A Portfolio Model of Quantitative Easing
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- Jens H. E. Christensen & Signe Krogstrup, 2022. "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
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Citations
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Cited by:
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022.
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"Private and public liquidity provision in over-the-counter markets,"
Theoretical Economics, Econometric Society, vol. 15(4), November.
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More about this item
Keywords
unconventional monetary policy; transmission; reserve-induced portfolio balance channel;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-01-01 (Central Banking)
- NEP-MAC-2017-01-01 (Macroeconomics)
- NEP-MON-2017-01-01 (Monetary Economics)
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