Title:

The 2007 Subprime Market Crisis through the Lens of European Central Bank Auctions for Short-Term Funds

Authors:

Nuno Cassola (European Central Bank)
Ali Hortacsu (U Chicago)
Jakub Kastl (Stanford U)

Journal:

Econometrica

Year:

2013

Volume:

81

Pages:

1309-1345

JEL codes:

D44 - Auctions
E52 - Monetary Policy (Targets, Instruments, and Effects)
E58 - Central Banks and Their Policies
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages