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Citations for "A Black Swan in the Money Market"

by John C. Williams & John B. Taylor

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  1. Spence Hilton & James McAndrews, 2011. "Challenges and lessons of the Federal Reserve's monetary policy operations during the financial crisis," Chapters, European Central Bank, European Central Bank.
  2. Scheubel, Beatrice & Körding, Julia, 2013. "Liquidity Regulation, the Central Bank, and the Money Market," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79754, Verein für Socialpolitik / German Economic Association.
  3. Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, Econometric Society, vol. 81(4), pages 1309-1345, 07.
  4. Alan S. Blinder, 2010. "Quantitative Easing: Entrance and Exit Strategies," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. 1219, Princeton University, Department of Economics, Center for Economic Policy Studies..
  5. Linda S. Goldberg & Craig Kennedy & Jason Miu, 2010. "Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs," NBER Working Papers 15763, National Bureau of Economic Research, Inc.
  6. Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011. "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Working Papers, Bank of Canada 11-17, Bank of Canada.
  7. Shin-ichi Fukuda, 2010. "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-759, CIRJE, Faculty of Economics, University of Tokyo.
  8. Cho‐Hoi Hui & Hans Genberg & Tsz‐Kin Chung, 2011. "Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(4), pages 307-323, October.
  9. Kui-Wai Li, 2013. "The US monetary performance prior to the 2008 crisis," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(24), pages 3450-3461, August.
  10. Nicole M. Boyson & Christof W. Stahel & René M. Stulz, 2010. "Hedge Fund Contagion and Liquidity Shocks," Journal of Finance, American Finance Association, American Finance Association, vol. 65(5), pages 1789-1816, October.
  11. Martin Pohl, 2012. "Czech Swap Market in the Crisis Period," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2012(1), pages 101-122.
  12. Judit Krekó & Csaba Balogh & Kristóf Lehmann & Róbert Mátrai & György Pulai & Balázs Vonnák, 2013. "International experiences and domestic opportunities of applying unconventional monetary policy tools," MNB Occasional Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2013/100, Magyar Nemzeti Bank (the central bank of Hungary).
  13. Swagel, Phillip, 2009. "The financial crisis: an inside view," MPRA Paper 21104, University Library of Munich, Germany.
  14. Atanasov, Vladimir & Merrick, John, 2011. "Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(12), pages 3225-3239.
  15. Alexius, Annika & Birenstam, Helene & Eklund, Johanna, 2014. "The interbank market risk premium, central bank interventions, and measures of market liquidity," Research Papers in Economics, Stockholm University, Department of Economics 2014:2, Stockholm University, Department of Economics.
  16. De Socio, Antonio, 2013. "The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(5), pages 1340-1358.
  17. Duca, John V., 2010. "Did the Commercial Paper Funding Facility Prevent a Great Depression Style Money Market Meltdown?," MPRA Paper 29255, University Library of Munich, Germany, revised 22 Feb 2011.
  18. Dirk G. Baur, 2010. "Financial Contagion and the Real Economy," CAMA Working Papers 2010-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  19. Razzak, Weshah, 2012. "Predicting Instability," MPRA Paper 52463, University Library of Munich, Germany.
  20. Pauline Barrieu & Bernard Sinclair Desgagne, 2009. "Economic policy when models disagree," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 37607, London School of Economics and Political Science, LSE Library.
  21. Michael D. Bordo & David C. Wheelock, 2010. "The promise and performance of the Federal Reserve as lender of last resort 1914-1933," Working Papers, Federal Reserve Bank of St. Louis 2010-036, Federal Reserve Bank of St. Louis.
  22. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(1), pages 117-138.
  23. Glenn D. Rudebusch, 2010. "Macro-finance models of interest rates and the economy," Working Paper Series, Federal Reserve Bank of San Francisco 2010-01, Federal Reserve Bank of San Francisco.
  24. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, Elsevier, vol. 43(C), pages 188-199.
  25. Cho-Hoi Hui & Tsz-Kin Chung & Chi-Fai Lo, 2013. "Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities," Asia-Pacific Financial Markets, Springer, Springer, vol. 20(2), pages 131-146, May.
  26. John B. Taylor, 2010. "Getting back on track: macroeconomic policy lessons from the financial crisis," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue May, pages 165-176.
  27. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series, Federal Reserve Bank of Chicago WP-2011-04, Federal Reserve Bank of Chicago.
  28. Urszula Szczerbowicz, 2012. "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers 2012-36, CEPII research center.
  29. Ding, Bill & Shawky, Hany A. & Tian, Jianbo, 2009. "Liquidity shocks, size and the relative performance of hedge fund strategies," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(5), pages 883-891, May.
  30. König, Philipp & Anand, Kartik & Heinemann, Frank, 2013. "The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79747, Verein für Socialpolitik / German Economic Association.
  31. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(12), pages 3163-3184.
  32. Dieter Nautz & Jan Scheithauer, 2009. "Monetary Policy Implementation and Overnight Rate Persistence," SFB 649 Discussion Papers SFB649DP2009-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  33. Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series, European Central Bank 1397, European Central Bank.
  34. Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers, Centre de Recherche en Economie et Statistique 2010-46, Centre de Recherche en Economie et Statistique.
  35. Demirgüc-Kunt, A. & Huizinga, H.P., 2009. "Bank Activity and Funding Strategies: The Impact on Risk and Return," Discussion Paper, Tilburg University, Center for Economic Research 2009-09, Tilburg University, Center for Economic Research.
  36. Maurice Obstfeld, 2009. "Lenders of Last Resort in a Globalized World," IMES Discussion Paper Series 09-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
  37. Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers, European University Institute ECO2012/06, European University Institute.
  38. Benoit Mojon, 2010. "The 2007–2009 Financial Crisis and the European Central Bank," Open Economies Review, Springer, Springer, vol. 21(1), pages 175-182, February.
  39. Frederic S. Mishkin, 2010. "Over The Cliff: From the Subprime to the Global Financial Crisis," NBER Working Papers 16609, National Bureau of Economic Research, Inc.
  40. Stephen G. Cecchetti, 2009. "Crisis and Responses: The Federal Reserve in the Early Stages of the Financial Crisis," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 23(1), pages 51-75, Winter.
  41. Benjamin Friedman & Kenneth Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers, Department of Economics, Williams College 2010-03, Department of Economics, Williams College.
  42. Hiroshi Fujiki, 2013. "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 64(4), pages 504-536, December.
  43. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 66, Federal Reserve Bank of Dallas.
  44. Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2014. "The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis," Journal of Financial Stability, Elsevier, Elsevier, vol. 11(C), pages 49-61.
  45. John B. Taylor, 2010. "Does the Crisis Experience Call for a New Paradigm in Monetary Policy?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research 402, CASE-Center for Social and Economic Research.
  46. Adam Ashcraft & Morten L. Bech & W. Scott Frame, 2009. "The Federal Home Loan Bank System: the lender of next-to-last resort?," Working Paper, Federal Reserve Bank of Atlanta 2009-04, Federal Reserve Bank of Atlanta.
  47. Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series, European Central Bank 1107, European Central Bank.
  48. Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014. "Mapping systemic risk: critical degree and failures distribution in financial networks," Papers 1402.4783, arXiv.org, revised Mar 2014.
  49. Wickens, Michael R., 2011. "A DSGE model of banks and financial intermediation with default risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8556, C.E.P.R. Discussion Papers.
  50. Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene M., 2011. "Liquidity Shocks and Hedge Fund Contagion," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  51. John B. Taylor, 2008. "The Mayekawa Lecture: The Way Back to Stability and Growth in the Global Economy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 37-48, December.
  52. Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
  53. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, Elsevier, vol. 29(4), pages 1228-1241.
  54. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 11/765, Ghent University, Faculty of Economics and Business Administration.
  55. Vasco Cúrdia & Michael Woodford, 2009. "Credit Spreads and Monetary Policy," NBER Working Papers 15289, National Bureau of Economic Research, Inc.
  56. Mark Carney, 2012. "Un marco de política monetaria para todas las estaciones," Boletín, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 69-77, Abril-jun.
  57. Oliver Hart & Luigi Zingales, 2011. "A New Capital Regulation for Large Financial Institutions," American Law and Economics Review, Oxford University Press, Oxford University Press, vol. 13(2), pages 453-490.
  58. Di Maggio, Marco, 2010. "The Political Economy of the Yield Curve," MPRA Paper 20697, University Library of Munich, Germany.
  59. Naohiko Baba & Frank Packer, 2008. "Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08," BIS Working Papers 267, Bank for International Settlements.
  60. Li, Kui-Wai, 2011. "A study on the volatility forecast of the US housing market in the 2008 crisis," MPRA Paper 41033, University Library of Munich, Germany.
  61. Tao Wu, 2008. "On the effectiveness of the Federal Reserve's new liquidity facilities," Working Papers, Federal Reserve Bank of Dallas 0808, Federal Reserve Bank of Dallas.
  62. Rose, Andrew K & Spiegel, Mark, 2011. "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8557, C.E.P.R. Discussion Papers.
  63. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series, Federal Reserve Bank of San Francisco 2009-13, Federal Reserve Bank of San Francisco.
  64. James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.
  65. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(1), pages 85-105.
  66. Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
  67. Sokolov, V., 2012. "The Impact of Central Bank Liquidity Infusions on Banks with High Level of Foreign Borrowing during the Crisis," Journal of the New Economic Association, New Economic Association, New Economic Association, vol. 13(1), pages 51-78.
  68. Gorea, Denis & Radev, Deyan, 2014. "The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?," International Review of Economics & Finance, Elsevier, Elsevier, vol. 30(C), pages 78-100.
  69. Dubecq, S. & Mojon, B. & Ragot, X., 2009. "Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy," Working papers, Banque de France 254, Banque de France.
  70. Viral V. Acharya & David Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports, Federal Reserve Bank of New York 498, Federal Reserve Bank of New York.
  71. Campbell, Sean & Covitz, Daniel & Nelson, William & Pence, Karen, 2011. "Securitization markets and central banking: An evaluation of the term asset-backed securities loan facility," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(5), pages 518-531.
  72. Akay, Ozgur (Ozzy) & Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B., 2013. "A look inside AMLF: What traded and who benefited," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(5), pages 1643-1657.
  73. Kowalski, Tadeusz & Shachmurove, Yochanan, 2014. "The reaction of the U.S. and the European Monetary Union to recent global financial crises," Global Finance Journal, Elsevier, vol. 25(1), pages 27-47.
  74. Eisenschmidt, Jens & Tapking, Jens, 2009. "Liquidity risk premia in unsecured interbank money markets," Working Paper Series, European Central Bank 1025, European Central Bank.
  75. Gert Peersman, 2012. "Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound," 2012 Meeting Papers, Society for Economic Dynamics 400, Society for Economic Dynamics.
  76. Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 515-527.
  77. Stephen G. Cecchetti, 2008. "Crisis and Responses: the Federal Reserve and the Financial Crisis of 2007-2008," NBER Working Papers 14134, National Bureau of Economic Research, Inc.
  78. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, Elsevier, vol. 87(1), pages 162-177.
  79. John Taylor, 2010. "An Exit Rule for Monetary Policy," Discussion Papers, Stanford Institute for Economic Policy Research 09-009, Stanford Institute for Economic Policy Research.
  80. Nikolov, Pavel, 2010. "Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe," MPRA Paper 24126, University Library of Munich, Germany, revised 27 Jul 2010.
  81. Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0166, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  82. Ciner, Cetin, 2011. "Eurocurrency interest rate linkages: A frequency domain analysis," International Review of Economics & Finance, Elsevier, Elsevier, vol. 20(4), pages 498-505, October.
  83. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
  84. Gert Peersman, 2011. "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers 333, Society for Economic Dynamics.
  85. Baba, Naohiko & Packer, Frank, 2009. "From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(8), pages 1350-1374, December.
  86. Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1414, Faculty of Economics, University of Cambridge.
  87. Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin 1218, DIW Berlin, German Institute for Economic Research.
  88. Marie Hoerova & Cornelia Holthausen & Florian Heider, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," 2009 Meeting Papers, Society for Economic Dynamics 929, Society for Economic Dynamics.
  89. Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1213, Faculty of Economics, University of Cambridge.
  90. Yang Chang & Erik Schlogl, 2014. "A Consistent Framework for Modelling Basis Spreads in Tenor Swaps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 348, Quantitative Finance Research Centre, University of Technology, Sydney.
  91. Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens, 2014. "The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 43(C), pages 107-129.
  92. Abbassi, Puriya & Linzert, Tobias, 2012. "The effectiveness of monetary policy in steering money market rates during the financial crisis," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(4), pages 945-954.
  93. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series, European Central Bank 1563, European Central Bank.
  94. Fukuda, Shin-ichi, 2012. "Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(12), pages 3185-3196.
  95. Marcel Kohler & Adrian Saville, 2011. "Measuring the Impact of Trade Finance on South African Export Flows," Working Papers 232, Economic Research Southern Africa.
  96. Đorđe Đukić & Mališa Đukić, 2009. "The Global Financial Crisis and the Behaviour of Short-Term Interest Rates International and Serbian Aspects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 491-506, December.
  97. Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
  98. Gerlach, Petra, 2013. "Euro area CDS spreads in the crisis: The role of open market operations and contagion," Papers, Economic and Social Research Institute (ESRI) WP449, Economic and Social Research Institute (ESRI).
  99. Heiko Hesse & Nathaniel Frank, 2009. "The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis," IMF Working Papers 09/206, International Monetary Fund.
  100. John B. Taylor, 2011. "Macroeconomic Lessons from the Great Deviation," NBER Chapters, in: NBER Macroeconomics Annual 2010, Volume 25, pages 387-395 National Bureau of Economic Research, Inc.
  101. Daniel L. Thornton, 2009. "The Fed, liquidity, and credit allocation," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jan, pages 13-22.
  102. Angelo Baglioni, 2009. "Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) ief0091, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  103. Marco Taboga, 2013. "What is a prime bank? A Euribor – OIS spread perspective," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 895, Bank of Italy, Economic Research and International Relations Area.
  104. Felix Geiger & Oliver Sauter, 2009. "Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany 312/2009, Department of Economics, University of Hohenheim, Germany.
  105. In, Francis & Cui, Jin & Maharaj, Elizabeth Ann, 2012. "The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1106-1125.
  106. Kevin x.d. Huang & J. scott Davis, 2013. "Credit Risks and Monetary Policy Trade-Offs," Vanderbilt University Department of Economics Working Papers 13-00004, Vanderbilt University Department of Economics.
  107. Stefano Puddu & Andreas Waelchli, 2011. "Too TAF Towards the Risk," IRENE Working Papers, IRENE Institute of Economic Research 11-01, IRENE Institute of Economic Research.
  108. John Taylor & John Williams, 2008. "Further Results on a Black Swan in the Money Market," Discussion Papers, Stanford Institute for Economic Policy Research 07-046, Stanford Institute for Economic Policy Research.
  109. Carlos Carvalho & Stefano Eusepi & Christian Grisser, 2012. "Iniciativas de política durante la recesión global. ¿Cuáles eran las expectativas de los analistas?," Boletín, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 78-93, Abril-jun.
  110. Fernandez, Adriana Z. & Koenig, Evan F. & Nikolsko-Rzhevskyy, Alex, 2010. "Can alternative Taylor-rule specifications describe Federal Reserve policy decisions?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 32(6), pages 733-757, November.
  111. Volha Audzei, 2012. "Efficiency of Central Bank Policy During the Crisis : Role of Expectations in Reinforcing Hoarding Behavior," CERGE-EI Working Papers wp477, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  112. Warren B. Hrung & Jason S. Seligman, 2011. "Responses to the financial crisis, treasury debt, and the impact on short-term money markets," Staff Reports, Federal Reserve Bank of New York 481, Federal Reserve Bank of New York.
  113. Rose, Andrew K. & Wieladek, Tomasz, 2012. "Too big to fail: Some empirical evidence on the causes and consequences of public banking interventions in the UK," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(8), pages 2038-2051.
  114. Nikolov, Pavel, 2010. "Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe," MPRA Paper 23945, University Library of Munich, Germany.
  115. Baba, Naohiko & Packer, Frank, 2009. "Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(11), pages 1953-1962, November.
  116. Rita Babihuga & Marco Spaltro, 2014. "Bank Funding Costs for International Banks," IMF Working Papers 14/71, International Monetary Fund.
  117. Silvia Gabrieli, 2010. "The functioning of the European interbank market during the 2007-08 financial crisis," CEIS Research Paper, Tor Vergata University, CEIS 158, Tor Vergata University, CEIS, revised 28 May 2010.
  118. Patrick McGuire & Goetz von Peter, 2009. "The US dollar shortage in global banking and the international policy response," BIS Working Papers 291, Bank for International Settlements.
  119. £ukasz Goczek, 2011. "Federal policy responses to the 2007-2009 credit crunch in the US," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 6, pages 27-42.
  120. Ji, Philip Inyeob & In, Francis, 2010. "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(5), pages 575-589, December.
  121. Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1339-1357.
  122. Filipović, Damir & Trolle, Anders B., 2013. "The term structure of interbank risk," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(3), pages 707-733.
  123. James McAndrews & Asani Sarkar & Zhenyu Wang, 2008. "The effect of the Term Auction Facility on the London Inter-Bank Offered Rate," Staff Reports, Federal Reserve Bank of New York 335, Federal Reserve Bank of New York.
  124. Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 89, Federal Reserve Bank of Dallas.
  125. Jonathan D. Ostry & Atish R. Ghosh & Marcos Chamon, 2012. "Dos objetivos, dos instrumentos: políticas monetaria y cambiaria en economías de mercados emergentes," Boletín, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 94-114, Abril-jun.
  126. Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers, University of Milano-Bicocca, Department of Economics 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  127. Cécile Bastidon, 2013. "Un modèle théorique d'intermédiation : transmission et gestion des chocs," Post-Print, HAL hal-00806524, HAL.
  128. Aslanidis, Nektarios & Demiralp, Selva, 2013. "How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?," Working Papers 2072/211885, Universitat Rovira i Virgili, Department of Economics.
  129. Muto, Ichiro, 2012. "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper 43220, University Library of Munich, Germany.
  130. Andreas Fuster & Paul S. Willen, 2010. "$1.25 Trillion is still real money : some facts about the effects of the Federal Reserve’s mortgage market investments," Public Policy Discussion Paper, Federal Reserve Bank of Boston 10-4, Federal Reserve Bank of Boston.