Citations for "Stressed not Frozen: The Fed Funds Market in the Financial Crisis"
by Gara Afonso & Anna Kovner & Antoinette Schoar
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- Gary B. Gorton & Andrew Metrick, 2009.
"Securitized Banking and the Run on Repo,"
NBER Working Papers
15223, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011.
"Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada,"
11-17, Bank of Canada.
- Ricardo Lagos & Gara Afonson, 2011.
"Trade Dynamics in the Market for Federal Funds,"
2011 Meeting Papers
314, Society for Economic Dynamics.
- Acharya, Viral V & Merrouche, Ouarda, 2012.
"Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis,"
CEPR Discussion Papers
8859, C.E.P.R. Discussion Papers.
- Elizabeth Klee, 2011.
"The first line of defense: the discount window during the early stages of the financial crisis,"
Finance and Economics Discussion Series
2011-23, Board of Governors of the Federal Reserve System (U.S.).
- Viral V. Acharya & David Skeie, 2011.
"A model of liquidity hoarding and term premia in inter-bank markets,"
498, Federal Reserve Bank of New York.
- Douglas Gale & Tanju Yorulmazer, 2011.
FMG Discussion Papers
dp682, Financial Markets Group.
- Acharya, Viral V & 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.
- 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)
826, Bank of Italy, Economic Research and International Relations Area.
- Sébastien Philippe Kraenzlin & Benedikt von Scarpatetti, 2011.
"Bargaining Power in the Repo Market,"
2011-14, Swiss National Bank.
- Gara Afonso & Ricardo Lagos, 2012.
"An empirical study of trade dynamics in the fed funds market,"
550, Federal Reserve Bank of New York.
- Olivier Armantier & Adam Copeland, 2012.
"Assessing the quality of “Furfine-based” algorithms,"
575, Federal Reserve Bank of New York.
- Ritz, R. A., 2012.
"How do banks respond to increased funding uncertainty?,"
Cambridge Working Papers in Economics
1213, Faculty of Economics, University of Cambridge.