Rinaldi, Cristina (A.A. 2020/2021) Central bank liquidity lines: history, evolution and analysi: focus on Federal Reserve and European Central Bank's swap and repo agreements during the Covid-19 crisis. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Guido Traficante, pp. 73. [Master's Degree Thesis]

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Abstract/Index

Central bank swap agreements: origin, evolution and implications. Swap and repo agreements. History. Differences and similarities between 1960s and 2008 swaps. Federal Reserve and European Central Bank’s liquidity lines during the Covid-19 crisis. FIMA. The EUR/USD FX swap market during the Covid-19 crisis. The swap and repo agreements by the European Central Bank. Effectiveness and spillback effects of ECB euro liquidity lines. Overview of ECB euro liquidity lines. Test for the effectiveness of ECB liquidity lines. Test to assess the potential spillback effect on EA countries. Comparison of the swap lines between the two crises and between Fed and ECB’s liquidity lines during the Covid-19.

References

Bibliografia: pp. 68-69. Sitografia: p. 70.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair:	International finance
Thesis Supervisor:	Traficante, Guido
Thesis Co-Supervisor:	Lippi, Francesco
Academic Year:	2020/2021
Session:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	07 Sep 2022 12:35
Last Modified:	07 Sep 2022 12:35
URI:	https://tesi.luiss.it/id/eprint/33238

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