How the PBoC’s new MLF affects the yield curve

B-Tier
Journal: Journal of International Money and Finance
Year: 2025
Volume: 154
Issue: C

Authors (2)

El-Shagi, Makram (Henan University) Jiang, Lunan (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we assess the impact of the Medium-term Lending Facility (MLF), an instrument recently introduced by the People’s Bank of China (PBoC), on treasury and corporate bond yields. This instrument and, more specifically, the transmission of its use through treasury bond yields to corporate bond yields play a major role in the more market-based policy framework the PBoC envisions for the future. Using a semi-parametric local projection framework, we show that the mechanism is already fairly effective, allowing the PBoC to manipulate the entire yield curve.

Technical Details

RePEc Handle
repec:eee:jimfin:v:154:y:2025:i:c:s0261560625000622
Journal Field
International
Author Count
2
Added to Database
2026-01-25