Collateral framework: Liquidity premia and multiple equilibria
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- Orphanides, Athanasios & Lengwiler, Yvan, 2021. "Collateral Framework: Liquidity Premia and Multiple Equilibria," CEPR Discussion Papers 16047, C.E.P.R. Discussion Papers.
- Lengwiler, Yvan & Orphanides, Athanasios, 2021. "Collateral Framework: Liquidity Premia and Multiple Equilibria," Working papers 2021/06, Faculty of Business and Economics - University of Basel.
References listed on IDEAS
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As found by EconAcademics.org, the blog aggregator for Economics research:- Collateral Framework: Liquidity Premia and Multiple Equilibria
by Christian Zimmermann in NEP-DGE blog on 2021-05-03 16:46:21
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More about this item
Keywords
monetary policy; government finance; yields; liquidity premium; default premium; collateral; cliff effect; multiple equilibria;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2021-05-03 (Macroeconomics)
- NEP-MON-2021-05-03 (Monetary Economics)
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