The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads
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- Kick, Thomas & Koetter, Michael & Storz, Manuela, 2016.
"Cross-border transmission of emergency liquidity,"
34/2016, Deutsche Bundesbank.
- Kick, Thomas & Koetter, Michael & Storz, Manuela, 2017. "Cross-border transmission of emergency liquidity," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168112, Verein für Socialpolitik / German Economic Association.
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KeywordsTerm Auction Facility; liquidity premium; credit premium; Libor-OIS spread;
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-28 (All new papers)
- NEP-MAC-2014-06-28 (Macroeconomics)
- NEP-MON-2014-06-28 (Monetary Economics)
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