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Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias.
In: ECONtribute Discussion Papers Series.
RePEc:ajk:ajkdps:123.

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Cited: 2

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Cites: 24

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Preferential Treatment of Green Bonds. (2021). Kaldorf, Matthias ; Giovanardi, Francesco ; Wicknig, Florian ; Radke, Lucas.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:098.

    Full description at Econpapers || Download paper

  2. .

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References

References cited by this document

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  3. Bank for International Settlements (2013). Central Bank Collateral Frameworks and Practices. Tech. rep. Bank for International Settlements.
    Paper not yet in RePEc: Add citation now

  4. Bekkum, Sjoerd van, Marc Gabarro, and Rustom M Irani (2018). “Does a larger menu increase appetite? Collateral eligibility and credit supply.” Review of Financial Studies 31(3), 943– 979.

  5. Bernanke, Ben, Mark Gertler, and Simon Gilchrist (1999). “The Financial Accelerator in a Quantitative Business Cycle Framework.” In: Handbook of Macroeconomics. Elsevier, 1341–1393.
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  6. Bianchi, Javier, and Saki Bigio (2021). “Banks, Liquidity Management, and Monetary Policy.” Working Paper.
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  7. Blot, Christophe, and Paul Hubert (2018). “The Effects and Risks of ECB Collateral Framework Changes.” Policy Brief, European Parliament.

  8. Cassola, Nuno, and François Koulischer (2019). “The Collateral Channel of Open Market Operations. ” Journal of Financial Stability 41, 73–90.

  9. Chapman, James T. E., Jonathan Chiu, and Miguel Molico (2010). “Central Bank Haircut Policy. ” Annals of Finance 7(3), 319–348.

  10. Chen, Hui, Zhuo Chen, Zhiguo He, Jinyu Liu, and Rengming Xie (2019). “Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets.” NBER Working Paper.

  11. Choi, Dong Beom, João A C Santos, and Tanju Yorulmazer (2021). “A Theory of Collateral for the Lender of Last Resort.” Review of Finance.

  12. Darmouni, Olivier, and Melina Papoutsi (2021). “The Risk of Bond Financing in Europe.” Working Paper.

  13. De Fiore, Fiorella, Marie Hoerova, and Harald Uhlig (2019). “Money Markets, Collateral and Monetary Policy.” ECB Working Papers 2239.
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  14. Gordon, Gray (2018). “Efficient computation with taste shocks.” Working Paper.
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  15. Hatchondo, Juan, Leonardo Martinez, and Cesar Sosa-Padilla (2016). “Debt-Dilution and Sovereign Default Risk.” Journal of Political Economy 124(5), 1383–1422.

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  19. Mota, Lira (2021). “The Corporate Supply of (Quasi) Safe Assets.” Working Paper.
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  20. Nyborg, Kjell (2017). Collateral Frameworks: The open secret of central banks. Cambridge University Press.
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  22. Pelizzon, Loriana, Max Riedel, Zorka Simon, and Marti Subrahmanyan (2020). “The Corporate Debt Supply Effects of the Eurosystem’s Collateral Framework.” Working Paper.
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  23. Santis, Roberto A. De, and Andrea Zaghini (2021). “Unconventional monetary policy and corporate bond issuance.” European Economic Review 135, 103727.
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  24. Todorov, Karamfil (2020). “Quantify the Quantitative Easing: Impact on Bonds and Corporate Debt Issuance.” Journal of Financial Economics 135(2), 340–358.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Emergency liquidity injections. (2024). Garvin, Nicholas.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:1496-1513.

    Full description at Econpapers || Download paper

  2. Collateral policy of the central bank and corporate financing costs: Evidence from China. (2024). Liu, Huan ; Wang, Ran ; Cheng, Miao ; Wu, Hongli ; Han, Zhixuan ; Geng, Guangjie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001651.

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  3. Green bond spread effect of unconventional monetary policy: Evidence from China. (2023). Hu, Debao ; Si, Deng-Kui ; Fang, Fang.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:80:y:2023:i:c:p:398-413.

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  4. The impact of non-cash collateralization on the over-the-counter derivatives markets. (2022). Takino, Kazuhiro.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:25:y:2022:i:2:d:10.1007_s11147-021-09184-6.

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  5. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261.

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  6. Policy uncertainty, lender of last resort and the real economy. (2021). Supera, Dominik ; Mendicino, Caterina ; Jasova, Martina.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:118:y:2021:i:c:p:381-398.

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  7. Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative. (2021). Pfingsten, Andreas ; Mossinger, Carina ; Klein, Philipp.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300073.

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  8. The design and transmission of central bank liquidity provisions. (2021). Crosignani, Matteo ; Carpinelli, Luisa.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:27-47.

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  9. Debt structure instability using machine learning. (2021). Wang, Jing ; Qi, Qianru.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:57:y:2021:i:c:s1572308921001078.

    Full description at Econpapers || Download paper

  10. Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:123.

    Full description at Econpapers || Download paper

  11. The Preferential Treatment of Green Bonds. (2021). Kaldorf, Matthias ; Giovanardi, Francesco ; Wicknig, Florian ; Radke, Lucas.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:098.

    Full description at Econpapers || Download paper

  12. .

    Full description at Econpapers || Download paper

  13. Collateral eligibility of corporate debt in the Eurosystem. (2020). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Simon, Zorka ; Riedel, Max.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:275.

    Full description at Econpapers || Download paper

  14. The (Unintended?) consequences of the largest liquidity injection ever. (2020). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:112:y:2020:i:c:p:97-112.

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  15. The impact of social capital on economic attitudes and outcomes. (2020). HASAN, IFTEKHAR ; Lu, Haitian ; He, Qing.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301017.

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  16. Central banks liquidity provision and firms financial constraints. (2020). Sasidharan, Subash ; Chundakkadan, Radeef.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:245-255.

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  17. Who takes the ECB’s targeted funding?. (2020). Vergote, Olivier ; Sugo, Tomohiro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202439.

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  18. The transmission channels of unconventional monetary policy: Evidence from a change in collateral requirements in France. (2019). Imbs, Jean ; Garg, Pranav ; Delatte, Anne-Laure.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13693.

    Full description at Econpapers || Download paper

  19. The transmission channels of unconventional monetary policy: Evidence from a change in collateral requirements in France. (2019). Imbs, Jean ; Garg, Pranav ; Delatte, Anne-Laure.
    In: Working Papers.
    RePEc:cii:cepidt:2019-07.

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  20. Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:63.

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  21. The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182219.

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