Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Beetsma, Roel
de Jong, Frank
Giuliodori, Massimo
and
Widijanto, Daniel
2017.
Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme.
Journal of International Money and Finance,
Vol. 75,
Issue. ,
p.
14.
Pelizzon, Loriana
Subrahmanyam, Marti G.
Tomio, Davide
and
Uno, Jun
2018.
Central Bank-Driven Mispricing.
SSRN Electronic Journal ,
Arakelian, Veni
Dellaportas, Petros
Savona, Roberto
and
Vezzoli, Marika
2019.
Sovereign risk zones in Europe during and after the debt crisis.
Quantitative Finance,
Vol. 19,
Issue. 6,
p.
961.
Grosse-Rueschkamp, Benjamin
Steffen, Sascha
and
Streitz, Daniel
2019.
A capital structure channel of monetary policy.
Journal of Financial Economics,
Vol. 133,
Issue. 2,
p.
357.
Boneva, Lena
Elliott, David
Kaminska, Iryna
Linton, Oliver B.
McLaren, Nick
and
Morley, Ben
2019.
The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme.
SSRN Electronic Journal ,
Kanga, Désiré
2020.
Effets macroéconomiques et financiers des politiques monétaires non conventionnelles dans la zone euro.
Revue économique,
Vol. Vol. 71,
Issue. 1,
p.
57.
Schwaab, Bernd
Zhang, Xin (Kelvin)
and
Lucas, Andre
2020.
Modeling Extreme Events: Time-Varying Extreme Tail Shape.
SSRN Electronic Journal ,
Stann, Carsten M.
and
Grigoriadis, Theocharis N.
2020.
Monetary Policy Transmission to Russia and Eastern Europe.
Comparative Economic Studies,
Vol. 62,
Issue. 2,
p.
303.
Caballero, Diego
Lucas, André
Schwaab, Bernd
and
Zhang, Xin
2020.
Risk endogeneity at the lender/investor-of-last-resort.
Journal of Monetary Economics,
Vol. 116,
Issue. ,
p.
283.
Kanga, Désiré
and
Levieuge, Grégory
2020.
How did unconventional monetary policies impact market expectations?.
Revue d'économie politique,
Vol. Vol. 130,
Issue. 2,
p.
231.
Chebbi, Tarek
2020.
Artificial Intelligence: Anthropogenic Nature vs. Social Origin.
Vol. 1100,
Issue. ,
p.
435.
Carnazza, Giovanni
and
Liberati, Paolo
2021.
The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone.
Journal of Policy Modeling,
Vol. 43,
Issue. 3,
p.
521.
Kampl, Lisa-Maria
2021.
Measuring the Short-Term Effects of the ECB’s Unconventional Monetary Policy on Financial Markets: A Review.
Credit and Capital Markets – Kredit und Kapital,
Vol. 54,
Issue. 1,
p.
37.
Weigerding, Michael
2021.
Long-Term Liquidity Effects of Large-Scale Asset Purchase Programs: Evidence from the Euro Covered Bond Market.
SSRN Electronic Journal ,
Ortmans, Aymeric
and
Tripier, Fabien
2021.
COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?.
European Economic Review,
Vol. 137,
Issue. ,
p.
103809.
Galema, Rients
and
Lugo, Stefano
2021.
When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program.
Journal of Financial Stability,
Vol. 54,
Issue. ,
p.
100881.
Schlepper, Kathi
Boneva, Lena
and
Islami, Mevlud
2022.
Liquidity in the German Corporate Bond Market: Has The Cspp Made a Difference?.
SSRN Electronic Journal ,
Christensen, Jens H.E.
and
Gillan, James M.
2022.
Does quantitative easing affect market liquidity?.
Journal of Banking & Finance,
Vol. 134,
Issue. ,
p.
106349.
Bai, Yiyi
Dang, Tri Vi
He, Qing
and
Lu, Liping
2022.
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China.
Journal of Financial Stability,
Vol. 58,
Issue. ,
p.
100889.
Bletzinger, Tilman
Greif, William
and
Schwaab, Bernd
2022.
Can EU Bonds Serve as Euro-Denominated Safe Assets?.
SSRN Electronic Journal ,