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Citations for "Stressed not Frozen: The Fed Funds Market in the Financial Crisis"

by Gara Afonso & Anna Kovner & Antoinette Schoar

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  1. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports, Federal Reserve Bank of New York 488, Federal Reserve Bank of New York.
  2. Acharya, Viral V & Mora, Nada, 2011. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8706, C.E.P.R. Discussion Papers.
  3. Afonso, Gara M. & Lagos, Ricardo, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers, Federal Reserve Bank of Minneapolis 710, Federal Reserve Bank of Minneapolis.
  4. Sébastien Philippe Kraenzlin & Benedikt von Scarpatetti, 2011. "Bargaining Power in the Repo Market," Working Papers 2011-14, Swiss National Bank.
  5. Afonso, Gara M. & Lagos, Ricardo, 2014. "An Empirical Study of Trade Dynamics in the Fed Funds Market," Working Papers, Federal Reserve Bank of Minneapolis 708, Federal Reserve Bank of Minneapolis.
  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. Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
  8. Massimiliano Affinito, 2011. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 826, Bank of Italy, Economic Research and International Relations Area.
  9. Liliana Schumacher & Theodore M. Barnhill, 2011. "Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information," IMF Working Papers 11/263, International Monetary Fund.
  10. Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
  11. 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.
  12. 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.
  13. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports, Federal Reserve Bank of New York 575, Federal Reserve Bank of New York.
  14. Elizabeth Klee, 2011. "The first line of defense: the discount window during the early stages of the financial crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-23, Board of Governors of the Federal Reserve System (U.S.).
  15. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012. "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers 2012-19, School of Economics and Management, University of Aarhus.
  16. Affinito, Massimiliano, 2013. "Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Working Paper Series, European Central Bank 1607, European Central Bank.