The impact of central bank liquidity support on banks' sovereign exposures

We empirically analyse the relationship between longer term central bank liquidity support and banks' exposures to governments, using difference-in-differences panel regressions and propensity score matching on a large sample of banks in the euro area. The research question is whether the liqui...

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Veröffentlicht in:	Applied economics 2021-03, Vol.53 (15), p.1788-1806
Hauptverfasser:	de Haan, Leo, Holton, Sarah, van den End, Jan Willem
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank liquidity banking Central bank liquidity Central banks Economic analysis Economic theory financial intermediation Government bonds Liquidity monetary transmission Propensity
Online-Zugang:	Volltext
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