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An Assessment of the Bank of Canadas Term PRA Facility. (2010). Witmer, Jonathan ; Sebastian, Alex ; Enenajor, Emanuella .
In: Staff Working Papers.
RePEc:bca:bocawp:10-20.

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Cited: 7

Citations received by this document

Cites: 9

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Cocites: 50

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Citations received by this document

  1. Estimating the demand for settlement balances in the Canadian Large Value Transfer System: How much is too much?. (2019). Zhang, Nellie.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:52:y:2019:i:2:p:735-762.

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  2. Looking for Liquidity -- Banking and Emergency Liquidity Facilities. (2016). Kronick, Jeremy.
    In: C.D. Howe Institute Commentary.
    RePEc:cdh:commen:445.

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  3. Central bank operating frameworks and collateral markets. (2015). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:53.

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  4. Shock Transmission Through International Banks: Canada. (2015). Damar, Evren ; Chapman, James.
    In: Technical Reports.
    RePEc:bca:bocatr:105.

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  5. Interest rate risk propagation: Evidence from the credit crunch. (2014). Chou, Ray ; Yang, Hsin-Feng ; Liu, Chih-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264.

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  6. Central Bank Liquidity Provision and Core Funding Markets. (2013). Santor, Eric ; Johnson, Grahame .
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2013-07.

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  7. Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System. (2012). Zhang, Yinan Nellie.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-15.

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References

References cited by this document

  1. Abbassi, P., and I. Schnabel, 2009, Contagion Among Interbank Money Markets during the Subprime Crisis, Working paper.
    Paper not yet in RePEc: Add citation now

  2. Baba, N., and F. Packer, 2009, From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers, Journal of International Money and Finance 14:5 (July).

  3. Brown, S., and J. Warner, 1985, Using Daily Stock Returns: The Case of Event Studies, Journal of Financial Economics 14.

  4. Christensen, J., Lopez, J., and G. Rudebusch, 2009, Do Central Bank Liquidity Operations Affect Interbank Lending Rates? Federal Reserve Bank of San Francisco Working Paper 2009-13.

  5. MacKinlay, A.C., 1997, Event Studies in Economics and Finance, Journal of Economic Literature 35(1).

  6. McAndrews, J., Sarkar, A., and Z. Wang, 2008, The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate, Federal Reserve Bank of New York Staff Report no. 335.
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  7. Michaud, F., and C. Upper, 2008, What Drives Interbank Rates? Evidence from the LIBOR Panel, BIS Quarterly Review, March 2008.

  8. Wu, T., 2008, On the Effectiveness of the Federal Reserve’s New Liquidity Facilities, Federal Reserve Bank of Dallas Working Paper 0808.
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  9. Zorn, L., Wilkins, C., and W. Engert, 2009, Bank of Canada Liquidity Actions in Response to the Financial Market Turmoil, Bank of Canada Review, Autumn 2009.

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  49. An Assessment of the Bank of Canadas Term PRA Facility. (2010). Witmer, Jonathan ; Sebastian, Alex ; Enenajor, Emanuella .
    In: Staff Working Papers.
    RePEc:bca:bocawp:10-20.

    Full description at Econpapers || Download paper

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