The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds

Nuno Cassola, Ali Hortacsu and Jakub Kastl

No 1374, Working Paper Series from European Central Bank

Abstract: We study European banks JEL Classification: D44, E58, G01

Keywords: liquidity crisis; Multiunit auctions; primary market; structural estimation; subprime market (search for similar items in EconPapers)
Date: 2011-08
New Economics Papers: this item is included in nep-ban, nep-cba, nep-eec, nep-fmk and nep-mon
Note: 334845
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Journal Article: The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds (2013)
Working Paper: The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds (2009)
Working Paper: The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20111374

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