Abstract The US Federal Reserve has been using quantitative easing as an unconventional
monetary policy tool for providing liquidity and credit-market facilities to banks, and …

We use the time-varying parameter structural vector autoregression stochastic volatility (TVP-
SVAR-SV) and causality-in-quantiles methods to explore the linkage between market …

Abstract The People's Bank of China established the Medium-term Lending Facility in 2014
with a framework of eligible collateral. Using this as a quasi-natural experiment, this study …

This study analyzes the impact of Covid-19 on stock market liquidity of China and four worst
hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over …

This paper examines the nonlinear and dynamic cross-correlations between SHIBOR and
Chinese stock market liquidity by employing MF-DCCA method. The cross-correlations …

This research used the Bayesian method and Gibbs sampling algorithm on an unbalanced
database and examined the impacts of the liquidity creation (LC) on the financial stability …

How do cryptocurrency markets react when an exchange allows trading but freezes
withdrawals? This study examines the impact of liquidity funding shocks on the market …

Research background: In March 2020, when the US financial markets were in the grip of the
COVID-19 crisis, the Fed instituted various policies and programs to alleviate stress in …

Liquidity plays a crucial role in the risks associated with capital flows. This study points out
that, in addition to transaction costs that may hinder liquidity, increased external risk can also …

In September of 2014, ECB decides the beginning of the first Quantitative Easing (QE)
programme called Asset-Backed Securities Purchase (ABSPP) and Covered Bond …