Monetary policy and bank liquidity creation : a multivariate Markov switching approach

Caglayan, M. and Mouratidis, K. (2022) Monetary policy and bank liquidity creation : a multivariate Markov switching approach. Working Paper. Sheffield Economic Research Paper Series, 2022003 (2022003). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Caglayan, M.
  • Mouratidis, K.
Copyright, Publisher and Additional Information: © 2022 The Author(s). For reuse permissions, please contact the Author(s).
Keywords: Liquidity creation; bank size; monetary policy; policy trade-off; asymmetric effects; Markov switching
Dates:
  • Published: 4 March 2022
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 25 Apr 2022 11:08
Last Modified: 21 Nov 2022 13:17
Published Version: https://www.sheffield.ac.uk/economics/research/ser...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series

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