Advanced search
Publication Cover
Applied Economics Letters Volume 30, 2023 - Issue 8
Submit an article Journal homepage
196
Views
0
CrossRef citations to date
0
Altmetric
Research Article

Quantitative easing and systemic risk in the post-Lehman era

Costas Karfakisa Department of Economics, University of Macedonia, Thessaloniki, GreeceCorrespondence[email protected]
&
Ioannis Karfakisb Business Discipline, London School of Science and Technology, London, UK
Pages 1134-1138 | Published online: 20 Feb 2022

References

  • Bullard, J. 2010. “Three Lessons for Monetary Policy from the Panic of 2008.” Federal Reserve Bank of St. Louis Review 92 (3): 155–163.
  • Chen, H., V. Cúrdia, and A. Ferrero. 2011. “The Macroeconomic Effects of Large-Scale Asset Purchase Programs.” Federal Reserve Bank of New York Staff Report no. 527.
  • Congressional Research Service. 2021. The Federal Reserve’s Response to COVID-19: Policy Issues. February 8.
  • Glick, R., and S. Leduc. 2013. “Unconventional Monetary Policy and the Dollar.” Federal Reserve Bank of San Francisco Economic Letter April. 1–5.
  • Kapetanios, G. 2005. “Unit-root Testing against the Alternative Hypothesis of up to M Structural Breaks.” Journal of Time Series Analysis 26 (1): 123–133. doi:10.1111/j.1467-9892.2005.00393.x.
  • Kremer, M. 2016. “Macroeconomic Effects of Financial Stress and the Role of Monetary Policy: A VAR Analysis for the Euro Area.” International Economics and Economic Policy 13 (1): 105–138. doi:10.1007/s10368-015-0325-z.
  • Kwiatkowski, D., P. C. B. Phillips, P. Schmidt, and Y. Shin. 1992. “Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root: How Sure are We that Economic Time Series Have a Unit Root?” Journal of Econometrics 54 (1–3): 159–178. doi:10.1016/0304-4076(92)90104-Y.
  • Luck, S., and T. Zimmermann. 2020. “Employment Effects of Unconventional Monetary Policy: Evidence from QE.” doi:10.2139/ssrn.3002047.
  • Mallick, S. K., M. S. Mohanty, and F. Zampolli. 2017. “Market Volatility, Monetary Policy and the Term Premium.” BIS Working Papers No 606.
  • Neely, C. J. 2010. “The Large-scale Asset Purchases Had Large International Effects.” Federal Reserve Bank of St. Louis Working Paper 018D.
  • Rosa, C. 2012. “How Unconventional are Large-scale Asset Purchases? The Impact of Monetary Policy on Asset Prices.” Federal Reserve Bank of New York Staff Report no. 560.
  • Wen, Y. 2014. “Evaluating Unconventional Monetary Policies ─why Aren’t They More Effective? .” Federal Reserve Bank of St. Louis Working Paper 028B.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.