Reference health
Real Effects of Central Bank Collateral Policy
32/32 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
47 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 32 checked references that resolve
resolves10.24187/ecostat.2017.494t.1921
Monetary policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis
resolves10.1093/rfs/hhx112
Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply
resolves10.1111/j.1540-6261.2008.01325.x
Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K.
resolves10.2307/3440134
The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence
resolves10.2307/2118465
Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms
resolves10.1016/j.jmoneco.2007.06.004
Investment spikes: New facts and a general equilibrium exploration
resolves10.1162/qjec.2008.123.2.441
Estimating Trade Flows: Trading Partners and Trading Volumes
<sup>*</sup>
resolves10.1257/aer.98.4.1413
Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market
resolves10.1016/j.jfineco.2019.07.004
Employment effects of unconventional monetary policy: Evidence from QE
resolves10.1093/epolic/eiy012
The walking dead? Zombie firms and productivity performance in OECD countries
resolves10.1016/j.jmoneco.2005.05.008
Alternative central bank credit policies for liquidity provision in a model of payments
resolves10.1162/003465303772815907
Zeros and Lumps in Investment: Empirical Evidence on Irreversibilities and Nonconvexities
resolves10.1257/0002828054825691
Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan
resolves10.1257/aer.103.3.135
The Mystique Surrounding the Central Bank's Balance Sheet, Applied to the European Crisis
The 47 references without a DOI — listed, not checked
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no DOI — not checkedLes cr�dits aux entreprises � taux particuli�rement bas en France �
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no DOI — not checkedref7
no DOI — not checkedAggregate Dynamics in Lumpy Economies
no DOI — not checkedD�cision 2012-02 du 27 septembre 2012 relative � des mesures temporaires suppl�mentaires concernant les op�rations de refinancement de la Banque de France et l'�ligibilit� des garanties, article 5 �
no DOI — not checkedNon-Neutrality of Open-Market Operations
no DOI — not checkedAgency Costs, Collateral, and Business Fluctuations
no DOI — not checkedKinked adjustment costs and aggregate dynamics
no DOI — not checkedExtended eligibility of credit claims for Eurosystem refinancing: consequences for the supply of credit to companies
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedref21
no DOI — not checkedThe Safety Trap
no DOI — not checkedThe Effect of Central Bank Liquidity Injections on Bank Lending Relationships
no DOI — not checkedTwo-way Fixed Effects Estimators with Heterogeneous Treatment Effects
no DOI — not checkedThe collateral frameworks of the Eurosystem, the Federal Reserve System and the Bank of England and the financial market turmoil
no DOI — not checkedref31
no DOI — not checkedref34
no DOI — not checkedThe implementation of monetary policy in the Euro Area: general documentation on Eurosystem monetary policy instruments and procedures
no DOI — not checkedGuideline ECB
no DOI — not checkedBox 1: Recent Developments in MFI loans to non-financial corporations broken down by economic sector
no DOI — not checkedImplementation of new collateral rules and reserve requirements
no DOI — not checkedref42
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no DOI — not checkedref53
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no DOI — not checkedref58
no DOI — not checkedIs there a broad credit channel for monetary policy
no DOI — not checkedMonetary policy and Credit Conditions: Evidence from the Composition of External Finance: Comment
no DOI — not checkedCollateral eligibility of corporate debt in the Eurosystem
no DOI — not checkedInterest Rate Policies, Banking and the Macro-economy
no DOI — not checkedPre-Test with Caution: Event-Study Estimates after Testing for Parallel Trends
no DOI — not checkedIrrelevance of Open-Market Operations in Some Economies with Government Currency Dominated in Rate of Return
no DOI — not checkedThe use of credit claims as collateral for Eurosystem credit operations
no DOI — not checkedAn Inquiry into the Nature and Effects of the Paper Credit of Great Britain, ed. with an introduction by
no DOI — not checkedref73
no DOI — not checkedThe ECBs Collateral Policy and its Future as Lender of Last Resort
no DOI — not checkedref75
no DOI — not checkedref76
no DOI — not checkedWhen the rating process is markovian, 𝑓 𝑡 does not depend on past values of the rating 𝑟𝑎𝑡 𝑓 (𝑠 ? 𝑥), 0 < 𝑥. 𝐷 𝑏 : date of bank b's default. 𝐷 𝑏 ? 𝑖 means that bank b defaults over year i. 𝐷 𝑓 : date of firm f's default. 𝐷 𝑓 ? 𝑖 means that firm f defaults over year i. 𝑟𝑎𝑡 𝑓 (𝑡) : rating of firm f at time t. When assumed fixed over year i, 𝑟𝑎𝑡 𝑓 (𝑖) is the rating of firm f over year i. 𝐴: set of all ratings
no DOI — not checkedref78
no DOI — not checkedref79
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