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Adam Matthew Copeland

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York.

    Mentioned in:

    1. Can Margin Requirements Improve Financial Resilience?
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-01-25 23:55:46
    2. A Primer on Securities Lending
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-11-07 19:49:47
  2. George Hall & Adam Copeland & Louis Maccini, 2015. "Interest Rates and the Market for New Light Vehicles," Working Papers 94, Brandeis University, Department of Economics and International Business School.

    Mentioned in:

    1. 2012 deflation explained
      by Bruno Duarte in EUnomics on 2018-09-19 21:04:50
  3. Adam Copeland & Antoine Martin & Michael Walker, 2011. "Repo runs: evidence from the tri-party repo market," Staff Reports 506, Federal Reserve Bank of New York.

    Mentioned in:

    1. Bank Financing: The Disappearance of Interbank Lending
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-03-05 13:27:04

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020. "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic," Finance and Economics Discussion Series 2020-050, Board of Governors of the Federal Reserve System (U.S.).

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Spanish Influenza

Working papers

  1. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Staff Reports 1010, Federal Reserve Bank of New York.

    Cited by:

    1. Darrell Duffie & Jeremy C. Stein, 2023. "Jackson Hole 2023 - Structural Changes in Financial Markets and the Conduct of Monetary Policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, August.
    2. Rossi Arthur & Lecomte Ernest & Legrand Théophile & Nguyen Benoît, 2023. "French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis [Déterminants, évolutions de la liquidité de la dette souveraine française et résilience au," Bulletin de la Banque de France, Banque de France, issue 246.

  2. Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.

    Cited by:

    1. Gambacorta, Leonardo & Dautović, Ernest & Reghezza, Alessio, 2023. "Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation," CEPR Discussion Papers 18175, C.E.P.R. Discussion Papers.
    2. Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
    3. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
    4. Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
    5. Girotti, Mattia & Horny, Guillaume, 2023. "Monetary policy transmission through banks when liquidity is abundant but unevenly distributed," Finance Research Letters, Elsevier, vol. 56(C).
    6. Smith, A. Lee & Valcarcel, Victor J., 2023. "The financial market effects of unwinding the Federal Reserve’s balance sheet," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    7. Paulick, Jan, 2022. "Financial market infrastructures : Essays on liquidity, participant behaviour and information extraction," Other publications TiSEM 004942ed-f68d-40cc-a830-b, Tilburg University, School of Economics and Management.
    8. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    9. David Skovmand & Jacob Bjerre Skov, 2022. "Decomposing LIBOR in Transition: Evidence from the Futures Markets," Papers 2201.06930, arXiv.org, revised Mar 2022.
    10. Benoit Nguyen & Davide Tomio & Miklos Vari, 2023. "Safe Asset Scarcity and Monetary Policy Transmission," Working papers 934, Banque de France.
    11. John Caramichael & Gordon Y. Liao, 2022. "Stablecoins: Growth Potential and Impact on Banking," International Finance Discussion Papers 1334, Board of Governors of the Federal Reserve System (U.S.).

  3. Haelim Anderson & Adam Copeland, 2020. "The Value of Opacity in a Banking Crisis," Liberty Street Economics 20200402, Federal Reserve Bank of New York.

    Cited by:

    1. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "European Banks and the Covid-19 Crash Test," EconPol Policy Brief 30, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

  4. Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.

    Cited by:

    1. Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65, december.
    2. Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.
    3. Ellen Ryan & Karl Whelan, 2023. "A Model of QE, Reserve Demand, and the Money Multiplier," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 407-439, March.
    4. Saidi, Farzad & Bosshardt, Joshua & Kakhbod, Ali, 2022. "The Bank Liquidity Channel of Financial (In)stability," CEPR Discussion Papers 16438, C.E.P.R. Discussion Papers.
    5. Smith, A. Lee & Valcarcel, Victor J., 2023. "The financial market effects of unwinding the Federal Reserve’s balance sheet," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    6. Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).

  5. Adam Copeland & Michael J. Fleming & Frank M. Keane & Radhika Mithal, 2018. "Do You Know How Your Treasury Trades Are Cleared and Settled?," Liberty Street Economics 20180912, Federal Reserve Bank of New York.

    Cited by:

    1. Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.

  6. Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2016. "The U.S. Bilateral Repo Market: Lessons from a New Survey," Briefs 16-01, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    2. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3.
    3. Flood, M. D. & Jagadish, H. V. & Raschid, L., 2016. "Big data challenges and opportunities in financial stability monitoring," Financial Stability Review, Banque de France, issue 20, pages 129-142, April.
    4. Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).

  7. Viktoria Baklanova & Cecilia R. Caglio & Marco Cipriani & Adam Copeland, 2016. "The use of collateral in bilateral repurchase and securities lending agreements," Staff Reports 758, Federal Reserve Bank of New York.

    Cited by:

    1. Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
    2. Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
    3. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
    4. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
    5. Carlos Cañón & Jorge Florez-Acosta & Karoll Gómez, 2023. "The effects of two-way lending between financial conglomerates in bilateral repo markets," Borradores de Economia 1246, Banco de la Republica de Colombia.
    6. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
    7. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
    8. Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
    9. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    10. Tomas Breach & Thomas B. King, 2018. "Securities Financing and Asset Markets: New Evidence," Working Paper Series WP-2018-22, Federal Reserve Bank of Chicago.
    11. Gorton, Gary & Laarits, Toomas & Metrick, Andrew, 2020. "The run on repo and the Fed’s response," Journal of Financial Stability, Elsevier, vol. 48(C).
    12. William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
    13. Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
    14. W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
    15. Narayan Bulusu & Sermin Gungor, 2021. "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 557-581, May.
    16. Jun Kyung Auh & Mattia Landoni, 2022. "Loan Terms and Collateral: Evidence from the Bilateral Repo Market," Journal of Finance, American Finance Association, vol. 77(6), pages 2997-3036, December.
    17. Narayan Bulusu, 2020. "Why Do Central Banks Make Public Announcements of Open Market Operations?," Staff Working Papers 20-35, Bank of Canada.

  8. George Hall & Adam Copeland & Louis Maccini, 2015. "Interest Rates and the Market for New Light Vehicles," Working Papers 94, Brandeis University, Department of Economics and International Business School.

    Cited by:

    1. Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Discussion Papers 19-09, Department of Economics, University of Birmingham.

  9. Adam Copeland & Rod Garratt, 2015. "Nonlinear pricing with competition: the market for settling payments," Staff Reports 737, Federal Reserve Bank of New York.

    Cited by:

    1. Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro, 2017. "The economics of distributed ledger technology for securities settlement," Bank of England working papers 670, Bank of England.

  10. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York.

    Cited by:

    1. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
    2. Darrell Duffie, 2018. "Financial Regulatory Reform After the Crisis: An Assessment," Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
    3. Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
    4. Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
    5. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
    6. Andrea Aguiar & Dror Y. Kenett & Richard Bookstaber & Thomas Wipf, 2016. "A Map of Collateral Uses and Flows," Working Papers 16-06, Office of Financial Research, US Department of the Treasury.
    7. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
    8. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3.
    9. Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," CAEPR Working Papers 2016-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    10. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
    11. Maurin, Vincent, 2022. "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    12. Ravi Kashyap, 2016. "Securities Lending Strategies: Exclusive Valuations and Auction Bids," Papers 1603.00987, arXiv.org, revised Jul 2019.
    13. Ravi Kashyap, 2016. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Papers 1609.01274, arXiv.org, revised Mar 2022.
    14. Narayan Bulusu & Sermin Gungor, 2018. "Government of Canada Securities in the Cash, Repo and Securities Lending Markets," Discussion Papers 18-4, Bank of Canada.
    15. Tomas Breach & Thomas B. King, 2018. "Securities Financing and Asset Markets: New Evidence," Working Paper Series WP-2018-22, Federal Reserve Bank of Chicago.
    16. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    17. Savi Virolainen, 2020. "A mixture autoregressive model based on Gaussian and Student's $t$-distributions," Papers 2003.05221, arXiv.org, revised May 2020.
    18. Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2017. "Deviations from Covered Interest Rate Parity," NBER Working Papers 23170, National Bureau of Economic Research, Inc.
    19. 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.
    20. Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
    21. Narayan Bulusu & Sermin Gungor, 2021. "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 557-581, May.
    22. Hiroshi Fujiki & Charles M. Kahn, 2016. "Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays," IMES Discussion Paper Series 16-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
    23. Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
    24. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
    25. Marco Macchiavelli & Xing (Alex) Zhou, 2022. "Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective," Management Science, INFORMS, vol. 68(5), pages 3379-3398, May.
    26. Meraj Allahrakha & Benjamin Munyan, 2016. "Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market," Working Papers 16-11, Office of Financial Research, US Department of the Treasury.
    27. Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
    28. Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (U.S.).
    29. Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
    30. Christoph Aymanns & Co-Pierre Georg & Benjamin Golub, 2017. "Illiquidity spirals in Coupled Over-The-Counter Markets," Working Papers on Finance 1810, University of St. Gallen, School of Finance.
    31. Ahn, Jungkyu & Ahn, Yongkil, 2023. "Clogged pipes in the repo market," Finance Research Letters, Elsevier, vol. 57(C).
    32. Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
    33. Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
    34. Mehmet Benturk & Marshall J. Burak, 2018. "Modelling Haircuts: Evidence from NYSE Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-6.

  11. Jacob Adenbaum & Adam Copeland & John J. Stevens, 2015. "Do long-haul truckers undervalue future fuel savings?," Finance and Economics Discussion Series 2015-118, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Linfang Shen & Kuoyu Liu & Jinfei Chai & Weibin Ma & Xiaoxiong Guo & Yao Li & Peng Zhao & Boying Liu, 2022. "Research on the Mathematical Model for Optimal Allocation of Human Resources in the Operation and Maintenance Units of a Heavy Haul Railway," Mathematics, MDPI, vol. 10(19), pages 1-18, October.
    2. Turner, Elizabeth H. & Thompson, Mark A., 2023. "Further evidence on the financial impact of environmental regulations on the trucking industry," Transport Policy, Elsevier, vol. 133(C), pages 134-143.
    3. Arakawa, Kiyoshi, 2022. "Assessing consumer valuations of future costs versus purchase prices in Japan's auto market," Economics of Transportation, Elsevier, vol. 30(C).

  12. Paul Agueci & Leyla Alkan & Adam Copeland & Isaac Davis & Antoine Martin & Kate Pingitore & Caroline Prugar & Tyisha Rivas, 2014. "A primer on the GCF Repo® Service," Staff Reports 671, Federal Reserve Bank of New York.

    Cited by:

    1. Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
    2. Ebner, André & Fecht, Falko & Schulz, Alexander, 2016. "How central is central counterparty clearing? A deep dive into a European repo market during the crisis," Discussion Papers 14/2016, Deutsche Bundesbank.
    3. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
    4. Bank for International Settlements, 2017. "Repo market functioning," CGFS Papers, Bank for International Settlements, number 59, december.
    5. Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
    6. Fleckenstein, Matthias & Longstaff, Francis A., 2020. "The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?," Journal of Financial Economics, Elsevier, vol. 137(3), pages 637-658.

  13. Adam Copeland & Adam Hale Shapiro, 2013. "Price Setting in an Innovative Market," Working Paper Series 2013-04, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2010. "Cross–Sectoral Variation in Firm–Level Idiosyncratic Risk," Working Paper series 28_10, Rimini Centre for Economic Analysis.
    2. CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2014. "Cross-sectoral variation in the volatility of plant-level idiosyncratic shocks," Cahiers de recherche 2014-09, Universite de Montreal, Departement de sciences economiques.

  14. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and securities lending," Staff Reports 529, Federal Reserve Bank of New York.

    Cited by:

    1. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
    2. Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013. "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series WP-2013-22, Federal Reserve Bank of Chicago.
    3. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
    4. Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1.
    5. Thorvald Grung Moe, 2012. "Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity," Economics Working Paper Archive wp_712, Levy Economics Institute.
    6. Robert McDonald & Anna Paulson, 2015. "AIG in Hindsight," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 81-106, Spring.
    7. 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.).
    8. Nicola Cetorelli, 2015. "Hybrid Intermediaries," Liberty Street Economics 20150112, Federal Reserve Bank of New York.
    9. Olav Syrstad, 2020. "Covered Interest Parity in long-dated securities," Working Paper 2020/11, Norges Bank.
    10. Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
    11. Adam Kirk & James J. McAndrews & Parinitha Sastry & Phillip Weed, 2014. "Matching collateral supply and financing demands in dealer banks," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 127-151.
    12. Office of Financial Research (ed.), 2013. "Asset Management and Financial Stability," Reports, Office of Financial Research, US Department of the Treasury, number 13-1.
    13. Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R., 2017. "Funding liquidity, market liquidity and TED spread: A two-regime model," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 143-158.
    14. 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.
    15. Adrian, Tobias & Breuer, Peter & Ashcraft, Adam & Cetorelli, Nicola, 2018. "A Review of Shadow Banking," CEPR Discussion Papers 13363, C.E.P.R. Discussion Papers.
    16. Gaetano Antinolfi & Francesca Carapella & Charles M. Kahn & Antoine Martin & David C. Mills & Ed Nosal, 2012. "Repos, fire sales, and bankruptcy policy," Working Paper Series WP-2012-15, Federal Reserve Bank of Chicago.
    17. Palan, R. & Nesvetailova, A., 2013. "The Governance of the Black Holes of the World Economy: Shadow Banking and Offshore Finance," CITYPERC Working Paper Series 2013-03, Department of International Politics, City University London.
    18. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
    19. David Aikman & Jonathan Bridges & Anil Kashyap & Caspar Siegert, 2019. "Would Macroprudential Regulation Have Prevented the Last Crisis?," Journal of Economic Perspectives, American Economic Association, vol. 33(1), pages 107-130, Winter.
    20. Anderson, Ronald W. & Jõeveer, Karin, 2014. "The economics of collateral," LSE Research Online Documents on Economics 59295, London School of Economics and Political Science, LSE Library.
    21. Maxim Bichuch & Agostino Capponi & Stephan Sturm, 2015. "Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples," Papers 1501.05893, arXiv.org, revised Aug 2016.
    22. Huh, Yesol & Infante, Sebastian, 2021. "Bond market intermediation and the Role of Repo," Journal of Banking & Finance, Elsevier, vol. 122(C).
    23. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
    24. Frank M. Keane, 2013. "Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 19(May).
    25. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
    26. Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
    27. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    28. Fligstein, Neil & Goldstein, Adam, 2012. "Sucker Punched by the Invisible Hand," Institute for Research on Labor and Employment, Working Paper Series qt1754s7tz, Institute of Industrial Relations, UC Berkeley.
    29. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking regulation," Staff Reports 559, Federal Reserve Bank of New York.
    30. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.
    31. Adrian, Tobias, 2015. "Financial Stability Policies for Shadow Banking," CEPR Discussion Papers 10435, C.E.P.R. Discussion Papers.
    32. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, December.
    33. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports 580, Federal Reserve Bank of New York.
    34. Francesco Molteni, 2015. "Liquidity, Government Bonds and Sovereign Debt Crises," Working Papers 2015-32, CEPII research center.
    35. Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
    36. Andrzej Slawinski, 2015. "Shielding money creation from severe banking crises: How useful are proposals offered by the alternative reform plans?," Bank i Kredyt, Narodowy Bank Polski, vol. 46(3), pages 191-206.
    37. William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
    38. 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.
    39. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," The Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1747-1779.
    40. 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.
    41. Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
    42. W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
    43. Corradin, Stefano & Maddaloni, Angela, 2017. "The importance of being special: repo markets during the crisis," Working Paper Series 2065, European Central Bank.
    44. Arvind Krishnamurthy & Stefan Nagel, 2013. "Interpreting Repo Statistics in the Flow of Funds Accounts," NBER Working Papers 19389, National Bureau of Economic Research, Inc.
    45. Fukunaga, Ichiro & Kato, Naoya, 2016. "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 17-34.
    46. Thiemann, Matthias & Birk, Marius, 2015. "The regulation of repo markets: Incorporating public interest through a stronger role of civil society," SAFE White Paper Series 25, Leibniz Institute for Financial Research SAFE.
    47. Valderrama, Laura, 2015. "Macroprudential regulation under repo funding," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 178-199.
    48. Mariana Khapko & Marius Zoican, 2020. "How Fast Should Trades Settle?," Management Science, INFORMS, vol. 66(10), pages 4573-4593, October.
    49. Borghan Narajabad, 2017. "ON RRP and Stability of the Tri-party Market," 2017 Meeting Papers 1151, Society for Economic Dynamics.
    50. Sabrina Pellerin & Steven Sabol & John R. Walter, 2013. "MBS Real Estate Investment Trusts: A Primer," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 193-227.
    51. Yesol Huh & Sebastian Infante, 2017. "Bond Market Intermediation and the Role of Repo," Finance and Economics Discussion Series 2017-003, Board of Governors of the Federal Reserve System (U.S.).
    52. Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
    53. Buschmann, Christian & Schmaltz, Christian, 2017. "Sovereign collateral as a Trojan Horse: Why do we need an LCR+," Journal of Financial Stability, Elsevier, vol. 33(C), pages 311-330.

  15. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.

    Cited by:

    1. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2016. "How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 247-280, March.
    2. Fecht, Falko & Peydró, José-Luis & Abbassi, Puriya & Bräuning, Falk, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, C.E.P.R. Discussion Papers.
    3. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
    4. van Horen, Neeltje & Kotidis, Antonios, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
    5. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
    6. Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
    7. Nellie Zhang, 2015. "Changes in Payment Timing in Canada’s Large Value Transfer System," Staff Working Papers 15-20, Bank of Canada.
    8. Q. Farooq Akram & Casper Christophersen, 2013. "Inferring interbank loans and interest rates from interbank payments - an evaluation," Working Paper 2013/26, Norges Bank.
    9. Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
    10. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
    11. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
    12. Berentsen, Aleksander & Kraenzlin, Sébastien & Müller, Benjamin, 2018. "Exit strategies for monetary policy," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 20-40.
    13. Co-Pierre Georg & Silvia Gabrieli, 2015. "A Network View on Interbank Market Freezes," Working Papers 488, Economic Research Southern Africa.
    14. León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
    15. Edoardo Rainone & Francesco Vacirca, 2020. "Estimating the money market microstructure with negative and zero interest rates," Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 207-234, February.
    16. Edoardo Rainone, 2015. "Price transmission in the unsecured money market," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    17. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    18. Q. Farooq Akram & Casper Christophersen, 2015. "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper 2016/2, Norges Bank.
    19. Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014. "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, vol. 125(2), pages 298-302.
    20. Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.
    21. Stephen F. Quinn & William Roberds, 2010. "How Amsterdam got fiat money," FRB Atlanta Working Paper 2010-17, Federal Reserve Bank of Atlanta.
    22. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Bank of England working papers 516, Bank of England.
    23. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
    24. Manganelli, Simone & Heider, Florian & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2016. "Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area," Working Paper Series 1886, European Central Bank.
    25. Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
    26. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    27. Tölö, Eero & Jokivuolle, Esa & Viren, Matti, 2019. "Has banks' monitoring of other banks strengthened post-crisis? Evidence from the European overnight market," Bank of Finland Research Discussion Papers 22/2019, Bank of Finland.
    28. Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
    29. Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
    30. Sofia Saldanha, 2016. "The unsecured interbank money market: A description of the Portuguese case," Working Papers w201615, Banco de Portugal, Economics and Research Department.
    31. Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.
    32. Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
    33. Daniel O. Beltran & Valentin Bolotnyy & Elizabeth C. Klee, 2015. "Un-Networking: The Evolution of Networks in the Federal Funds Market," Finance and Economics Discussion Series 2015-55, Board of Governors of the Federal Reserve System (U.S.).

  16. Adam Copeland & James A. Kahn, 2012. "Exchange rate pass-through, markups, and inventories," Staff Reports 584, Federal Reserve Bank of New York.

    Cited by:

    1. Castellares, Renzo & Toma, Hiroshi, 2020. "Effects of a mandatory local currency pricing law on the exchange rate pass-through," Journal of International Money and Finance, Elsevier, vol. 106(C).
    2. Pagliacci, Carolina, 2020. "Financial constraints and inflation in Latin America: The impacts of bond financing and depreciations on supply inflation," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 379-397.
    3. Gonseth, Camille & Cadot, Olivier & Mathys, Nicole A. & Thalmann, Philippe, 2015. "Energy-tax changes and competitiveness: The role of adaptive capacity," Energy Economics, Elsevier, vol. 48(C), pages 127-135.

  17. Lucinda Brickler & Adam Copeland & Antoine Martin, 2011. "Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask," Liberty Street Economics 20110411, Federal Reserve Bank of New York.

    Cited by:

    1. Antonio Rodriguez‐Lopez, 2021. "Liquidity and the International Allocation of Economic Activity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 789-830, May.
    2. Antoine Martin & Susan McLaughlin, 2021. "COVID Response: The Primary Dealer Credit Facility," Staff Reports 981, Federal Reserve Bank of New York.
    3. Antoine Martin & Susan McLaughlin, 2022. "The Primary Dealer Credit Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.

  18. Adam Copeland & James A. Kahn, 2011. "The production impact of "cash-for-clunkers": implications for stabilization policy," Staff Reports 503, Federal Reserve Bank of New York.

    Cited by:

    1. Nikita Roketskiy & Alessandro Lizzeri & Alessandro Gavazza, 2012. "A Quantitative Analysis of the Used Car Market," 2012 Meeting Papers 173, Society for Economic Dynamics.
    2. West, Jeremy & Hoekstra, Mark & Meer, Jonathan & Puller, Steven L, 2017. "Vehicle miles (not) traveled: Fuel economy requirements, vehicle characteristics, and household driving," Santa Cruz Department of Economics, Working Paper Series qt7bt7h69f, Department of Economics, UC Santa Cruz.
    3. Ashok Kaul & Gregor Pfeifer & Stefan Witte, 2016. "The incidence of Cash for Clunkers: Evidence from the 2009 car scrappage scheme in Germany," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(6), pages 1093-1125, December.
    4. Verboven, Frank & Leheyda, Nina, 2013. "Scrapping Subsidies during the Financial Crisis - Evidence from the Europe," CEPR Discussion Papers 9629, C.E.P.R. Discussion Papers.
    5. Huang, Jian & Leng, Mingming & Liang, Liping & Luo, Chunlin, 2014. "Qualifying for a government’s scrappage program to stimulate consumers’ trade-in transactions? Analysis of an automobile supply chain involving a manufacturer and a retailer," European Journal of Operational Research, Elsevier, vol. 239(2), pages 363-376.
    6. Jeremy West & Mark Hoekstra & Jonathan Meer & Steven L. Puller, 2015. "Vehicle Miles (Not) Traveled: Why Fuel Economy Requirements Don't Increase Household Driving," NBER Working Papers 21194, National Bureau of Economic Research, Inc.
    7. Shanjun Li & Chao Wei, 2016. "The Cost of Greening Stimulus: A Dynamic Discrete Choice Analysis of Vehicle Scrappage Programs," Working Papers 2016-25, The George Washington University, Institute for International Economic Policy.
    8. Adam Copeland & James A. Kahn, 2012. "Exchange rate pass-through, markups, and inventories," Staff Reports 584, Federal Reserve Bank of New York.
    9. Klößner, Stefan & Pfeifer, Gregor, 2015. "Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113207, Verein für Socialpolitik / German Economic Association.
    10. Tim Noparumpa & Kanis Saengchote, 2017. "The Impact of Tax Rebate on Used Car Market: Evidence from Thailand," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 147-154, March.
    11. Mark Hoekstra & Steven L. Puller & Jeremy West, 2014. "Cash for Corollas: When Stimulus Reduces Spending," NBER Working Papers 20349, National Bureau of Economic Research, Inc.
    12. Heechul Min, 2015. "Korea's Cash-for-Clunkers Program: Household-Level Evidence," Asian Economic Journal, East Asian Economic Association, vol. 29(4), pages 347-363, December.
    13. Paredes, Joan, 2017. "Subsidising car purchases in the euro area: any spill-over on production?," Working Paper Series 2094, European Central Bank.
    14. Qiuyun Zhao & Zeyu Li & Zuoxiang Zhao & Jinqiu Ma, 2019. "Industrial Policy and Innovation Capability of Strategic Emerging Industries: Empirical Evidence from Chinese New Energy Vehicle Industry," Sustainability, MDPI, vol. 11(10), pages 1-17, May.
    15. Angela Köppl & Margit Schratzenstaller, 2022. "Macroeconomic Effects of Green Recovery Programmes. Conceptual Framing and a Review of the Empirical Literature," WIFO Working Papers 646, WIFO.
    16. Laborda, Juan & Moral, María J., 2019. "Scrappage by age: Cash for Clunkers matters!," Transportation Research Part A: Policy and Practice, Elsevier, vol. 124(C), pages 488-504.
    17. James Kahn & Adam Copeland, 2012. "Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry," 2012 Meeting Papers 270, Society for Economic Dynamics.

  19. Adam Copeland & Antoine Martin & Michael Walker, 2011. "Repo runs: evidence from the tri-party repo market," Staff Reports 506, Federal Reserve Bank of New York.

    Cited by:

    1. Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
    2. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
    3. Mr. Fei Han & Mindaugas Leika, 2019. "Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models," IMF Working Papers 2019/250, International Monetary Fund.
    4. Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012. "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers 1059, Board of Governors of the Federal Reserve System (U.S.).
    5. Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
    6. Chang, Jin-Wook, 2021. "Contagion in Debt and Collateral Markets," MPRA Paper 111131, University Library of Munich, Germany.
    7. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
    8. Adam Copeland & Isaac Davis & Antoine Martin, 2015. "An empirical analysis of the GCF Repo® Service," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 25-37.
    9. Nathan Foley-Fisher & CARLOS RAMIREZ, 2018. "A Network Model for Financial Stability Monitoring," 2018 Meeting Papers 917, Society for Economic Dynamics.
    10. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Discount window stigma during the 2007-2008 financial crisis," Staff Reports 483, Federal Reserve Bank of New York.
    11. Sebastian Infante, 2013. "Repo collateral fire sales: the effects of exemption from automatic stay," Finance and Economics Discussion Series 2013-83, Board of Governors of the Federal Reserve System (U.S.).
    12. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    13. Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
    14. 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.).
    15. von der Becke Susanne & Sornette Didier, 2019. "An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis)," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 9(2), pages 1-21, July.
    16. Dr. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
    17. Jorge Ponce & Marc Rennert, 2012. "Systemic banks and the lender of last resort," Documentos de trabajo 2012004, Banco Central del Uruguay.
    18. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    19. Olav Syrstad, 2020. "Covered Interest Parity in long-dated securities," Working Paper 2020/11, Norges Bank.
    20. van Horen, Neeltje & Kotidis, Antonios, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
    21. 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.).
    22. Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
    23. Ebner, André & Fecht, Falko & Schulz, Alexander, 2016. "How central is central counterparty clearing? A deep dive into a European repo market during the crisis," Discussion Papers 14/2016, Deutsche Bundesbank.
    24. Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
    25. Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
    26. Dong Beom Choi & Hyun-Soo Choi, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York.
    27. Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 68068, London School of Economics and Political Science, LSE Library.
    28. Hossein Nabilou, 2020. "Testing the waters of the Rubicon: the European Central Bank and central bank digital currencies," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 299-314, December.
    29. Botta, Alberto & Caverzasi, Eugenio & Tori, Daniele, 2020. "The Macroeconomics Of Shadow Banking," Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 161-190, January.
    30. Thomas Eisenbach & Fernando Duarte, 2014. "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers 541, Society for Economic Dynamics.
    31. Linus Wilson & Yan Wu & Stephanie Prejean, 2014. "Are the Bailouts of Wall Street Complements or Substitutes?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 42(1), pages 21-38, March.
    32. Naoto Okahara, 2019. "Banks’ disclosure of information and financial stability regulations," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 91-115, June.
    33. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
    34. Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
    35. Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
    36. 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.
    37. Christophe Pérignon & David Thesmar & Guillaume Vuillemey, 2018. "Wholesale Funding Dry‐Ups," Journal of Finance, American Finance Association, vol. 73(2), pages 575-617, April.
    38. Adrian, Tobias & Breuer, Peter & Ashcraft, Adam & Cetorelli, Nicola, 2018. "A Review of Shadow Banking," CEPR Discussion Papers 13363, C.E.P.R. Discussion Papers.
    39. Asano, Koji, 2018. "Ignorant Experts and Financial Fragility," MPRA Paper 90830, University Library of Munich, Germany.
    40. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
    41. Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," CEPR Discussion Papers 9618, C.E.P.R. Discussion Papers.
    42. Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
    43. Cecilia R. Caglio & Adam Copeland & Antoine Martin, 2021. "The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis," Staff Reports 969, Federal Reserve Bank of New York.
    44. Antoine Bouveret & Julien Jardelot & Joachim Keller & Philippe Molitor & John Thea & Mathieu Vital, 2013. "Towards a monitoring framework for securities financing transactions," ESRB Occasional Paper Series 02, European Systemic Risk Board.
    45. Luck, Stephan & Schempp, Paul, 2015. "Banks, Shadow Banking, and Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113204, Verein für Socialpolitik / German Economic Association.
    46. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
    47. Arun Gupta, 2021. "The Internal Capital Markets of Global Dealer Banks," Finance and Economics Discussion Series 2021-036, Board of Governors of the Federal Reserve System (U.S.).
    48. Adam Copeland & Antoine Martin, 2021. "Repo over the Financial Crisis," Staff Reports 996, Federal Reserve Bank of New York.
    49. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
    50. Stephen Quinn & William Roberds, 2016. "Death of a Reserve Currency," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 63-103, December.
    51. Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Department of Economics Working Papers 2019-01, Department of Economics, Williams College.
    52. Aragon, George O. & Li, Lei & Qian, Jun ‘QJ’, 2019. "The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk," Journal of Financial Economics, Elsevier, vol. 131(1), pages 168-185.
    53. Grace Xing Hu & Jun Pan & Jiang Wang, 2015. "Tri-Party Repo Pricing," NBER Working Papers 21502, National Bureau of Economic Research, Inc.
    54. Gary B. Gorton & Andrew Metrick, 2012. "Who Ran on Repo?," NBER Working Papers 18455, National Bureau of Economic Research, Inc.
    55. Patty Duijm & Peter Wierts, 2014. "The Effects of Liquidity Regulation on Bank Assets and Liabilities," Tinbergen Institute Discussion Papers 14-018/IV/DSF72, Tinbergen Institute.
    56. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
    57. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
    58. Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 485-504.
    59. Schuler, Katrin & Nadler, Matthias & Schär, Fabian, 2023. "Contagion and loss redistribution in crypto asset markets," Economics Letters, Elsevier, vol. 231(C).
    60. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
    61. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    62. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
    63. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
    64. Infante, Sebastian, 2020. "Private money creation with safe assets and term premia," Journal of Financial Economics, Elsevier, vol. 136(3), pages 828-856.
    65. Bai, Jennie & Krishnamurthy, Arvind & Weymuller, Charles-Henri, 2015. "Mesuring Liquidity Mismatch in the Banking Sector," Research Papers 3278, Stanford University, Graduate School of Business.
    66. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    67. Robert Barsky & Theodore Bogusz & Matthew Easton, 2016. "Interest Rates or Haircuts? Prices Versus Quantities in the Market for Collateralized Risky Loans," Working Paper Series WP-2016-19, Federal Reserve Bank of Chicago.
    68. Marco Macchiavelli & Luke Pettit, 2018. "Liquidity Regulation and Financial Intermediaries," Finance and Economics Discussion Series 2018-084, Board of Governors of the Federal Reserve System (U.S.).
    69. Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
    70. Mark J. Flannery & Paul Glasserman & David K.A. Mordecai & Cliff Rossi, 2012. "Forging Best Practices in Risk Management," Working Papers 12-02, Office of Financial Research, US Department of the Treasury.
    71. Saki Bigio & Liyan Shi, 2021. "Repurchase Options in the Market for Lemons," EIEF Working Papers Series 2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.
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    73. Valseth, Siri, 2023. "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance 2023/1, University of Stavanger.
    74. Simsek, Alp, 2012. "Belief Disagreements and Collateral Constraints," Scholarly Articles 9561259, Harvard University Department of Economics.
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    76. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    77. Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.
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    79. Zhou, Zhongzheng, 2019. "Liquidity Backup from Commercial Banks to Shadow Banks," MPRA Paper 94713, University Library of Munich, Germany.
    80. Brancati, Emanuele & Macchiavelli, Marco, 2019. "The information sensitivity of debt in good and bad times," Journal of Financial Economics, Elsevier, vol. 133(1), pages 99-112.
    81. Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
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    88. Tong Zhang, 2019. "Haircut Cycles," 2019 Meeting Papers 124, Society for Economic Dynamics.
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    93. Grahame Johnson & Eric Santor, 2013. "Central Bank Liquidity Provision and Core Funding Markets," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
    94. Noss, Joseph & Patel, Rupal, 2019. "Decomposing changes in the functioning of the sterling repo market," Bank of England working papers 797, Bank of England.
    95. Frederic Boissay & Russell Cooper, 2016. "The Collateral Trap," BIS Working Papers 565, Bank for International Settlements.
    96. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports 580, Federal Reserve Bank of New York.
    97. Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2016. "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series 2016-084, Board of Governors of the Federal Reserve System (U.S.).
    98. Hui Chen & Zhuo Chen & Zhiguo He & Jinyu Liu & Rengming Xie, 2019. "Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets," NBER Working Papers 26520, National Bureau of Economic Research, Inc.
    99. A. Bernales & M. di Filippo, 2016. "The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending," Working papers 598, Banque de France.
    100. Adam Copeland, 2015. "Introduction [to A Primer on the GCF Repo® Service]," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 1-6.
    101. Viral V Acharya & Bruce Tuckman, 2014. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 606-655, November.
    102. Parlatore, Cecilia, 2019. "Collateralizing liquidity," Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.
    103. Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
    104. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    105. Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
    106. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
    107. Andrzej Slawinski, 2015. "Shielding money creation from severe banking crises: How useful are proposals offered by the alternative reform plans?," Bank i Kredyt, Narodowy Bank Polski, vol. 46(3), pages 191-206.
    108. Wujiang Lou, 2016. "Repo Haircuts and Economic Capital: A Theory of Repo Pricing," Papers 1604.05404, arXiv.org, revised Jul 2020.
    109. Puriya Abbassi & Falko Fecht & Johannes Tischer, 2017. "Variations in Market Liquidity and the Intraday Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 733-765, June.
    110. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
    111. Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
    112. Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
    113. Dongik Kang, 2023. "System‐Wide Runs and Financial Collapse," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 531-558, March.
    114. Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
    115. Correa, Ricardo & Sapriza, Horacio & Zlate, Andrei, 2021. "Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment," Journal of International Economics, Elsevier, vol. 133(C).
    116. Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
    117. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    118. Corradin, Stefano & Maddaloni, Angela, 2017. "The importance of being special: repo markets during the crisis," Working Paper Series 2065, European Central Bank.
    119. Hiroshi Fujiki & Charles M. Kahn, 2016. "Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays," IMES Discussion Paper Series 16-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
    120. Sriya Anbil & Zeynep Senyuz, 2018. "The Regulatory and Monetary Policy Nexus in the Repo Market," Finance and Economics Discussion Series 2018-027, Board of Governors of the Federal Reserve System (U.S.).
    121. Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.
    122. Benjamin Munyan, 2015. "Regulatory Arbitrage in the Repo Market," Working Papers 15-22, Office of Financial Research, US Department of the Treasury.
    123. Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
    124. Sebastian Infante & Alexandros Vardoulakis, 2018. "Collateral Runs," Finance and Economics Discussion Series 2018-022, Board of Governors of the Federal Reserve System (U.S.).
    125. Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2024. "Quantitative easing and the functioning of the gilt repo market," Bank of England working papers 1055, Bank of England.
    126. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    127. Clemens Jobst & Kilian Rieder, 2016. "Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 140-162.
    128. Mark A. Carlson & Marco Macchiavelli, 2018. "Emergency Collateral Upgrades," Finance and Economics Discussion Series 2018-078, Board of Governors of the Federal Reserve System (U.S.).
    129. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
    130. Valderrama, Laura, 2015. "Macroprudential regulation under repo funding," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 178-199.
    131. Dr. Lucas Marc Fuhrer & Dr. Basil Guggenheim & Dr. Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
    132. Marco Macchiavelli & Xing (Alex) Zhou, 2022. "Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective," Management Science, INFORMS, vol. 68(5), pages 3379-3398, May.
    133. Meraj Allahrakha & Benjamin Munyan, 2016. "Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market," Working Papers 16-11, Office of Financial Research, US Department of the Treasury.
    134. Aikman, David & Chichkanov, Pavel & Douglas, Graeme & Georgiev, Yordan & Howat, James & King, Benjamin, 2019. "System-wide stress simulation," Bank of England working papers 809, Bank of England.
    135. Carlson, Mark & Macchiavelli, Marco, 2020. "Emergency loans and collateral upgrades: How broker-dealers used Federal Reserve credit during the 2008 financial crisis," Journal of Financial Economics, Elsevier, vol. 137(3), pages 701-722.
    136. Bouwman, Christa H. S., 2013. "Liquidity: How Banks Create It and How It Should Be Regulated," Working Papers 13-32, University of Pennsylvania, Wharton School, Weiss Center.
    137. Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (U.S.).
    138. Christoph Aymanns & Co-Pierre Georg & Benjamin Golub, 2017. "Illiquidity spirals in Coupled Over-The-Counter Markets," Working Papers on Finance 1810, University of St. Gallen, School of Finance.
    139. Ahn, Jungkyu & Ahn, Yongkil, 2023. "Clogged pipes in the repo market," Finance Research Letters, Elsevier, vol. 57(C).
    140. Eisenbach, Thomas M., 2017. "Rollover risk as market discipline: A two-sided inefficiency," Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
    141. Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
    142. Borghan Narajabad, 2017. "ON RRP and Stability of the Tri-party Market," 2017 Meeting Papers 1151, Society for Economic Dynamics.
    143. Levent Altinoglu & Jin-Wook Chang, 2022. "Information Externalities, Funding Liquidity, and Fire Sales," Finance and Economics Discussion Series 2022-052, Board of Governors of the Federal Reserve System (U.S.).
    144. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England, revised 18 Jun 2021.
    145. Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
    146. David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020. "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series 2020-008, Board of Governors of the Federal Reserve System (U.S.).
    147. Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
    148. Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 119000, London School of Economics and Political Science, LSE Library.
    149. Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
    150. Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).
    151. Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
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    154. Lebeau, Lucie, 2020. "Credit frictions and participation in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 189(C).
    155. Buschmann, Christian & Schmaltz, Christian, 2017. "Sovereign collateral as a Trojan Horse: Why do we need an LCR+," Journal of Financial Stability, Elsevier, vol. 33(C), pages 311-330.
    156. Simon, Luis, 2021. "Capital requirements in a model of bank runs: The 2008 run on repo," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).

  20. Adam Copeland & Antoine Martin & Michael Walker, 2010. "The tri-party repo market before the 2010 reforms," Staff Reports 477, Federal Reserve Bank of New York.

    Cited by:

    1. Nicola Gennaioli, 2012. "A Model of Shadow Banking," 2012 Meeting Papers 89, Society for Economic Dynamics.
    2. Mr. Manmohan Singh, 2012. "Puts in the Shadow," IMF Working Papers 2012/229, International Monetary Fund.
    3. Mr. Manmohan Singh, 2013. "Collateral and Monetary Policy," IMF Working Papers 2013/186, International Monetary Fund.
    4. Helwege, Jean & Boyson, Nicole M. & Jindra, Jan, 2017. "Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 193-220.
    5. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
    6. Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM e14f6c26-c077-46fb-92a8-8, Tilburg University, School of Economics and Management.
    7. Manmohan Singh, 2013. "The Economics of Shadow Banking," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
    8. William A. Allen & Richhild Moessner, 2011. "The international propagation of the financial crisis of 2008 and a comparison with 1931," BIS Working Papers 348, Bank for International Settlements.
    9. Dr. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
    10. Tanju Yorulmazer, 2014. "Literature review on the stability of funding models," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 3-16.
    11. Brian Begalle & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013. "The risk of fire sales in the tri-party repo market," Staff Reports 616, Federal Reserve Bank of New York.
    12. Robert E. Lucas & Nancy L. Stokey, 2011. "Liquidity crises," Economic Policy Paper 11-3, Federal Reserve Bank of Minneapolis.
    13. Tanju Yorulmazer, 2014. "Case studies on disruptions during the crisis," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 17-28.
    14. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Finance and Economics Discussion Series 2022-006, Board of Governors of the Federal Reserve System (U.S.).
    15. Ebner, André & Fecht, Falko & Schulz, Alexander, 2016. "How central is central counterparty clearing? A deep dive into a European repo market during the crisis," Discussion Papers 14/2016, Deutsche Bundesbank.
    16. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and securities lending," Staff Reports 529, Federal Reserve Bank of New York.
    17. Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
    18. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
    19. 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.
    20. Hajime Tomura, 2013. "Repos in Over-the-Counter Markets," UTokyo Price Project Working Paper Series 005, University of Tokyo, Graduate School of Economics.
    21. Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised Sep 2014.
    22. Anderson, Ronald W. & Jõeveer, Karin, 2014. "The economics of collateral," LSE Research Online Documents on Economics 59295, London School of Economics and Political Science, LSE Library.
    23. Adam Copeland & Antoine Martin, 2021. "Repo over the Financial Crisis," Staff Reports 996, Federal Reserve Bank of New York.
    24. Gary B. Gorton & Andrew Metrick, 2012. "Who Ran on Repo?," NBER Working Papers 18455, National Bureau of Economic Research, Inc.
    25. Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
    26. Hajime Tomura, 2013. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 013, University of Tokyo, Graduate School of Economics.
    27. Hugues Dastarac, 2020. "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers 754, Banque de France.
    28. Adam Copeland & Antoine Martin & Michael Walker, 2014. "Repo Runs: Evidence from the Tri-Party Repo Market," Journal of Finance, American Finance Association, vol. 69(6), pages 2343-2380, December.
    29. Albert S. Kyle & Anna A. Obizhaeva, 2020. "Trading Liquidity and Funding Liquidity in Fixed Income Markets: Implications of Market Microstructure Invariance," Working Papers w0271, New Economic School (NES).
    30. Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
    31. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
    32. Helwege, Jean & Boyson, Nicole M. & Jindra, Jan, 2017. "Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 92-119.
    33. Ben S. Bernanke, 2018. "The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 251-342.
    34. Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
    35. Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 026, University of Tokyo, Graduate School of Economics.
    36. Yumi Saita & Chihiro Shimizu & Tsutomu Watanabe, 2013. "Aging and Real Estate Prices:Evidence from Japanese and US Regional Data," UTokyo Price Project Working Paper Series 014, University of Tokyo, Graduate School of Economics, revised Dec 2013.
    37. Gorton, Gary & Laarits, Toomas & Metrick, Andrew, 2020. "The run on repo and the Fed’s response," Journal of Financial Stability, Elsevier, vol. 48(C).
    38. Oehmke, Martin, 2014. "Liquidating illiquid collateral," LSE Research Online Documents on Economics 84518, London School of Economics and Political Science, LSE Library.
    39. Francesco Molteni, 2015. "Liquidity, Government Bonds and Sovereign Debt Crises," Working Papers 2015-32, CEPII research center.
    40. Mr. Manmohan Singh, 2013. "The Changing Collateral Space," IMF Working Papers 2013/025, International Monetary Fund.
    41. Kraenzlin, Sébastien & Nellen, Thomas, 2015. "Access policy and money market segmentation," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
    42. Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2012. "Sizing Up Repo," NBER Working Papers 17768, National Bureau of Economic Research, Inc.
    43. Hajime Tomura, 2012. "On the Existence and Fragility of Repo Markets," Staff Working Papers 12-17, Bank of Canada.
    44. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
    45. Cecilia Parlatore Siritto, 2012. "Equilibrium Collateral Constraints," 2012 Meeting Papers 492, Society for Economic Dynamics.
    46. Darrell Duffie, 2013. "Replumbing Our Financial System: Uneven Progress," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 251-280, January.
    47. Mr. Tamim Bayoumi & Mr. Ashok Vir Bhatia, 2012. "Leverage? What Leverage? A Deep Dive into the U.S. Flow of Funds in Search of Clues to the Global Crisis," IMF Working Papers 2012/162, International Monetary Fund.
    48. Filipović, Damir & Trolle, Anders B., 2013. "The term structure of interbank risk," Journal of Financial Economics, Elsevier, vol. 109(3), pages 707-733.
    49. Huberto M. Ennis, 2011. "Strategic behavior in the tri-party repo market," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(4Q), pages 389-413.
    50. Sung-guan Yun & Ronald Heijmans, 2013. "Analysis of Risk Factors in the Korean Repo Market: Based on the US and European Repo Market Experiences," Working Papers 2013-29, Economic Research Institute, Bank of Korea.
    51. Olivier Armantier & Adam Copeland, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.
    52. Adam Copeland & Darrell Duffie & Antoine Martin & Susan McLaughlin, 2012. "Explaining the U.S. tri-party repo market," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Nov), pages 17-28.

  21. Adam Copeland & Adam Hale Shapiro, 2010. "The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis," BEA Working Papers 0063, Bureau of Economic Analysis.

    Cited by:

    1. Slivko, Olga, 2012. "Direct and indirect subsidies in markets with system goods in the presence of externalities. Preliminary version," Working Papers 2072/211631, Universitat Rovira i Virgili, Department of Economics.
    2. Sukanto Bhattacharya & Surjasama Lahiri & Munirul Nabin, 2021. "A novel technology adoption in an OLG framework: examining the cross-generational effects of promotional policies," SN Business & Economics, Springer, vol. 1(4), pages 1-17, April.
    3. CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2014. "Cross-sectoral variation in the volatility of plant-level idiosyncratic shocks," Cahiers de recherche 2014-09, Universite de Montreal, Departement de sciences economiques.
    4. Dae-Hwan Kim & Matarr O. Sambou & Moo-Sup Jung, 2016. "Does Technology Transfer Help Small and Medium Companies? Empirical Evidence from Korea," Sustainability, MDPI, vol. 8(11), pages 1-13, November.
    5. Mykolas Simas Poškus & Lina Jovarauskaitė & Audra Balundė, 2021. "A Systematic Review of Drivers of Sustainable Wastewater Treatment Technology Adoption," Sustainability, MDPI, vol. 13(15), pages 1-11, July.
    6. Adam Hale Shapiro & Ana Aizcorbe, 2010. "Implications of Consumer Heterogeneity on Price Measures for Technology Goods," BEA Working Papers 0062, Bureau of Economic Analysis.

  22. Adam M. Copeland & Gabriel W. Medeiros & Carol A. Robbins, 2007. "Estimating Prices for R&D Investment in the 2007 R&D Satellite Account," BEA Papers 0083, Bureau of Economic Analysis.

    Cited by:

    1. Goodridge, PR & Haskel, J, 2015. "How does big data affect GDP? Theory and evidence for the UK," Working Papers 25156, Imperial College, London, Imperial College Business School.
    2. Carol Corrado & Charles R. Hulten, 2012. "Innovation Accounting," Economics Program Working Papers 12-04, The Conference Board, Economics Program.
    3. Diewert, W. Erwin & Huang, Ning, 2011. "Capitalizing R&D Expenditures," Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 537-564, September.
    4. Corrado, Carol & Haskel, Jonathan & Jona-Lasinio, Cecilia & Iommi, Massimiliano, 2012. "Intangible Capital and Growth in Advanced Economies: Measurement Methods and Comparative Results," IZA Discussion Papers 6733, Institute of Labor Economics (IZA).
    5. Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
    6. Dennis Fixler, 2009. "Accounting for R&D in the National Accounts," BEA Papers 0094, Bureau of Economic Analysis.
    7. Haskel, J & Corrado, C & Jona-Lasinio, C & Iommi, M, 2013. "Innovation and intangible investment in Europe, Japan and the US," Working Papers 11139, Imperial College, London, Imperial College Business School.
    8. Carol Robbins & Olympia Belay & Matthew Donahoe & Jennifer Lee, 2012. "Industry-level Output Price Indexes for R&D: An Input-cost Approach with R&D Productivity Adjustment," BEA Working Papers 0090, Bureau of Economic Analysis.
    9. Haskel, Jonathan & Iommi, Massimiliano, 2012. "Intangible Capital and Growth in Advanced Economies: Measurement and Comparative Results," CEPR Discussion Papers 9061, C.E.P.R. Discussion Papers.
    10. Sumiye Okubo, 2007. "Framework for an Industry-based R&D Satellite Account," BEA Papers 0087, Bureau of Economic Analysis.
    11. Carol Coorado & Jonathan Haskel & Cecilia Iona Lasinio & Massimiliano Iommi, 2012. "Intangible Capital and Growth Strategies for Advanced Economies: Measurement and Comparative Results," Working Papers LuissLab 12101, Dipartimento di Economia e Finanza, LUISS Guido Carli.

  23. Copeland, Adam & Hall, George J., 2005. "Prices, Production and Inventories over the Automotive Model Year," Working Papers 2, Yale University, Department of Economics.

    Cited by:

    1. Oben Ceryan & Ozge Sahin & Izak Duenyas, 2013. "Dynamic Pricing of Substitutable Products in the Presence of Capacity Flexibility," Manufacturing & Service Operations Management, INFORMS, vol. 15(1), pages 86-101, April.
    2. B. Andrew Chupp & Katie Myles & E. Frank Stephenson, 2010. "The Incidence of Hybrid Automobile Tax Preferences," Public Finance Review, , vol. 38(1), pages 120-133, January.
    3. George Alessandria & Joseph P. Kaboski & Virgiliu Midrigan, 2010. "Inventories, Lumpy Trade, and Large Devaluations," American Economic Review, American Economic Association, vol. 100(5), pages 2304-2339, December.
    4. Adam Copeland & George Hall, 2011. "The response of prices, sales, and output to temporary changes in demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 232-269, March.
    5. Ana M. Aizcorbe & Benjamin Bridgman & Jeremy J. Nalewaik, 2009. "Heterogeneous car buyers: a stylized fact," Finance and Economics Discussion Series 2009-12, Board of Governors of the Federal Reserve System (U.S.).
    6. Caruana, Guillermo & Einav, Liran, 2005. "Production Targets," Department of Economics, Working Paper Series qt0n71m1ch, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    7. Adam Copeland, 2008. "The Dynamics of Automobile Expenditures," 2008 Meeting Papers 852, Society for Economic Dynamics.
    8. Raghunath Singh Rao & Om Narasimhan & George John, 2009. "Understanding the Role of Trade-Ins in Durable Goods Markets: Theory and Evidence," Marketing Science, INFORMS, vol. 28(5), pages 950-967, 09-10.
    9. Carol Corrado & Wendy E. Dunn & Maria Ward Otoo, 2006. "Incentives and prices for motor vehicles: what has been happening in recent years?," Finance and Economics Discussion Series 2006-09, Board of Governors of the Federal Reserve System (U.S.).
    10. Chen, Jiawei & Esteban, Susanna & Shum, Matthew, 2010. "Do sales tax credits stimulate the automobile market?," International Journal of Industrial Organization, Elsevier, vol. 28(4), pages 397-402, July.
    11. Florian Zettelmeyer & Fiona Scott Morton & Jorge Silva-Risso, 2006. "Scarcity Rents in Car Retailing: Evidence from Inventory Fluctuations at Dealerships," NBER Working Papers 12177, National Bureau of Economic Research, Inc.
    12. Robert R. Inman & Michael C. Frick & Thomas D. Hitchman & Robert A. Muiter & Jonathan H. Owen & Gerald M. Takasaki, 2017. "Optimizing New-Vehicle Inventory at General Motors," Interfaces, INFORMS, vol. 47(5), pages 396-410, October.
    13. Ashley Langer & Nathan H. Miller, 2008. "Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy," EAG Discussions Papers 200811, Department of Justice, Antitrust Division.

  24. Adam Copeland & George Hall, 2005. "The Response of Prices, Sales, and Output to Temporary Changes in Demand," Cowles Foundation Discussion Papers 1543, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Adam Copeland, 2014. "Intertemporal substitution and new car purchases," RAND Journal of Economics, RAND Corporation, vol. 45(3), pages 624-644, September.
    2. Kristiaan Kerstens & Ignace van de Woestyne, 2021. "Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless," Post-Print hal-03274911, HAL.
    3. Chuang, Chia-Hung & Zhao, Yabing, 2019. "Demand stimulation in finished-goods inventory management: Empirical evidence from General Motors dealerships," International Journal of Production Economics, Elsevier, vol. 208(C), pages 208-220.
    4. Friberg, Richard & Huse, Cristian, 2012. "How to use demand systems to evaluate risky projects, with an application to automobile production," MPRA Paper 48906, University Library of Munich, Germany.
    5. Antoniades, Alexis & Clerides, Sofronis & Xu, Mingzhi, 2023. "Multi-product firm price and variety response to firm-specific cost shocks," International Journal of Industrial Organization, Elsevier, vol. 90(C).
    6. Adam Copeland & George Hall & Louis J. Maccini, 2019. "Interest Rates and the Market for New Light Vehicles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1137-1168, August.
    7. Adam Copeland & James A. Kahn, 2012. "Exchange rate pass-through, markups, and inventories," Staff Reports 584, Federal Reserve Bank of New York.
    8. McManus, Walter, 2007. "The link between gasoline prices and vehicle sales:economic theory trumps conventional Detroit wisdom," MPRA Paper 3463, University Library of Munich, Germany.
    9. Florian Zettelmeyer & Fiona Scott Morton & Jorge Silva-Risso, 2006. "Scarcity Rents in Car Retailing: Evidence from Inventory Fluctuations at Dealerships," NBER Working Papers 12177, National Bureau of Economic Research, Inc.
    10. Ayelet Israeli & Fiona Scott-Morton & Jorge Silva-Risso & Florian Zettelmeyer, 2022. "How Market Power Affects Dynamic Pricing: Evidence from Inventory Fluctuations at Car Dealerships," Management Science, INFORMS, vol. 68(2), pages 895-916, February.
    11. Latino, Carmelo & Pelizzon, Loriana & Riedel, Max, 2023. "How to green the European Auto ABS market? A literature survey," SAFE Working Paper Series 391, Leibniz Institute for Financial Research SAFE.
    12. Adam Copeland & James A. Kahn, 2011. "The production impact of "cash-for-clunkers": implications for stabilization policy," Staff Reports 503, Federal Reserve Bank of New York.
    13. Robert L. Bray & Haim Mendelson, 2015. "Production Smoothing and the Bullwhip Effect," Manufacturing & Service Operations Management, INFORMS, vol. 17(2), pages 208-220, May.
    14. Robert G. Hammond, 2013. "Sudden Unintended Used‐Price Deceleration? The 2009–2010 Toyota Recalls," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 22(1), pages 78-100, March.
    15. Šustek, Roman, 2011. "Plant-level nonconvex output adjustment and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 400-414.
    16. Nils Gottfries & Glenn Mickelsson & Karolina Stadin, 2021. "Deep Dynamics," CESifo Working Paper Series 8873, CESifo.
    17. James Kahn & Adam Copeland, 2012. "Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry," 2012 Meeting Papers 270, Society for Economic Dynamics.

  25. Adam Copeland, 2004. "Learning dynamics with private and public signals," Finance and Economics Discussion Series 2004-67, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.
    2. Kaywana Raeburn & Jim Engle-Warnick & Sonia Laszlo & Jian Li, 2016. "Learning in a Bandit Game and Technology Choice," CIRANO Working Papers 2016s-47, CIRANO.

  26. Adam Copeland & Cyril Monnet, 2003. "The welfare effects of incentive schemes," Finance and Economics Discussion Series 2003-08, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jared Rubin & Anya Samek & Roman M. Sheremeta, 2018. "Loss aversion and the quantity–quality tradeoff," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 292-315, June.
    2. Johannes Abeler & David Huffman & Colin Raymond, 2023. "Incentive Complexity, Bounded Rationality and Effort Provision," Economics Series Working Papers 1012, University of Oxford, Department of Economics.
    3. Victor Aguirregabiria & Mathieu Marcoux, 2021. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
    4. Bicheng Yang & Tat Chan & Raphael Thomadsen, 2019. "A Salesforce-Driven Model of Consumer Choice," Marketing Science, INFORMS, vol. 38(5), pages 871-887, September.
    5. Jared Rubin & Anya Samek & Roman M. Sheremeta, 2016. "Incentivizing Quantity and Quality of Output: An Experimental Investigation of the Quantity-Quality Trade-off," Working Papers 16-01, Chapman University, Economic Science Institute.
    6. Misra, Sanjog & Nair, Harikesh, 2009. "A Structural Model of Sales-Force Compensation Dynamics: Estimation and Field Implementation," Research Papers 2037, Stanford University, Graduate School of Business.
    7. Sacha Kapoor, 2020. "Inefficient incentives and nonprice allocations: Experimental evidence from big‐box restaurants," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 29(2), pages 401-419, April.
    8. Abeler, Johannes & Huffman, David B. & Raymond, Collin, 2023. "Incentive Complexity, Bounded Rationality and Effort Provision," IZA Discussion Papers 16284, Institute of Labor Economics (IZA).
    9. Doug J. Chung & Thomas Steenburgh & K. Sudhir, 2014. "Do Bonuses Enhance Sales Productivity? A Dynamic Structural Analysis of Bonus-Based Compensation Plans," Marketing Science, INFORMS, vol. 33(2), pages 165-187, March.
    10. Bernard Fortin & Nicolas Jacquemet & Bruce Shearer, 2010. "Labour Supply, Work Effort and Contract Choice: Theory and Evidence on Physicians," CIRANO Working Papers 2010s-40, CIRANO.
    11. Aviv Nevo & John L. Turner & Jonathan W. Williams, 2016. "Usage‐Based Pricing and Demand for Residential Broadband," Econometrica, Econometric Society, vol. 84, pages 411-443, March.
    12. Tzioumis, Konstantinos & Gee, Matthew, 2013. "Nonlinear incentives and mortgage officers’ decisions," Journal of Financial Economics, Elsevier, vol. 107(2), pages 436-453.
    13. Harry J. Paarsch & Bruce S. Shearer, 2007. "The Response to Incentives and Contractual Efficiency: Evidence from a Field Experiment," Cahiers de recherche 0701, CIRPEE.
    14. Cai, Xiqian & Jiang, Wei & Song, Hong & Xie, Huihua, 2022. "Pay for performance schemes and manufacturing worker productivity: Evidence from a kinked design in China," Journal of Development Economics, Elsevier, vol. 156(C).
    15. John K. Dagsvik & Steinar Strøm, 2004. "Sectoral Labor Supply, Choice Restrictions and Functional Form," Discussion Papers 388, Statistics Norway, Research Department.
    16. Daniel Jones & Mirco Tonin & Michael Vlassopoulos, 2018. "Paying for what kind of performance? Performance pay and multitasking in mission-oriented jobs," Working Papers 123, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
    17. Omar Al-Ubaydli & Steffen Andersen & Uri Gneezy & John A. List, 2012. "Carrots that Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes," NBER Working Papers 18453, National Bureau of Economic Research, Inc.
    18. John Rust & Richard Staelin, 2011. "Rust’s and Staelin’s Comments on: “A structural model of sales force compensation dynamics: estimation and field implementation” by Sanjog Misra and Harikesh Nair," Quantitative Marketing and Economics (QME), Springer, vol. 9(3), pages 259-265, September.
    19. Charles Bellemare & Steeve Marchand & Bruce Shearer, 2016. "Structural Estimation and Experiments: Applications to Contracting Models," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 172(2), pages 342-363, June.
    20. A. Yeşim Orhun & Tong Guo & Andreas Hagemann, 2022. "Reaching for Gold: Frequent-Flyer Status Incentives and Moral Hazard," Marketing Science, INFORMS, vol. 41(3), pages 548-574, May.
    21. Xavier d'Haultfoeuille & Philippe Février, 2011. "The Provision of Wage Incentives : A Structural Estimation Using Contracts Variation," Working Papers 2011-29, Center for Research in Economics and Statistics.
    22. Hugh Macartney & Robert McMillan & Uros Petronijevic, 2015. "Incentive Design in Education: An Empirical Analysis," NBER Working Papers 21835, National Bureau of Economic Research, Inc.

Articles

  1. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
    See citations under working paper version above.
  2. Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021. "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
    See citations under working paper version above.
  3. Adenbaum, Jacob & Copeland, Adam & Stevens, John, 2019. "Do long-haul truckers undervalue future fuel savings?," Energy Economics, Elsevier, vol. 81(C), pages 1148-1166.
    See citations under working paper version above.
  4. Adam Copeland & George Hall & Louis J. Maccini, 2019. "Interest Rates and the Market for New Light Vehicles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1137-1168, August.
    See citations under working paper version above.
  5. Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
    See citations under working paper version above.
  6. Adam Copeland & Rodney Garratt, 2019. "Nonlinear Pricing and the Market for Settling Payments," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 195-226, February.

    Cited by:

    1. Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.

  7. Adam Copeland & Adam Hale Shapiro, 2016. "Price Setting and Rapid Technology Adoption: The Case of the PC Industry," The Review of Economics and Statistics, MIT Press, vol. 98(3), pages 601-616, July.

    Cited by:

    1. Michael Neubert, 2017. "International Pricing Strategies for Born-Global Firms," Central European Business Review, Prague University of Economics and Business, vol. 2017(3), pages 41-50.
    2. Hiroshi Kitamura & Noriaki Matsushima & Misato Sato, 2023. "Which is better for durable goods producers, exclusive or open supply chain?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 32(1), pages 158-176, January.
    3. Zachary Mahone & Filippo Rebessi, 2019. "Consumer Learning and Firm Dynamics," Department of Economics Working Papers 2019-08, McMaster University.
    4. David Argente & Munseob Lee & Sara Moreira, 2018. "How do Firms Grow? The Life Cycle of Products Matters," 2018 Meeting Papers 1174, Society for Economic Dynamics.
    5. Adam Hale Shapiro, 2022. "Decomposing Supply and Demand Driven Inflation," Working Paper Series 2022-18, Federal Reserve Bank of San Francisco.
    6. Yin Yu Lum Gousgounis & Michael Neubert, 2020. "Price-setting strategies and practice for medical devices used by consumers," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 19(3), pages 218-226, June.

  8. Olivier Armantier & Adam Copeland, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.

    Cited by:

    1. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Discount window stigma during the 2007-2008 financial crisis," Staff Reports 483, Federal Reserve Bank of New York.
    2. Antonis Kotidis & Dimitris Malliaropulos & Elias Papaioannou, 2022. "Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks," Working Papers 304, Bank of Greece.
    3. Huberto Ennis, 2016. "Interventions in markets with adverse selection: Implications for discount window stigma," 2016 Meeting Papers 1590, Society for Economic Dynamics.
    4. Anthony Brassil & Helen Hughson & Mark McManus, 2016. "Identifying Interbank Loans from Payments Data," RBA Research Discussion Papers rdp2016-11, Reserve Bank of Australia.

  9. Adam Copeland & Isaac Davis & Antoine Martin, 2015. "An empirical analysis of the GCF Repo® Service," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 25-37.

    Cited by:

    1. Yonca Ertimur & Caleb Rawson & Jonathan L. Rogers & Sarah L. C. Zechman, 2018. "Bridging the Gap: Evidence from Externally Hired CEOs," Journal of Accounting Research, Wiley Blackwell, vol. 56(2), pages 521-579, May.

  10. Adam Copeland & Antoine Martin & Michael Walker, 2014. "Repo Runs: Evidence from the Tri-Party Repo Market," Journal of Finance, American Finance Association, vol. 69(6), pages 2343-2380, December.
    See citations under working paper version above.
  11. Adam Copeland, 2014. "Intertemporal substitution and new car purchases," RAND Journal of Economics, RAND Corporation, vol. 45(3), pages 624-644, September.

    Cited by:

    1. Spiller, Elisheba & Stephens, Heather M. & Chen, Yong, 2017. "Understanding the heterogeneous effects of gasoline taxes across income and location," Resource and Energy Economics, Elsevier, vol. 50(C), pages 74-90.
    2. Zhang, Zhichao & Xu, Haiyan & Chen, Kebing & Zhao, Yingxue & Liu, Zhi, 2023. "Channel mode selection for an e-platform supply chain in the presence of a secondary marketplace," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1215-1235.
    3. Guofang Huang & Haiyan Liu, 2021. "Estimating expectations-based reference-price effects in the used-car retail market," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 457-503, December.
    4. Adam Copeland & George Hall & Louis J. Maccini, 2019. "Interest Rates and the Market for New Light Vehicles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1137-1168, August.
    5. Hiroshi Kitamura & Noriaki Matsushima & Misato Sato, 2023. "Which is better for durable goods producers, exclusive or open supply chain?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 32(1), pages 158-176, January.
    6. Winston, Clifford & Yan, Jia, 2021. "Vehicle size choice and automobile externalities: A dynamic analysis," Journal of Econometrics, Elsevier, vol. 222(1), pages 196-218.
    7. Feng, Lipan & Zheng, Xiong & Govindan, Kannan & Xue, Kelei, 2019. "Does the presence of secondary market platform really hurt the firm?," International Journal of Production Economics, Elsevier, vol. 213(C), pages 55-68.
    8. Homolka, Lubor & Ngo, Vu Minh & Pavelková, Drahomíra & Le, Bach Tuan & Dehning, Bruce, 2020. "Short- and medium-term car registration forecasting based on selected macro and socio-economic indicators in European countries," Research in Transportation Economics, Elsevier, vol. 80(C).

  12. Adam Copeland & James Kahn, 2013. "The Production Impact Of “Cash-For-Clunkers”: Implications For Stabilization Policy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 288-303, January.
    See citations under working paper version above.
  13. Adam Copeland, 2013. "Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software," Journal of Productivity Analysis, Springer, vol. 39(1), pages 47-59, February.

    Cited by:

    1. Erich H. Strassner & David B. Wasshausen, 2017. "BEA Deflators for Information and Communications Technology Goods and Services: Historical Analysis and Future Plans," NBER Chapters, in: Measuring and Accounting for Innovation in the Twenty-First Century, pages 553-572, National Bureau of Economic Research, Inc.
    2. David M. Byrne & John G. Fernald & Marshall B. Reinsdorf, 2016. "Does the United States Have a Productivity Slowdown or a Measurement Problem?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(1 (Spring), pages 109-182.
    3. Kenneth Flamm, 2018. "Measuring Moore’s Law: Evidence from Price, Cost, and Quality Indexes," NBER Working Papers 24553, National Bureau of Economic Research, Inc.
    4. Daniel Melser & Iqbal A. Syed, 2013. "Prices over the Product Life Cycle: Implications for Quality-Adjustment and the Measurement of Inflation," Discussion Papers 2013-26, School of Economics, The University of New South Wales.
    5. David Byrne & Carol Corrado, 2020. "Accounting for Innovations in Consumer Digital Services: IT Still Matters," NBER Chapters, in: Measuring and Accounting for Innovation in the Twenty-First Century, pages 471-517, National Bureau of Economic Research, Inc.
    6. David M. Byrne & Stephen D. Oliner & Daniel E. Sichel, 2013. "Is the Information Technology Revolution Over?," International Productivity Monitor, Centre for the Study of Living Standards, vol. 25, pages 20-36, Spring.
    7. Kenneth Flamm, 2019. "Measuring Moore’s Law: Evidence from Price, Cost, and Quality Indexes," NBER Chapters, in: Measuring and Accounting for Innovation in the Twenty-First Century, pages 403-470, National Bureau of Economic Research, Inc.

  14. Adam Copeland & Dennis Fixler, 2012. "Measuring The Price Of Research And Development Output," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 58(1), pages 166-182, March.

    Cited by:

    1. Carol Corrado & Charles R. Hulten, 2012. "Innovation Accounting," Economics Program Working Papers 12-04, The Conference Board, Economics Program.
    2. Wendy C. Y. Li & Bronwyn H. Hall, 2020. "Depreciation of Business R&D Capital," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(1), pages 161-180, March.
    3. König, Michael D. & Battiston, Stefano & Napoletano, Mauro & Schweitzer, Frank, 2012. "The efficiency and stability of R&D networks," Games and Economic Behavior, Elsevier, vol. 75(2), pages 694-713.
    4. Leonard I. Nakamura, 2009. "Intangible assets and national income accounting: measuring a scientific revolution," Working Papers 09-11, Federal Reserve Bank of Philadelphia.
    5. Koenig, Michael & Hsieh, Chih-Sheng & Liu, Xiaodong, 2018. "Network Formation with Local Complements and Global Substitutes: The Case of R&D Networks," CEPR Discussion Papers 13161, C.E.P.R. Discussion Papers.
    6. Leonard I. Nakamura, 2010. "Intangible Assets And National Income Accounting," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(s1), pages 135-155, June.
    7. Thomas Niebel & Mary O'Mahony & Marianne Saam, 2017. "The Contribution of Intangible Assets to Sectoral Productivity Growth in the EU," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63, pages 49-67, February.
    8. Carol Robbins & Olympia Belay & Matthew Donahoe & Jennifer Lee, 2012. "Industry-level Output Price Indexes for R&D: An Input-cost Approach with R&D Productivity Adjustment," BEA Working Papers 0090, Bureau of Economic Analysis.
    9. König, Michael D. & Battiston, S. & Napoletano, M. & Schweitzer, F., 2011. "Recombinant knowledge and the evolution of innovation networks," Journal of Economic Behavior & Organization, Elsevier, vol. 79(3), pages 145-164, August.
    10. Pegkas, Panagiotis & Staikouras, Christos & Tsamadias, Constantinos, 2019. "Does research and development expenditure impact innovation? Evidence from the European Union countries," Journal of Policy Modeling, Elsevier, vol. 41(5), pages 1005-1025.
    11. José Lobo & Deborah Strumsky, 2019. "Sources of inventive novelty: two patent classification schemas, same story," Scientometrics, Springer;Akadémiai Kiadó, vol. 120(1), pages 19-37, July.

  15. Adam Copeland & Darrell Duffie & Antoine Martin & Susan McLaughlin, 2012. "Explaining the U.S. tri-party repo market," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Nov), pages 17-28.

    Cited by:

    1. Song Han & Kleopatra Nikolaou, 2016. "Trading Relationships in the OTC Market for Secured Claims : Evidence from Triparty Repos," Finance and Economics Discussion Series 2016-064, Board of Governors of the Federal Reserve System (U.S.).

  16. Adam Copeland & George Hall, 2011. "The response of prices, sales, and output to temporary changes in demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 232-269, March.
    See citations under working paper version above.
  17. Adam Copeland & Wendy Dunn & George Hall, 2011. "Inventories and the automobile market," RAND Journal of Economics, RAND Corporation, vol. 42(1), pages 121-149, March.

    Cited by:

    1. ARATA Yoshiyuki, 2015. "Endogenous Business Cycles Caused by Nonconvex Costs and Interactions," Discussion papers 15085, Research Institute of Economy, Trade and Industry (RIETI).
    2. Edward P. Lazear, 2010. "Why Do Inventories Rise When Demand Falls in Housing and Other Markets?," NBER Working Papers 15878, National Bureau of Economic Research, Inc.
    3. Brian Sliker, 2018. "Structural Estimates of Depreciation from Wholesale Auctions of Used Ford Windstar Vans," BEA Working Papers 0154, Bureau of Economic Analysis.
    4. James M. Sallee, 2013. "Rational Inattention and Energy Efficiency," NBER Working Papers 19545, National Bureau of Economic Research, Inc.
    5. Adam Copeland, 2014. "Intertemporal substitution and new car purchases," RAND Journal of Economics, RAND Corporation, vol. 45(3), pages 624-644, September.
    6. Durrmeyer, Isis & Samano, Mario, 2016. "To Rebate or Not to Rebate: Fuel Economy Standards vs. Feebates?," TSE Working Papers 16-732, Toulouse School of Economics (TSE), revised May 2017.
    7. Crouzet, Nicolas & Oh, Hyunseung, 2016. "What do inventories tell us about news-driven business cycles?," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 49-66.
    8. Kathryn Graddy & George Hall, 2009. "A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market," NBER Working Papers 15019, National Bureau of Economic Research, Inc.
    9. Pesendorfer, Martin & Schiraldi, Pasquale & Silva-Junior, Daniel, 2023. "Omitted budget constraint bias in discrete-choice demand models," International Journal of Industrial Organization, Elsevier, vol. 86(C).
    10. Gillingham, Kenneth, 2014. "Identifying the elasticity of driving: Evidence from a gasoline price shock in California," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 13-24.
    11. Adam Copeland & George Hall & Louis J. Maccini, 2019. "Interest Rates and the Market for New Light Vehicles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1137-1168, August.
    12. Sima M. Fortsch & Jeong Hoon Choi & Elena A. Khapalova, 2022. "Competition can help predict sales," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 331-344, March.
    13. Adler, Nicole & Hanany, Eran, 2016. "Regulating inter-firm agreements: The case of airline codesharing in parallel networks," Transportation Research Part B: Methodological, Elsevier, vol. 84(C), pages 31-54.
    14. Tan, Jijun & Xiao, Junji & Zhou, Xiaolan, 2019. "Market equilibrium and welfare effects of a fuel tax in China: The impact of consumers' response through driving patterns," Journal of Environmental Economics and Management, Elsevier, vol. 93(C), pages 20-43.
    15. Haaf, C. Grace & Morrow, W. Ross & Azevedo, Inês M.L. & Feit, Elea McDonnell & Michalek, Jeremy J., 2016. "Forecasting light-duty vehicle demand using alternative-specific constants for endogeneity correction versus calibration," Transportation Research Part B: Methodological, Elsevier, vol. 84(C), pages 182-210.
    16. Ayelet Israeli & Fiona Scott-Morton & Jorge Silva-Risso & Florian Zettelmeyer, 2022. "How Market Power Affects Dynamic Pricing: Evidence from Inventory Fluctuations at Car Dealerships," Management Science, INFORMS, vol. 68(2), pages 895-916, February.
    17. Lu, Tingmingke, 2023. "Response of new car buyers to alternative energy policies: The role of vehicle use heterogeneity," Economic Modelling, Elsevier, vol. 120(C).
    18. Yoshiyuki Arata, 2017. "Endogenous business cycles caused by nonconvex costs and interactions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 367-391, July.
    19. S. Nuray Akin & Brennan Platt, 2012. "A theory of search with deadlines and uncertain recall," Working Papers 2012-3, University of Miami, Department of Economics.
    20. Edward P. Lazear, 2012. "Eminent Paper Series — Why Do Inventories Rise When Demand Falls In Housing And Other Markets?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-34.
    21. Klier, Thomas & Linn, Joshua, 2013. "Fuel prices and new vehicle fuel economy—Comparing the United States and Western Europe," Journal of Environmental Economics and Management, Elsevier, vol. 66(2), pages 280-300.
    22. Jose A. Guajardo & Morris A. Cohen & Serguei Netessine, 2016. "Service Competition and Product Quality in the U.S. Automobile Industry," Management Science, INFORMS, vol. 62(7), pages 1860-1877, July.
    23. S. Nuray Akin & Brennan C. Platt, 2011. "Searching on a Deadline," Working Papers 2011-11, University of Miami, Department of Economics.
    24. Brennan Platt & Nuray Akin, 2012. "A theory of search with recall and uncertain deadlines," 2012 Meeting Papers 777, Society for Economic Dynamics.
    25. Siqi Liu & Bhoomija Ranjan & Benjamin Reed Shiller, 2020. "Are Coarse Ratings Fine? Applications to Crashworthiness Ratings," Working Papers 132, Brandeis University, Department of Economics and International Business School.
    26. Gillingham, Kenneth & Jenn, Alan & Azevedo, Inês M.L., 2015. "Heterogeneity in the response to gasoline prices: Evidence from Pennsylvania and implications for the rebound effect," Energy Economics, Elsevier, vol. 52(S1), pages 41-52.
    27. Robert R. Inman & Michael C. Frick & Thomas D. Hitchman & Robert A. Muiter & Jonathan H. Owen & Gerald M. Takasaki, 2017. "Optimizing New-Vehicle Inventory at General Motors," Interfaces, INFORMS, vol. 47(5), pages 396-410, October.
    28. Pesendorfer, Martin & Schiraldi, Pasquale & Silva-Junior, Daniel, 2023. "Omitted budget constraint bias in discrete-choice demand models," LSE Research Online Documents on Economics 117353, London School of Economics and Political Science, LSE Library.
    29. Brian Sliker, 2018. "Implications of Geometric Cohort Depreciation for Service-Life Distributions," BEA Working Papers 0155, Bureau of Economic Analysis.

  18. Adam Copeland & Cyril Monnet, 2009. "The Welfare Effects of Incentive Schemes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(1), pages 93-113.
    See citations under working paper version above.
  19. Adam Copeland, 2007. "Learning Dynamics with Private and Public Signals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 523-538, June.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. 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.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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