We introduce large-scale asset purchases (LSAPs) as a monetary policy tool within a macroeconomic model.We allow for purchases of both long-term government bonds and securities with some private risks. We argue that LSAPs should be thought of as central bank intermediation that can affect the economy to the extent there exist limits to arbitrage in…
International journal of central banking Template
Write in a clean editor, then format for International journal of central banking in one click — DocuGuru applies the official IEEE template with numbered references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
About the International journal of central banking format
International journal of central banking is a peer-reviewed journal published by IEEE, covering Monetary Policy and Economic Impact, Banking stability, regulation, efficiency, Global Financial Crisis and Policies.
| Publisher | IEEE |
|---|---|
| Reference style | Numbered (IEEE) Numbered — [1], [2] in the text [1] A. Smith, B. Jones, and C. Lee, "A representative article title," International journal of central banking, vol. 12, no. 3, pp. 45–58, 2023.
Formats any DOI in International journal of central banking style. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Banking stability, regulation, efficiency Global Financial Crisis and Policies Economic Theory and Policy Market Dynamics and Volatility |
| ISSN | 1815-4654 |
| h-index | 29 |
| i10-index | 76 |
| Total citations | 3,387 |
| Top institutions publishing here | Bank for International Settlements |
| Journal website | www.ijcb.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in International journal of central banking per year
Citation impact of International journal of central banking by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in International journal of central banking
We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the Great Recession of 2007-2009 via a time-varying parameter structural VAR model.
We investigate interlinkages and contagion risks in the Dutch interbank market. Based on several data sources, includ-ing survey data, we estimate the exposures in the interbank market at bank level. Next, we perform a scenario analysis to measure contagion risks. We find that the bankruptcy of one of the large banks will put a considerable…
This paper examines the roles of bank capital regulation and monetary policy in mitigating procyclicality and promoting macroeconomic and financial stability. The analysis is based on a dynamic stochastic model with imperfect credit markets. Macroeconomic (financial) stability is defined in terms of the volatility of nominal income (real house prices). Numerical experiments show that even…
This paper evaluates the impact of all ECB unconventional monetary policies implemented between 2007 and 2012 on bank and government borrowing costs. We employ event-based regressions to measure the effect of each policy. The borrowing conditions for banks are represented by money market spreads and covered bond spreads while the sovereign bond spreads reflect government…