Banks as Regulated Traders
Download full text from publisher
References listed on IDEAS
- Bo Becker & Victoria Ivashina, 2015. "Reaching for Yield in the Bond Market," Journal of Finance, American Finance Association, vol. 70(5), pages 1863-1902, October.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"Banking on Deposits: Maturity Transformation without Interest Rate Risk,"
NBER Working Papers
24582, National Bureau of Economic Research, Inc.
- Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2018. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers 12950, C.E.P.R. Discussion Papers.
- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996.
"Optimal changepoint tests for normal linear regression,"
Journal of Econometrics,
Elsevier, vol. 70(1), pages 9-38, January.
- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992. "Optimal Changepoint Tests for Normal Linear Regression," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.
- John C. Driscoll & Aart C. Kraay, 1998. "Consistent Covariance Matrix Estimation With Spatially Dependent Panel Data," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 549-560, November.
- Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi, 2014. "Inconsistent Regulators: Evidence from Banking," The Quarterly Journal of Economics, Oxford University Press, vol. 129(2), pages 889-938.
- English, William B. & Van den Heuvel, Skander J. & Zakrajšek, Egon, 2018.
"Interest rate risk and bank equity valuations,"
Journal of Monetary Economics,
Elsevier, vol. 98(C), pages 80-97.
- William B. English & Skander J. van den Heuvel & Egon Zakrajsek, 2012. "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series 2012-26, Board of Governors of the Federal Reserve System (US).
- English, William B. & Van den Heuvel, Skander J. & Zakrajsek, Egon, 2014. "Interest Rate Risk and Bank Equity Valuations," Working Papers 14-05, University of Pennsylvania, Wharton School, Weiss Center.
- Di Maggio, Marco & Kacperczyk, Marcin, 2017.
"The unintended consequences of the zero lower bound policy,"
Journal of Financial Economics,
Elsevier, vol. 123(1), pages 59-80.
- Marco Di Maggio & Marcin Kacperczyk, 2016. "The Unintended Consequences of the Zero Lower Bound Policy," NBER Working Papers 22351, National Bureau of Economic Research, Inc.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017.
"Dealer balance sheets and bond liquidity provision,"
Journal of Monetary Economics,
Elsevier, vol. 89(C), pages 92-109.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York, revised 01 Mar 2017.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017. "Dealer Balance Sheets and Bond Liquidity Provision," CEPR Discussion Papers 12246, C.E.P.R. Discussion Papers.
- Philip Bond & Itay Goldstein, 2015. "Government Intervention and Information Aggregation by Prices," Journal of Finance, American Finance Association, vol. 70(6), pages 2777-2812, December.
- Anderson, Mike & Stulz, Rene M., 2017. "Is Post-crisis Bond Liquidity Lower?," Working Paper Series 2017-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Mike Anderson & René M. Stulz, 2017. "Is Post-Crisis Bond Liquidity Lower?," NBER Working Papers 23317, National Bureau of Economic Research, Inc.
- João Granja & Christian Leuz, 2017.
"The Death of a Regulator: Strict Supervision, Bank Lending and Business Activity,"
NBER Working Papers
24168, National Bureau of Economic Research, Inc.
- Leuz, Christian & Granja, João, 2018. "The death of a regulator: Strict supervision, bank lending and business activity," CFS Working Paper Series 610, Center for Financial Studies (CFS).
- Priyank Gandhi & Hanno Lustig, 2015. "Size Anomalies in U.S. Bank Stock Returns," Journal of Finance, American Finance Association, vol. 70(2), pages 733-768, April.
- repec:bla:jfinan:v:73:y:2018:i:1:p:51-93 is not listed on IDEAS
- Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance," FEDS Notes 2017-07-10-1, Board of Governors of the Federal Reserve System (U.S.).
More about this item
KeywordsBank trading ; Regulation ; Risk exposures ; Systemic risk;
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgfe:2019-05. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ryan Wolfslayer) or (Keisha Fournillier). General contact details of provider: http://edirc.repec.org/data/frbgvus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.