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The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis. (2009). Frank, Nathaniel ; Hesse, Heiko.
In: IMF Working Papers.
RePEc:imf:imfwpa:2009/206.

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Cited: 31

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  1. Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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  2. ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets. (2019). Serra, Ana Paula ; Ferreira, Eurico.
    In: Working Papers.
    RePEc:ptu:wpaper:w201914.

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  3. The transmission of liquidity shocks via Chinas segmented money market: Evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David J ; Bessler, David A.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:110-126.

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  4. The transmission of liquidity shocks via Chinas segmented money market: evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David ; Bessler, David.
    In: Papers.
    RePEc:arx:papers:1811.08949.

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  5. An assessment of the effects of unconventional monetary policies on the cost of credit to non-financial companies in the eurozone. (2017). Kanga, Desire ; Levieuge, Gregory.
    In: Economie et Statistique / Economics and Statistics.
    RePEc:nse:ecosta:ecostat_2017_494-495-496_6.

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  6. THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2017:j:19:melnicf.

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  7. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Saroyan, Susanna ; Brossard, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01293693.

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  8. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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  9. Liquidity and Credit Risks in the UK’s Financial Crisis: How ‘Quantitative Easing’ changed the relationship. (2016). Wong, Woon ; Yao, Wanru ; Mariscal, Iris Biefang-Frisancho ; Howells, Peter.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2016/9.

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  10. The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?. (2015). Saldanha, Ana Sofia ; Soares, Carla .
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:e201512.

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  11. The impact of ECB crisis measures on euro-area CDS spreads. (2015). Gerlach-Kristen, Petra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:29:y:2015:i:2:p:149-168.

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  12. Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Yang, Minxian ; Thorp, Susan ; Dungey, Mardi ; Milunovich, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

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  13. New insights on the US OIS spreads term structure during the recent financial turmoil. (2014). MORANA, CLAUDIO.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:5:p:291-317.

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  14. How did the financial crisis alter the correlations of U.S. yield spreads?. (2014). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:362-385.

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  15. The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank. (2014). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:107-129.

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  16. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure. (2013). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:mib:wpaper:233.

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  17. The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis. (2013). Rai, Alan.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:1:a:3.

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  18. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank. (2013). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-34.

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  19. Euro area CDS spreads in the crisis: The role of open market operations and contagion. (2013). Gerlach-Kristen, Petra.
    In: Papers.
    RePEc:esr:wpaper:wp449.

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  20. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence. (2013). Pattipeilohy, Christiaan ; van den End, Willem ; Tabbae, Mostafa ; Frost, Jon ; de Haan, Jakob.
    In: SUERF 50th Anniversary Volume Chapters.
    RePEc:erf:erfftc:1-4.

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  21. A yield spread perspective on the great financial crisis: Break-point test evidence. (2013). Tam, Yu-Man ; Guidolin, Massimo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:26:y:2013:i:c:p:18-39.

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  22. New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil. (2013). MORANA, CLAUDIO.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:137.

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  23. Determinants of the EONIA Spread and the Financial Crisis. (2013). Soares, Carla ; Rodrigues, Paulo ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, .
    In: Manchester School.
    RePEc:bla:manchs:v:81:y:2013:i::p:82-110.

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  24. Policy initiatives in the global recession: what did forecasters expect?. (2012). Grisse, Christian ; Eusepi, Stefano ; Carvalho, Carlos.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2012:i:feb:n:v.18no.2.

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  25. Dos objetivos, dos instrumentos: políticas monetaria y cambiaria en economías de mercados emergentes. (2012). Ostry, Jonathan ; Ghosh, Atish ; Chamon, Marcos.
    In: Boletín.
    RePEc:cml:boletn:v:lviii:y:2012:i:2:p:94-114.

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  26. Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas?. (2012). Eusepi, Stefano ; Carvalho, Carlos.
    In: Boletín.
    RePEc:cml:boletn:v:lviii:y:2012:i:2:p:78-93.

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  27. Un marco de política monetaria para todas las estaciones. (2012). .
    In: Boletín.
    RePEc:cml:boletn:v:lviii:y:2012:i:2:p:69-77.

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  28. The Interbank Market after August 2007: What Has Changed, and Why?. (2011). Picillo, Cristina ; Nobili, Andrea ; Angelini, Paolo.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:5:p:923-958.

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  29. Market Response to Policy Initiatives during the Global Financial Crisis. (2010). Tamirisa, Natalia ; Nowak, Sylwia ; Jobst, Andreas ; Andritzky, Jochen ; Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15809.

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  30. Global Market Conditions and Systemic Risk. (2009). Hesse, Heiko ; Gonzalez-Hermosillo, Brenda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/230.

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  31. How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis. (2009). International Monetary Fund, .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/204.

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References

References cited by this document

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  7. Goodhart, C., 2007, Liquidity Risk Management, FMG Special Papers 162, London School of Economics.
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  8. Hamilton, J. D., 1989, A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle, Econometrica, Vol. 57, pp. 357-84.

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  10. Hull, J., C., 2005, Options, Futures and Other Derivatives, 6th Edition, Prentice Hall.
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  12. Michaud, F.-L., and C. Upper, 2008, What Drives Interbank Rates? Evidence from the Libor Panel, Bank of International Settlements.

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