Asset Management and Financial Stability
Editor
- Office of Financial Research
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Raddatz, Claudio & Schmukler, Sergio L., 2012.
"On the international transmission of shocks: Micro-evidence from mutual fund portfolios,"
Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
- Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
- Schmukler, Sergio & Raddatz, Claudio, 2012. "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers 9070, C.E.P.R. Discussion Papers.
- Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series 6072, The World Bank.
- Claudio Raddatz & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile 668, Central Bank of Chile.
- AfDB AfDB, . "AfDB Group Annual Report 2011 (Portuguese)," Annual Report, African Development Bank, number 393.
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012.
"The role of institutional investors in propagating the crisis of 2007–2008,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 491-518.
- Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010. "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Timmermann, Allan & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009.
"Market Liquidity and Funding Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013.
"Repo and Securities Lending,"
NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148,
National Bureau of Economic Research, Inc.
- Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and Securities Lending," NBER Working Papers 18549, National Bureau of Economic Research, Inc.
- Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and securities lending," Staff Reports 529, Federal Reserve Bank of New York.
- Ben S. Bernanke, 2013. "Monitoring the Financial System : a speech at the 49th Annual Conference on Bank Structure and Competition sponsored by the Federal Reserve Bank of Chicago, Chicago, Illinois, May 10, 2013," Speech 621, Board of Governors of the Federal Reserve System (U.S.).
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010.
"Financial Innovation and Financial Fragility,"
Working Papers
2010.114, Fondazione Eni Enrico Mattei.
- Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010. "Financial Innovation and Financial Fragility," Institutions and Markets Papers 96496, Fondazione Eni Enrico Mattei (FEEM).
- Ken Anadu & Steffanie Brady & Nathaniel R. Cooper, 2012. "The stability of prime money market mutual funds: sponsor support from 2007 to 2011," Supervisory Research and Analysis Working Papers RPA 12-3, Federal Reserve Bank of Boston.
- AfDB AfDB, . "AfDB Group Annual Report 2011 (Arabic)," Annual Report, African Development Bank, number 394.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Esteban Pérez Caldentey, 2017.
"Quantitative Easing (QE), Changes in Global Liquidity, and Financial Instability,"
International Journal of Political Economy, Taylor & Francis Journals, vol. 46(2-3), pages 91-112, July.
- Esteban Ramon Perez Caldentey, 2017. "Quantitative easing, changes in global liquidity and financial instability," Working Papers PKWP1701, Post Keynesian Economics Society (PKES).
- Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
- John H. Cochrane, 2014. "Toward a Run-free Financial System," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 10, Hoover Institution, Stanford University.
- Pagano, Marco & Sánchez Serrano, Antonio & Zechner, Jozef, 2019. "Can ETFs contribute to systemic risk?," Report of the Advisory Scientific Committee 9, European Systemic Risk Board.
- Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.
- Raphaëlle BELLANDO & Laura-Dona CAPOTA & Sébastien GALANTI, 2019. "The impact of return shocks on mutual funds’ flows: an empirical study of French bond mutual funds," LEO Working Papers / DR LEO 2730, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Office of Financial Research (ed.), 2013. "Office of Financial Research 2013 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 13-2.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019. "Liquidity shocks and institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 184-209.
- Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017. "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers 11993, C.E.P.R. Discussion Papers.
- König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
- Federica Cucchiella & Idiano D’Adamo & Paolo Rosa, 2015. "Industrial Photovoltaic Systems: An Economic Analysis in Non-Subsidized Electricity Markets," Energies, MDPI, vol. 8(11), pages 1-16, November.
- Goldstein, Itay & Jiang, Hao & Ng, David T., 2017. "Investor flows and fragility in corporate bond funds," Journal of Financial Economics, Elsevier, vol. 126(3), pages 592-613.
- Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013.
"Investors' Horizons and the Amplification of Market Shocks,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1607-1648.
- Cristina Cella & Andrew Ellul & Mariassunta Giannetti, "undated". "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers dp717, Financial Markets Group.
- Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013. "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics 119037, London School of Economics and Political Science, LSE Library.
- Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010. "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers 8083, C.E.P.R. Discussion Papers.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Pittaway, Timothy & Niekerk, Pieter van, 2015. "Horizon- Scanning the Ostrich Industry with Bibliometric Indicators," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 10(1), pages 1-8, March.
- Nathan Foley-Fisher & Borghan Narajabad & Stephane Verani, 2016.
"Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry,"
NBER Working Papers
22774, National Bureau of Economic Research, Inc.
- Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2016. "Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series 2016-050, Board of Governors of the Federal Reserve System (U.S.).
- Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
- Czech, Robert, 2021.
"Credit default swaps and corporate bond trading,"
Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Czech, Robert, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.
- Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
- Hu, Conghui & Liu, Yu-Jane & Zhu, Ning, 2019. "De-Leverage and illiquidity contagion," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 1-18.
- Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley, 2019.
"The counterparty risk exposure of ETF investors,"
Journal of Banking & Finance, Elsevier, vol. 102(C), pages 215-230.
- Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung, 2014. "The Counterparty Risk Exposure of ETF Investors," Working Papers halshs-01023807, HAL.
- Christophe Hurlin & Grégoire Iseli & Christophe Pérignon & Stanley Yeung, 2019. "The counterparty risk exposure of ETF investors," Post-Print hal-03579305, HAL.
- Sebastian Infante, 2015. "Liquidity Windfalls: The Consequences of Repo Rehypothecation," Finance and Economics Discussion Series 2015-22, Board of Governors of the Federal Reserve System (U.S.).
- Fiordelisi, Franco & Mare, Davide Salvatore, 2014. "Competition and financial stability in European cooperative banks," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 1-16.
- Anna Paulson & Richard Rosen, 2016.
"The Life Insurance Industry and Systemic Risk: A Bond Market Perspective,"
Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
- Anna L. Paulson & Richard J. Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Working Paper Series WP-2016-4, Federal Reserve Bank of Chicago.
- Escobar, Octavio R. & Le Chaffotec, Alexandra, 2015. "The influence of OPEC membership on economic development: A transaction cost comparative approach," Research in International Business and Finance, Elsevier, vol. 33(C), pages 304-318.
- Abbott, Malcolm & Cohen, Bruce, 2016. "The privatization and de-privatization of rail industry assets in Australia and New Zealand," Utilities Policy, Elsevier, vol. 41(C), pages 48-56.
- William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywords
Financial Stability; Asset Management;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ofr:report:13-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gregory Feldberg (email available below). General contact details of provider: https://edirc.repec.org/data/ofrgvus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.