On the economics of committed liquidity facilities
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Other versions of this item:
- Morten L Bech & Todd Keister, 2013. "On the Economics of Committed Liquidity Facilities," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets, Reserve Bank of Australia.
References listed on IDEAS
- Whitesell, William, 2006. "Interest rate corridors and reserves," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1177-1195, September.
- Morten Bech & Todd Keister, 2012. "On the liquidity coverage ratio and monetary policy implementation," BIS Quarterly Review, Bank for International Settlements, December.
- William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
- Todd Keister & Antoine Martin & James J. McAndrews, 2008. "Divorcing money from monetary policy," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 41-56.
- Alexandra Heath & Mark Manning, 2012. "Financial Regulation and Australian Dollar Liquid Assets," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 43-52, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017. "The Liquidity Coverage Ratio and security prices," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 292-311.
- Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidiÃ© publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
- Bech, Morten & Keister, Todd, 2017.
"Liquidity regulation and the implementation of monetary policy,"
Journal of Monetary Economics,
Elsevier, vol. 92(C), pages 64-77.
- Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," BIS Working Papers 432, Bank for International Settlements.
- Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," Departmental Working Papers 201325, Rutgers University, Department of Economics.
- Vilma Dingova & Vaclav Hausenblas & Zlatuse Komarkova, 2014. "Collateralization and Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 137-147, Czech National Bank.
More about this item
KeywordsBasel III; liquidity regulation; liquidity premium; liquidity coverage ratio; committed liquidity facility;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2014-02-15 (Banking)
- NEP-CBA-2014-02-15 (Central Banking)
- NEP-MAC-2014-02-15 (Macroeconomics)
- NEP-MON-2014-02-15 (Monetary Economics)
- NEP-SOG-2014-02-15 (Sociology of Economics)
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