Credit risk mitigation in central bank operations and its effects on financial markets - the case of the Eurosystem
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References listed on IDEAS
- Sakellaris, Plutarchos & Vijselaar, Focco, 2004.
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- repec:eee:jbfina:v:83:y:2017:i:c:p:232-248 is not listed on IDEAS
- Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
- Jean BarthÃ©lÃ©my & Vincent Bignon & BenoÃ®t Nguyen, 2017.
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- 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.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-19 (All new papers)
- NEP-CBA-2006-08-19 (Central Banking)
- NEP-EEC-2006-08-19 (European Economics)
- NEP-FIN-2006-08-19 (Finance)
- NEP-FMK-2006-08-19 (Financial Markets)
- NEP-MAC-2006-08-19 (Macroeconomics)
- NEP-MON-2006-08-19 (Monetary Economics)
- NEP-RMG-2006-08-19 (Risk Management)
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