The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area
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- Jan Willem van den End, 2019. "Effects of QE on sovereign bond spreads through the safe asset channel," DNB Working Papers 647, Netherlands Central Bank, Research Department.
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KeywordsInterest rates; Monetary policy; Money markets; Central banks and their policies; Repurchase agreements; Assets; Bank rates; Financial institutions; Financial markets; Central bank role; Central banks; Specialness; repo market; asset purchases; money market; Monetary Policy (Targets; Instruments; and Effects); General; repo; PSPP; Eurosystem; euro area; asset purchase;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2019-01-28 (Central Banking)
- NEP-EEC-2019-01-28 (European Economics)
- NEP-MAC-2019-01-28 (Macroeconomics)
- NEP-MON-2019-01-28 (Monetary Economics)
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