Large Scale Asset Purchases with segmented mortgage and corporate loan markets
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- Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets," AMSE Working Papers 1336, Aix-Marseille School of Economics, Marseille, France, revised Jun 2013.
- Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets," Working Papers halshs-00842279, HAL.
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Citations
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Cited by:
- Walentin, Karl, 2014.
"Business cycle implications of mortgage spreads,"
Journal of Monetary Economics,
Elsevier, vol. 67(C), pages 62-77.
- Walentin, Karl, 2013. "Business Cycle Implications of Mortgage Spreads," Working Paper Series 275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers 1625, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers halshs-01349870, HAL.
More about this item
Keywords
Financial frictions; mortgage-backed securities (MBS); corporate bonds; unconventional monetary policy; large scale asset purchases (LSAPs); portfolio balance channel; credit spreads.;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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-ALL-2013-12-15 (All new papers)
- NEP-BAN-2013-12-15 (Banking)
- NEP-DGE-2013-12-15 (Dynamic General Equilibrium)
- NEP-MAC-2013-12-15 (Macroeconomics)
- NEP-URE-2013-12-15 (Urban & Real Estate Economics)
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