Collateral Framework: Liquidity Premia and Multiple Equilibria
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Lengwiler, Yvan & Orphanides, Athanasios, 2021. "Collateral Framework: Liquidity Premia and Multiple Equilibria," CEPR Discussion Papers 16047, C.E.P.R. Discussion Papers.
- Lengwiler, Yvan & Orphanides, Athanasios, 2021. "Collateral framework: Liquidity premia and multiple equilibria," IMFS Working Paper Series 157, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Collateral Framework: Liquidity Premia and Multiple Equilibria
by Christian Zimmermann in NEP-DGE blog on 2021-05-03 16:46:21
More about this item
Keywords
monetary policy; government finance; yields; liquidity premium; default premium; collateral; cliff effect; multiple equilibria.;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-05-03 (Central Banking)
- NEP-DGE-2021-05-03 (Dynamic General Equilibrium)
- NEP-MAC-2021-05-03 (Macroeconomics)
- NEP-MON-2021-05-03 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bsl:wpaper:2021/06. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/wwzbsch.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: WWZ (email available below). General contact details of provider: https://edirc.repec.org/data/wwzbsch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.