A. Duquerroy & W. Mullins, 2017.
"Unconventional Monetary Policy and Bank Lending Relationships,"
Working papers
659, Banque de France.
- Cahn, Christophe & Duquerroy, Anne & Mullins, William, 2017. "Unconventional Monetary Policy and Bank Lending Relationships," SocArXiv vgk25, Center for Open Science.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- Jean‐stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022.
"The Interest of Being Eligible,"
Post-Print
hal-03590200, HAL.
- J-S.Mésonnier & C. O’Donnell & O. Toutain, 2017. "The Interest of Being Eligible," Working papers 636, Banque de France.
- Jean‐Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022. "The Interest of Being Eligible," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 425-458, March.
- Silvia Gabrieli & Claire Labonne, 2018.
"Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015,"
Working papers
687, Banque de France.
- Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, August.
- Raffaele Lenzi & Stefano Nobili & Filippo Perazzoli & Rosario Romeo, 2023. "Banks’ liquidity transformation rate: determinants and impact on lending," Temi di discussione (Economic working papers) 32, Bank of Italy, Economic Research and International Relations Area.
- W. Arrata & B. Nguyen, 2017.
"Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program,"
Working papers
623, Banque de France.
Cited by:
- Rafael Cezar & Maéva Silvestrini, 2021.
"Impact of the ECB Quantitative Easing on the International Investment Position,"
International Economics, CEPII research center, issue 165, pages 241-263.
- Cezar, Rafael & Silvestrini, Maéva, 2021. "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, Elsevier, vol. 165(C), pages 241-263.
- Jakl Jakub, 2019. "The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 95-117, June.
- Penalver, Adrian & Hanaki, Nobuyuki & Akiyama, Eizo & Funaki, Yukihiko & Ishikawa, Ryuichiro, 2020.
"A quantitative easing experiment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Adrian Penalver & Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki, 2020. "A quantitative easing experiment," ISER Discussion Paper 1094, Institute of Social and Economic Research, Osaka University.
- Adrian Penalver & Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2018. "A Quantitative Easing Experiment," GREDEG Working Papers 2018-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- A. Penalver & N. Hanaki & E. Akiyama & Y. Funaki & R. Ishikawa, 2017. "A Quantitative Easing Experiment," Working papers 651, Banque de France.
- W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
- Roberto A. De Santis & Fédéric Holm‐Hadulla, 2020. "Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1467-1491, September.
- Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015.
"Asset purchase programmes and financial markets: lessons from the euro area,"
Working Paper Series
1864, European Central Bank.
- Carlo Altavilla & Giacomo Carboni & Roberto Motto, 2021. "Asset Purchase Programs and Financial Markets: Lessons from the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-48, October.
- Siekmann, Helmut & Wieland, Volker, 2020. "The ruling of the Federal Constitutional Court concerning the public sector purchase program: A practical way forward," IMFS Working Paper Series 140, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Laséen, Stefan, 2023. "Central bank asset purchases: Insights from quantitative easing auctions of government bonds," Working Paper Series 419, Sveriges Riksbank (Central Bank of Sweden).
- Galema, Rients & Lugo, Stefano, 2021.
"When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- R.J. Galema & S. Lugo, 2017. "When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program," Working Papers 17-16, Utrecht School of Economics.
- Lemke, Wolfgang & Werner, Thomas, 2020.
"Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme,"
Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Lemke, Wolfgang & Werner, Thomas, 2017. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series 2106, European Central Bank.
- Richard Finlay & Dmitry Titkov & Michelle Xiang, 2022. "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," RBA Research Discussion Papers rdp2022-02, Reserve Bank of Australia.
- Froemel, Maren & Joyce, Michael & Kaminska, Iryna, 2022. "The local supply channel of QE: evidence from the Bank of England’s gilt purchases," Bank of England working papers 980, Bank of England.
- Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
- Diana Bonfim & André Capela, 2020. "The effect of corporate bond purchases by the ECB on firms’ borrowing costs," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, August.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019.
"Tracing the impact of the ECB’s asset purchase programme on the yield curve,"
Working Paper Series
2293, European Central Bank.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Rafael Cezar & Maéva Silvestrini, 2018. "Impact of the ECB Quantitative Easing on the French International Investment Position," Working papers 701, Banque de France.
- Rafael Cezar & Maéva Silvestrini, 2021.
"Impact of the ECB Quantitative Easing on the International Investment Position,"
International Economics, CEPII research center, issue 165, pages 241-263.
- W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017.
"Eurosystem’s asset purchases and money market rates,"
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652, Banque de France.
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- Siekmann, Helmut & Wieland, Volker, 2020. "The ruling of the Federal Constitutional Court concerning the public sector purchase program: A practical way forward," IMFS Working Paper Series 140, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Tischer, Johannes, 2021. "Quantitative easing, safe asset scarcity and bank lending," Discussion Papers 35/2021, Deutsche Bundesbank.
- Miklos Vari, 2020. "Monetary Policy Transmission with Interbank Market Fragmentation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 409-440, March.
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"Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices,"
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601, Banque de France.
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""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Working Papers REM
2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
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- Michael A.S. Joyce & Zhuoshi Liu & Ian Tonks, 2017. "Institutional Investors and the QE Portfolio Balance Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1225-1246, September.
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"Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register,"
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1128, Barcelona School of Economics.
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- Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
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"Country-Level Effects of the ECB's Expanded Asset Purchase Programme,"
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"Impact of the ECB Quantitative Easing on the International Investment Position,"
International Economics, CEPII research center, issue 165, pages 241-263.
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"The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 1-46, December.
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"Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone,"
Journal of International Money and Finance, Elsevier, vol. 79(C), pages 39-71.
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"Money markets, collateral and monetary policy,"
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"Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area,"
Koç University-TUSIAD Economic Research Forum Working Papers
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IMF Working Papers
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"When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program,"
Journal of Financial Stability, Elsevier, vol. 54(C).
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"Unconventional monetary policy and the portfolio choice of international mutual funds,"
Bank of England working papers
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""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Working Papers REM
2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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"The scarcity effect of QE on repo rates: Evidence from the euro area,"
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"Euro-Area Quantitative Easing and Portfolio Rebalancing,"
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"Unconventional monetary policy and corporate bond issuance,"
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"Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks,"
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"Fiscal and monetary policy interactions in a low interest rate world,"
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"Inspecting the mechanism of quantitative easing in the euro area,"
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"Interest rate risk of life insurers: Evidence from accounting data,"
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"Monetary Policy and Stock Market Valuation,"
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"When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program,"
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- Takaoka, Sumiko & Takahashi, Koji, 2022. "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, vol. 60(C).
- Iyke, Bernard Njindan & Maheepala, M.M.J.D., 2022. "Conventional monetary policy, COVID-19, and stock markets in emerging economies," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
- Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.
- Stefan Avdjiev & Mary Everett & Hyun Song Shin, 2019. "Following the imprint of the ECB's asset purchase programme on global bond and deposit flows," BIS Quarterly Review, Bank for International Settlements, March.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017.
"Monetary policy, illiquid collateral and bank lending during the European sovereign debt crisis,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 111-130.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary Policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," SciencePo Working papers Main hal-03945930, HAL.
- Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary Policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Post-Print hal-03945930, HAL.
Cited by:
- Paolo Fegatelli, 2019. "Central bank digital currencies: The case of universal central bank reserves," BCL working papers 130, Central Bank of Luxembourg.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- Jean‐stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022.
"The Interest of Being Eligible,"
Post-Print
hal-03590200, HAL.
- J-S.Mésonnier & C. O’Donnell & O. Toutain, 2017. "The Interest of Being Eligible," Working papers 636, Banque de France.
- Jean‐Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022. "The Interest of Being Eligible," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 425-458, March.
- Silvia Gabrieli & Claire Labonne, 2018.
"Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015,"
Working papers
687, Banque de France.
- Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, August.
- Raffaele Lenzi & Stefano Nobili & Filippo Perazzoli & Rosario Romeo, 2023. "Banks’ liquidity transformation rate: determinants and impact on lending," Temi di discussione (Economic working papers) 32, Bank of Italy, Economic Research and International Relations Area.
- M. Marx & B. Nguyen & J.-G. Sahuc, 2016.
"Monetary policy measures in the euro area and their effects since 2014,"
Rue de la Banque, Banque de France, issue 32, october..
Cited by:
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
- Sarah Mouabbi & Jean‐Guillaume Sahuc, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 831-858, June.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Working Papers hal-04141890, HAL.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Post-Print hal-02055111, HAL.
- Sarah Mouabbi & Jean-Guillaume Sahuc, 2019. "Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies," Working papers 708, Banque de France.
- V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018.
"Stabilising virtues of central banks: (re)matching bank liquidity,"
Working papers
667, Banque de France.
- Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2022. "Stabilising virtues of central banks: (Re)matching bank liquidity," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2017. "Stabilising virtues of central banks: (re)matching bank liquidity," EIB Working Papers 2017/01, European Investment Bank (EIB).
- Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2018. "Eurosystem asset purchases and portfolio rebalancing in the euro area," Rue de la Banque, Banque de France, issue 60, April.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
- Benoît Besson & Benoît Nguyen, 2010.
"Crise financière et politique monétaire,"
Revue d'Économie Financière, Programme National Persée, vol. 100(4), pages 69-88.
Cited by:
- Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2012.
"Chocs de spread, liquidité du marché interbancaire et politique monétaire,"
Post-Print
hal-03318517, HAL.
- Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2012. "Chocs de spread, liquidité du marché interbancaire et politique monétaire," Post-Print hal-00736323, HAL.
- Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2012. "Chocs de Spread, liquidité du marché interbancaire et politique monétaire," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(4), pages 409-426.
- Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2012.
"Chocs de spread, liquidité du marché interbancaire et politique monétaire,"
Post-Print
hal-03318517, HAL.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (7) 2016-09-18 2017-04-23 2017-06-18 2017-12-11 2018-03-26 2019-09-02 2021-03-01. Author is listed
- NEP-MAC: Macroeconomics (7) 2016-09-18 2017-04-23 2017-06-18 2017-12-11 2018-03-26 2019-09-02 2021-03-01. Author is listed
- NEP-MON: Monetary Economics (6) 2016-09-18 2017-06-18 2017-12-11 2018-03-26 2019-09-02 2021-03-01. Author is listed
- NEP-CBA: Central Banking (4) 2016-09-18 2017-04-23 2019-09-02 2021-03-01
- NEP-BAN: Banking (2) 2017-04-23 2017-06-18
- NEP-ENE: Energy Economics (1) 2021-02-01
- NEP-ENV: Environmental Economics (1) 2021-02-01
- NEP-SOG: Sociology of Economics (1) 2016-09-18
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