IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-03622943.html
   My bibliography  Save this paper

La relation asymétrique des banques centrales au financement de marché : une évaluation des implications pour la stabilité financière à la lumière des évènements lés à la Covid

Author

Listed:
  • Matthias Thiemann

    (CEE - Centre d'études européennes et de politique comparée (Sciences Po, CNRS) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Matthias Thiemann, 2021. "La relation asymétrique des banques centrales au financement de marché : une évaluation des implications pour la stabilité financière à la lumière des évènements lés à la Covid," Post-Print hal-03622943, HAL.
    • Handle: RePEc:hal:journl:hal-03622943
    Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-03622943
    as

    Download full text from publisher

    File URL: https://sciencespo.hal.science/hal-03622943/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Bo, Hao & Galiani, Sebastian, 2021. "Assessing external validity," Research in Economics, Elsevier, vol. 75(3), pages 274-285.
    2. Bingquan Liu & Yongqing Li & Rui Hou & Hui Wang, 2021. "Assessing the Drivers of China’s CO2 Emissions Based on PDA," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(3), pages 668-683, February.
    3. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
    4. Isaías Gomes & Rui Melicio & Victor M. F. Mendes, 2021. "Assessing the Value of Demand Response in Microgrids," Sustainability, MDPI, vol. 13(11), pages 1-16, May.
    5. ., 2021. "Partner selection and assessing credibility," Chapters, in: Networks, SMEs, and the University, chapter 7, pages 88-108, Edward Elgar Publishing.
    6. Michael J. Fleming, 2020. "Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic," Liberty Street Economics 20200529a, Federal Reserve Bank of New York.
    7. Michael J. Fleming & Francisco Ruela, 2020. "Treasury Market Liquidity during the COVID-19 Crisis," Liberty Street Economics 20200417, Federal Reserve Bank of New York.
    8. Thiemann,Matthias, 2018. "The Growth of Shadow Banking," Cambridge Books, Cambridge University Press, number 9781107161986, September.
    9. Robert Osei-Kyei & Albert P. C. Chan, 2021. "Risk Assessment of Public-Private Partnership Projects," Springer Books, in: International Best Practices of Public-Private Partnership, chapter 0, pages 71-89, Springer.
    10. Andreas Schrimpf & Hyun Song Shin & Vladyslav Sushko, 2020. "Leverage and margin spirals in fixed income markets during the Covid-19 crisis," BIS Bulletins 2, Bank for International Settlements.
    11. Adrian, Tobias & Shin, Hyun Song, 2010. "Liquidity and leverage," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 418-437, July.
    12. Richard S. J. Tol, 2021. "Europe’s Climate Target for 2050: An Assessment," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 56(6), pages 330-335, November.
    13. Marius Birk & Matthias Thiemann, 2020. "Open for Business: Entrepreneurial Central Banks and the Cultivation of Market Liquidity," New Political Economy, Taylor & Francis Journals, vol. 25(2), pages 267-283, February.
    14. Perry Mehrling, 2010. "The New Lombard Street: How the Fed Became the Dealer of Last Resort," Economics Books, Princeton University Press, edition 1, number 9298.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matthias Thiemann, 2021. "La relation asymétrique des banques centrales au financement de marché : une évaluation des implications pour la stabilité financière à la lumière des évènements lés à la Covid," SciencePo Working papers Main hal-03622943, HAL.
    2. Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
    3. Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
    4. Perčić, Maja & Vladimir, Nikola & Jovanović, Ivana & Koričan, Marija, 2022. "Application of fuel cells with zero-carbon fuels in short-sea shipping," Applied Energy, Elsevier, vol. 309(C).
    5. He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022. "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
    6. Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
    7. Leon Wansleben, 2021. "Divisions of regulatory labor, institutional closure, and structural secrecy in new regulatory states: The case of neglected liquidity risks in market‐based banking," Regulation & Governance, John Wiley & Sons, vol. 15(3), pages 909-932, July.
    8. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.
    9. Ghafoori, Eraj & Mata, Fernanda & Lauren, Nita & Faulkner, Nick & Tear, Morgan J., 2023. "Measuring risk culture in finance: Development of a comprehensive measure," Journal of Banking & Finance, Elsevier, vol. 148(C).
    10. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
    11. Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022. "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, vol. 59(PA).
    12. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
    13. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
    14. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2015. "An agent based decentralized matching macroeconomic model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 305-332, October.
    15. Valentina Bruno & Hyun Song Shin, 2014. "Assessing Macroprudential Policies: Case of South Korea," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 128-157, January.
    16. Anderson, Robert M. & Bianchi, Stephen W. & Goldberg, Lisa R., 2013. "The Decision to Lever," Department of Economics, Working Paper Series qt8cg116sv, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    17. Nicole Boyson & Jean Helwege & Jan Jindra, 2014. "Crises, Liquidity Shocks, and Fire Sales at Commercial Banks," Financial Management, Financial Management Association International, vol. 43(4), pages 857-884, December.
    18. Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediaries, financial stability and monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 287-334.
    19. Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015. "Vulnerable banks," Journal of Financial Economics, Elsevier, vol. 115(3), pages 471-485.
    20. Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia 878, Banco de la Republica de Colombia.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:hal:journl:hal-03622943. See general information about how to correct material in RePEc.

    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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.