Reference health
Collateral Easing and Safe Asset Scarcity: How Money Markets Benefit from Low-Quality Collateral
20/20 checkable references clean · checked 2026-08-28
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.
36 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 20 checked references that resolve
resolves10.1017/S0022109020000770
Safe-Asset Shortages: Evidence from the European Government Bond Lending Market
resolves10.1016/j.jfineco.2020.04.009
The scarcity effect of QE on repo rates: Evidence from the euro area
resolves10.1002/sim.3697
Balance diagnostics for comparing the distribution of baseline covariates between treatment groups in propensity‐score matched samples
resolves10.24187/ecostat.2017.494t.1921
Monetary policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis
resolves10.1016/j.jfineco.2020.06.025
The design and transmission of central bank liquidity provisions
resolves10.1111/jofi.13266
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
resolves10.1016/j.jfineco.2020.02.006
The importance of being special: Repo markets during the crisis
resolves10.1093/rfs/hhad100
Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort
resolves10.1257/aer.98.4.1413
Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market
The 36 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedExtended Eligibility of Credit Claims for Eurosystem Refinancing Consequences for the Supply of Credit to Companies
no DOI — not checkedref10
no DOI — not checkedThe Eurosystem Collateral Framework Explained
no DOI — not checkedref12
no DOI — not checkedCredit Risk Mitigation in Central Bank Operations and its Effects on Financial Markets: the Case of the Eurosystem
no DOI — not checkedCentral Bank Collateral Frameworks and Practices
no DOI — not checkedCentral Bank Operating Frameworks and Collateral Markets
no DOI — not checkedref16
no DOI — not checkedref17
no DOI — not checkedUnconventional Monetary Policy and Bank Lending Relationships
no DOI — not checkedref24
no DOI — not checkedPaying Banks to Lend? Evidence from the Eurosystem's TLTRO and the Euro Area Credit Registry
no DOI — not checkedref26
no DOI — not checkedPassthrough Efficiency in the Fed's New Monetary Policy Setting
no DOI — not checkedref30
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedCollateral, Central Bank Repos, and Systemic Arbitrage
no DOI — not checkedref34
no DOI — not checkedref35
no DOI — not checkedref36
no DOI — not checkedThe liquidity state-dependence of monetary policy transmission
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedref40
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no DOI — not checkedref43
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no DOI — not checkedref46
no DOI — not checkedBanks' Liquidity Transformation Rate: Determinants and Impact on Lending. Bank of Italy Markets
no DOI — not checkedref50
no DOI — not checkedref52
no DOI — not checkedThe Use of the Eurosystem's Monetary Policy Instruments and its Monetary Policy Implementation Framework Between the First Quarter of 2018 and the Fourth Quarter of
no DOI — not checkedref56
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