Collateral Framework: Liquidity Premia and Multiple Equilibria
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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).
Blog mentionsAs 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
Keywordsmonetary policy; government finance; yields; liquidity premium; default premium; collateral; cliff effect; multiple equilibria.;
All these keywords.
- 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 fieldsThis 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)
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