Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/article/10.1007/s10368-017-0401-7/fulltext.html
Reference50 articles.
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4. Belke AH, Gros D, Osowski TU (2016) Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials. CEPS Working Paper Nr. 416.
5. Borio C, Zhu H (2012) Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? J Financ Stab 8(4):236–251
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