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Volumn 58, Issue 5, 2011, Pages 518-531

Securitization markets and central banking: An evaluation of the term asset-backed securities loan facility

Author keywords

Discount window; Financial crisis; Lender of last resort; Monetary policy; Securitization

Indexed keywords


EID: 80053565872     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2011.05.003     Document Type: Article
Times cited : (47)

References (13)
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    • The Federal Reserve's term asset-backed securities loan facility
    • Federal Reserve Bank of New York Economic Policy Review, forthcoming.
    • Ashcraft, A., Malz, A., Pozsar, Z. The Federal Reserve's term asset-backed securities loan facility. Federal Reserve Bank of New York Economic Policy Review, forthcoming.
    • Ashcraft, A.1    Malz, A.2    Pozsar, Z.3
  • 3
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    • Board of Governors of the Federal Reserve System. Report to the Congress on Risk Retention. Available at
    • Board of Governors of the Federal Reserve System, 2010. Report to the Congress on Risk Retention. Available at http://federalreserve.gov/boarddocs/rptcongress/securitization/riskretention.pdf.
    • (2010)
  • 4
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    • Deciphering the liquidity and credit crunch 2007-08
    • Brunnermeier M. Deciphering the liquidity and credit crunch 2007-08. Journal of Economic Perspectives 2009, 23:77-100.
    • (2009) Journal of Economic Perspectives , vol.23 , pp. 77-100
    • Brunnermeier, M.1
  • 7
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    • How effective were the Federal Reserve emergency liquidity facilities? Evidence from the asset-backed commercial paper money market mutual fund liquidity facility
    • QUA Working Paper QAU10-3, Federal Reserve Bank of Boston.
    • Duygan-Bump, B., Parkinson, P., Rosengren, E., Suarez, G., Willen, P., 2010. How effective were the Federal Reserve emergency liquidity facilities? Evidence from the asset-backed commercial paper money market mutual fund liquidity facility. QUA Working Paper QAU10-3, Federal Reserve Bank of Boston.
    • (2010)
    • Duygan-Bump, B.1    Parkinson, P.2    Rosengren, E.3    Suarez, G.4    Willen, P.5
  • 9
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    • New vehicle sales and credit supply shocks: what happened in 2008?
    • Unpublished manuscript
    • Johnson, K., Pence, K., Vine, D., 2010. New vehicle sales and credit supply shocks: what happened in 2008? Unpublished manuscript.
    • (2010)
    • Johnson, K.1    Pence, K.2    Vine, D.3
  • 10
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    • Markit, Markit Credit Indices: A Primer. October. Available at
    • Markit, 2010. Markit Credit Indices: A Primer. October. Available at http://www.markit.com/en/products/data/indices/credit-and-loan-indices/index-annexes/primers.page?
    • (2010)
  • 11
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    • The effect of the term auction facility on the London Inter-Bank Offered Rate. Federal Reserve Bank of New York Staff Reports, no. 335, July.
    • McAndrews, J., Sarter, A., Wang, Z., 2008. The effect of the term auction facility on the London Inter-Bank Offered Rate. Federal Reserve Bank of New York Staff Reports, no. 335, July.
    • (2008)
    • McAndrews, J.1    Sarter, A.2    Wang, Z.3
  • 13
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    • The U.S. money market and the term auction facility in the financial crisis of 2007-2009
    • Wu T. The U.S. money market and the term auction facility in the financial crisis of 2007-2009. Review of Economics and Statistics 2011, 93(2):617-633.
    • (2011) Review of Economics and Statistics , vol.93 , Issue.2 , pp. 617-633
    • Wu, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.