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When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009

Citations

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Cited by:

  1. Thomas Philippon & Philipp Schnabl, 2013. "Efficient Recapitalization," Journal of Finance, American Finance Association, vol. 68(1), pages 1-42, February.
  2. David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," Working Papers 2020-012, Federal Reserve Bank of St. Louis.
  3. König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
  4. Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2013. "Federal Reserve financial crisis lending programs and bank stock returns," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3819-3829.
  5. Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
  6. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto & Gallegati, Mauro & Stiglitz, Joseph E., 2021. "Inequality and finance in a rent economy," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 998-1029.
  7. Hett, Florian & Schmidt, Alexander, 2017. "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," Journal of Financial Economics, Elsevier, vol. 126(3), pages 635-651.
  8. Bodnaruk, Andriy & O'Brien, William & Simonov, Andrei, 2016. "Captive finance and firm's competitiveness," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 210-228.
  9. Robert McDonald & Anna Paulson, 2015. "AIG in Hindsight," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 81-106, Spring.
  10. Shakya, Shasta, 2022. "Geographic networks and spillovers between banks," Journal of Corporate Finance, Elsevier, vol. 77(C).
  11. Ahmed Baig & Drew B. Winters, 2022. "The search for a new reference rate," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 939-976, April.
  12. Cúrdia, Vasco & Woodford, Michael, 2011. "The central-bank balance sheet as an instrument of monetarypolicy," Journal of Monetary Economics, Elsevier, vol. 58(1), pages 54-79, January.
  13. Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013. "Securitization without risk transfer," Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
  14. Sophia Chen, 2015. "Uncertainty and Investment: The Financial Intermediary Balance Sheet Channel," IMF Working Papers 2015/065, International Monetary Fund.
  15. David Andolfatto & Ed Nosal, 2017. "Bank Panics and Scale Economies," Working Papers 2017-9, Federal Reserve Bank of St. Louis.
  16. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
  17. Friedman, Benjamin M. & Kuttner, Kenneth N., 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 24, pages 1345-1438, Elsevier.
  18. Maya Eden & Benjamin S. Kay, 2019. "Safe Assets as Commodity Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1651-1689, September.
  19. Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
  20. Guillaume Plantin, 2015. "Shadow Banking and Bank Capital Regulation," The Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 146-175.
  21. Kathleen Weiss Hanley & Gerard Hoberg, 2019. "Dynamic Interpretation of Emerging Risks in the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4543-4603.
  22. Aldasoro, Iñaki & Balke, Florian & Barth, Andreas & Eren, Egemen, 2022. "Spillovers of funding dry-ups," Journal of International Economics, Elsevier, vol. 137(C).
  23. Keiichiro Kobayashi & Tomoyuki Nakajima, 2014. "A macroeconomic model of liquidity crises," KIER Working Papers 876, Kyoto University, Institute of Economic Research.
  24. Philip E. Strahan, 2013. "Too Big to Fail: Causes, Consequences, and Policy Responses," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 43-61, November.
  25. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
  26. Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
  27. Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021. "Arbitrage Capital of Global Banks," Finance and Economics Discussion Series 2021-032, Board of Governors of the Federal Reserve System (U.S.).
  28. Wix, Carlo, 2017. "The long-run real effects of banking crises: Firm-level investment dynamics and the role of wage rigidity," SAFE Working Paper Series 189, Leibniz Institute for Financial Research SAFE.
  29. Steven Ongena & Günseli Tümer–Alkan & Natalja von Westernhagen, 2018. "Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?," Review of Finance, European Finance Association, vol. 22(4), pages 1335-1373.
  30. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2022. "When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems," Research Policy, Elsevier, vol. 51(8).
  31. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  32. Gorton, Gary & Metrick, Andrew, 2012. "Securitized banking and the run on repo," Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
  33. Ryuichiro Izumi, 2021. "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 146-169, April.
  34. Mark Gertler & Simon Gilchrist, 2018. "What Happened: Financial Factors in the Great Recession," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 3-30, Summer.
  35. Michael Woodford, 2011. "Comment on "Two Monetary Tools: Interest Rates and Haircuts"," NBER Chapters, in: NBER Macroeconomics Annual 2010, volume 25, pages 193-204, National Bureau of Economic Research, Inc.
  36. Metrick, Andrew, 2019. "Basel III F: Callable Commercial Paper," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(4), pages 101-110, March.
  37. Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q III), pages 31-67.
  38. Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
  39. O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
  40. Daniel García, 2020. "Employment in the Great Recession: How Important Were Household Credit Supply Shocks?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 165-203, February.
  41. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2017. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 317-365.
  42. Naoto Okahara, 2019. "Banks’ disclosure of information and financial stability regulations," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 91-115, June.
  43. Voellmy, Lukas, 2017. "Shadow Banking and Financial Stability under Limited Deposit Insurance," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168262, Verein für Socialpolitik / German Economic Association.
  44. Jose M. Berrospide & Ralf R. Meisenzahl & Briana D. Sullivan, 2012. "Credit line use and availability in the financial crisis: the importance of hedging," Finance and Economics Discussion Series 2012-27, Board of Governors of the Federal Reserve System (U.S.).
  45. Kyle D. Allen & Drew B. Winters, 2021. "Auditor response to changing risk: money market funds during the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1057-1086, April.
  46. Hossfeld, Oliver & Pramor, Marcus, 2018. "Global liquidity and exchange market pressure in emerging market economies," Discussion Papers 05/2018, Deutsche Bundesbank.
  47. Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
  48. Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
  49. Christophe Pérignon & David Thesmar & Guillaume Vuillemey, 2018. "Wholesale Funding Dry‐Ups," Journal of Finance, American Finance Association, vol. 73(2), pages 575-617, April.
  50. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
  51. David Andolfatto & Ed Nosal, 2018. "Bank runs without sequential service," Working Papers 2018-16, Federal Reserve Bank of St. Louis.
  52. Kim, Jongchul, 2018. "Propertization: The process by which financial corporate power has risen and collapsed," Review of Capital as Power, Capital As Power - Toward a New Cosmology of Capitalism, vol. 1(3), pages 58-82.
  53. Luck, Stephan & Schempp, Paul, 2014. "Banks, shadow banking, and fragility," Working Paper Series 1726, European Central Bank.
  54. Cukierman, Alex, 2019. "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," Economic Systems, Elsevier, vol. 43(3).
  55. Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).
  56. Lugo, Stefano, 2021. "Short-term debt catering," Journal of Corporate Finance, Elsevier, vol. 66(C).
  57. Korkut Alp Erturk, 2019. "Intrinsic Moral Hazard," Working Paper Series, Department of Economics, University of Utah 2019_03, University of Utah, Department of Economics.
  58. Ken B. Cyree & Mark D. Griffiths & Drew B. Winters, 2017. "Implications of a TAF program stigma for lenders: the case of publicly traded banks versus privately held banks," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 545-567, August.
  59. Philippon, Thomas & Schnabl, Philipp, 2011. "Informational Rents, Macroeconomic Rents, and Efficient Bailouts," CEPR Discussion Papers 8216, C.E.P.R. Discussion Papers.
  60. Andreea Minca & Johannes Wissel, 2020. "Dynamic Leveraging–Deleveraging Games," Operations Research, INFORMS, vol. 68(1), pages 93-114, January.
  61. Kruger, Samuel, 2018. "Disagreement and Liquidity," SocArXiv mfx6w, Center for Open Science.
  62. Mitchener, Kris & Richardson, Gary, 2020. "Contagion of Fear," CEPR Discussion Papers 14510, C.E.P.R. Discussion Papers.
  63. Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017. "Models of Financial Stability and their Application in Stress Tests," Working Papers on Finance 1805, University of St. Gallen, School of Finance.
  64. Hugonnier, Julien & Prieto, Rodolfo, 2015. "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
  65. Leila E Davis & Joao Paulo A de Souza & Gonzalo Hernandez, 2019. "An empirical analysis of Minsky regimes in the US economy," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 43(3), pages 541-583.
  66. Fernando M. Linardi, 2020. "Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis," Working Papers Series 517, Central Bank of Brazil, Research Department.
  67. Kae‐Yih Tzeng, 2023. "The ability of U.S. macroeconomic variables to predict Asian financial market returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3529-3551, October.
  68. Abbas Hejri, 2022. "On the recent developments of mutual funds with fixed‐income holdings: a systematic review," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(2), pages 2313-2338, June.
  69. Miroslav Titze, 2017. "Kríza likvidity a finančná nákaza v rokoch 20072009: ponaučenie do budúcnosti [Liquidity Crisis and Financial Contagion in 2007-2009: Another Lesson]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(6), pages 690-708.
  70. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow Banking Regulation," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 99-140, October.
  71. repec:hal:spmain:info:hdl:2441/hqvfahst79ekpe0losvq1h46k is not listed on IDEAS
  72. Zhou, Zhongzheng, 2019. "Liquidity Backup from Commercial Banks to Shadow Banks," MPRA Paper 94713, University Library of Munich, Germany.
  73. Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2020. "Revenge of the Steamroller: ABCP as a Window on Risk Choices," Review of Finance, European Finance Association, vol. 24(3), pages 497-528.
  74. Alok Johri & Terry Yip, 2015. "Financial Shocks, Customer Capital and the Trade Collapse of 2008-2009," Department of Economics Working Papers 2015-13, McMaster University, revised Sep 2015.
  75. Peter Debbaut & Huberto M. Ennis, 2014. "Large U.S. Bank Holding Companies During the 2007-09 Financial Crisis: An Overview of the Data," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 113-157.
  76. Xuewen Liu, 2018. "Diversification and Systemic Bank Runs," 2018 Meeting Papers 739, Society for Economic Dynamics.
  77. Abankwa, Samuel & Blenman, Lloyd P., 2021. "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
  78. Engineer, Merwan H. & Schure, Paul & Gillis, Mark, 2013. "A positive analysis of deposit insurance provision: Regulatory competition among European Union countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 530-544.
  79. Nicola Cetorelli & Benjamin H. Mandel & Lindsay Mollineaux, 2012. "The evolution of banks and financial intermediation: framing the analysis," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Jul), pages 1-12.
  80. Cukierman, Alex, 2018. "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," CEPR Discussion Papers 13373, C.E.P.R. Discussion Papers.
  81. Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
  82. Viral V. Acharya & Philipp Schnabl, 2010. "Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09," NBER Working Papers 16079, National Bureau of Economic Research, Inc.
  83. Cook, Douglas O. & Fu, Xudong & Tang, Tian, 2014. "The effect of liquidity and solvency risk on the inclusion of bond covenants," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 120-136.
  84. Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
  85. Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
  86. Acharya, Viral & Mora, Nada, 2011. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers 8706, C.E.P.R. Discussion Papers.
  87. Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  88. Jo, Yonghwan & Kim, Jihee & Santos, Francisco, 2022. "The impact of liquidity risk in the Chinese banking system on the global commodity markets," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 23-50.
  89. Linardi, Fernando M., 2020. "Investors’ behavior and mutual fund portfolio allocations in Brazil during the global financial crisis," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  90. Qian, Meijun & Tanyeri, Başak, 2017. "Litigation and mutual-fund runs," Journal of Financial Stability, Elsevier, vol. 31(C), pages 119-135.
  91. Karmakar, Sudipto & Lima, Diogo, 2023. "Global capital flows and the role of macroprudential policy," Journal of Financial Stability, Elsevier, vol. 67(C).
  92. Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020. "Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation [A theory of systemic risk and design of prudential bank regulation]," Review of Finance, European Finance Association, vol. 24(1), pages 1-43.
  93. David Andolfatto, 2017. "Bank Panics with Scale Economies," 2017 Meeting Papers 265, Society for Economic Dynamics.
  94. Kozubovska, Mariolia, 2017. "The effect of US bank holding companies’ exposure to asset-backed commercial paper conduits on the information opacity and systemic risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 530-545.
  95. Stefan Jacewitz & Haluk Unal & Chengjun Wu, 2022. "Shadow Insurance? Money Market Fund Investors and Bank Sponsorship [Do global banks spread global imbalances? Asset-backed commercial paper during the financial crisis of 2007–09]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(2), pages 414-456.
  96. Philipp Koenig & David Pothier, 2016. "Information Acquisition and Liquidity Dry-Ups," SFB 649 Discussion Papers SFB649DP2016-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  97. Taneli M�kinen, 2014. "Informed trading and stock market efficiency," Temi di discussione (Economic working papers) 992, Bank of Italy, Economic Research and International Relations Area.
  98. Riccardo Blasis & Luca Galati & Alexander Webb & Robert I. Webb, 2023. "Intelligent design: stablecoins (in)stability and collateral during market turbulence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  99. Matthew Baron & Emil Verner & Wei Xiong, 2021. "Banking Crises Without Panics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(1), pages 51-113.
  100. Michael Woodford, 2012. "Methods of policy accommodation at the interest-rate lower bound," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 185-288.
  101. Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2022. "How monetary policy shaped the housing boom," Journal of Financial Economics, Elsevier, vol. 144(3), pages 992-1021.
  102. Eduardo Davila & Thomas Philippon, 2018. "Incompleteness Shocks," 2018 Meeting Papers 109, Society for Economic Dynamics.
  103. Photis Lysandrou, 2022. "The European banks’ role in the financial crisis of 2007-8: a critical assessment," New Political Economy, Taylor & Francis Journals, vol. 27(5), pages 879-894, September.
  104. Mervyn K. Lewis, 2014. "A theoretical perspective on Islamic banking and financial intermediation," Chapters, in: Mervyn K. Lewis & Mohamed Ariff & Shamsher Mohamad (ed.), Risk and Regulation of Islamic Banking, chapter 2, pages 11-42, Edward Elgar Publishing.
  105. Ram Yamarthy, 2019. "Corporate Debt Maturity and the Real Economy," 2019 Meeting Papers 627, Society for Economic Dynamics.
  106. Kruger, Samuel, 2018. "The effect of mortgage securitization on foreclosure and modification," Journal of Financial Economics, Elsevier, vol. 129(3), pages 586-607.
  107. Guillaume Plantin, 2015. "Shadow Banking and Bank Capital Regulation," SciencePo Working papers Main hal-01168494, HAL.
  108. Domenica Tropeano, 2011. "The Monetary Policy Response to the Financial Crisis in the Euro Area and in the United States: A Comparison," Palgrave Macmillan Books, in: Pompeo Posta & Leila Simona Talani (ed.), Europe and the Financial Crisis, chapter 2, pages 28-45, Palgrave Macmillan.
  109. Fatih Tuluk, 2019. "Shadow Banking, Capital Requirements and Monetary Policy," Working Papers 2019.05, International Network for Economic Research - INFER.
  110. Chen, Jiakai, 2022. "Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors," Journal of Banking & Finance, Elsevier, vol. 145(C).
  111. Allen, Kyle & Saha, Pritam & Whitledge, Matthew & Winters, Drew, 2023. "Money market reforms:The effect on the commercial paper market," Journal of Banking & Finance, Elsevier, vol. 154(C).
  112. Matteo Aquilina & Andreas Schrimpf & Karamfil Todorov, 2023. "CP and CDs markets: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  113. Andrea Roncella & Ignacio Ferrero, 2020. "A MacIntyrean Perspective on the Collapse of a Money Market Fund," Journal of Business Ethics, Springer, vol. 165(1), pages 29-43, August.
  114. Joël Bessis, 2009. "Risk Management in Banking," Post-Print hal-00494876, HAL.
  115. Eisenbach, Thomas M., 2017. "Rollover risk as market discipline: A two-sided inefficiency," Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
  116. Guillaume Plantin, 2015. "Shadow Banking and Bank Capital Regulation," SciencePo Working papers hal-01168494, HAL.
  117. Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022. "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers 06/2022, Deutsche Bundesbank.
  118. Lysandrou, Photis & Shabani, Mimoza, 2017. "The Greenspan conundrum of 2005-7 and the acceleration in US ABCP supply: a single ‘reach for yield’ story," MPRA Paper 79917, University Library of Munich, Germany.
  119. Tetiana Davydiuk & Scott Richard & Ivan Shaliastovich & Amir Yaron, 2023. "How Risky Are U.S. Corporate Assets?," Journal of Finance, American Finance Association, vol. 78(1), pages 141-208, February.
  120. Lysandrou, Photis & Shabani, Mimoza & D’Avino, Carmela, 2022. "The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 31-46.
  121. Düwel, Cornelia, 2013. "Repo funding and internal capital markets in the financial crisis," Discussion Papers 16/2013, Deutsche Bundesbank.
  122. Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
  123. Emily Gallagher & Sean Collins, 2016. "Money Market Funds and the Prospect of a US Treasury Default," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-44, March.
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