U.S. Banks and Global Liquidity
Citations
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Cited by:
- Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton, 2023.
"Anatomy of the Repo Rate Spikes in September 2019,"
Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 5(4), pages 1-25, July.
- R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Working Papers 23-04, Office of Financial Research, US Department of the Treasury.
- Afonso, Gara & Duffie, Darrell & Rigon, Lorenzo & Shin, Hyun Song, 2022.
"How Abundant Are Reserves? Evidence from the Wholesale Payment System,"
Research Papers
4062, Stanford University, Graduate School of Business.
- Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How Abundant Are Reserves? Evidence from the Wholesale Payment System," Staff Reports 1040, Federal Reserve Bank of New York.
- Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How abundant are reserves? Evidence from the wholesale payment system," BIS Working Papers 1053, Bank for International Settlements.
- Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How Abundant Are Reserves? Evidence from the Wholesale Payment System," NBER Working Papers 30736, National Bureau of Economic Research, Inc.
- Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko, 2023. "Bank positions in FX swaps: insights from CLS," BIS Quarterly Review, Bank for International Settlements, September.
- Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
- Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy," SAFE Working Paper Series 458, Leibniz Institute for Financial Research SAFE.
- Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
- Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum," SAFE White Paper Series 114, Leibniz Institute for Financial Research SAFE.
- 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.).
- Claudio Borio & Robert N McCauley & Patrick McGuire, 2022. "Dollar debt in FX swaps and forwards: huge, missing and growing," BIS Quarterly Review, Bank for International Settlements, December.
- Liao, Gordon Y., 2020.
"Credit migration and covered interest rate parity,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
- Gordon Y. Liao, 2016. "Credit Migration and Covered Interest Rate Parity," Working Paper 468601, Harvard University OpenScholar.
- Gordon Y. Liao, 2019. "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers 1255, Board of Governors of the Federal Reserve System (U.S.).
- Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
- 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.
- Bazán-Palomino, Walter & Ortiz, Marco & Terrones, Marco E. & Winkelried, Diego, 2025.
"The role of US bank liquidity and regulations in Covered Interest Parity deviations,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 102(C).
- Bazán, Walter & Ortiz, Marco & Terrones, Marco & Winkelried, Diego, 2023. "CIP deviations: The role of U.S. banks’ liquidity and regulations," MPRA Paper 118600, University Library of Munich, Germany.
- Diamond, William & Jiang, Zhengyang & Ma, Yiming, 2024. "The reserve supply channel of unconventional monetary policy," Journal of Financial Economics, Elsevier, vol. 159(C).
- Claudia M. Buch & Linda S. Goldberg, 2021. "Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network," Staff Reports 966, Federal Reserve Bank of New York.
- Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021.
"Covered interest parity deviations: Macrofinancial determinants,"
Journal of International Economics, Elsevier, vol. 130(C).
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2020. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Working Papers 26129, National Bureau of Economic Research, Inc.
- Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 2019/014, International Monetary Fund.
- Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers 13886, C.E.P.R. Discussion Papers.
- D’Avino, Carmela, 2024. "Global banks and the picking order in internal capital markets: Do locational activity patterns matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
- Sebastian Infante & Zack Saravay, 2020. "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series 2020-103r1, Board of Governors of the Federal Reserve System (U.S.), revised 24 Aug 2021.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2022.
"Global Banks and Systemic Debt Crises,"
Econometrica, Econometric Society, vol. 90(2), pages 749-798, March.
- Juan Morelli & Diego Perez & Pablo Ottonello, 2019. "Global Banks and Systemic Debt Crises," 2019 Meeting Papers 644, Society for Economic Dynamics.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2021. "Global Banks and Systemic Debt Crises," NBER Working Papers 28892, National Bureau of Economic Research, Inc.
- 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.).
- Wenxin Du & Ritt Keerati & Jesse Schreger, 2025. "Decoupling Dollar and Treasury Privilege," International Finance Discussion Papers 1427, Board of Governors of the Federal Reserve System (U.S.).
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024.
"How does the repo market behave under stress? Evidence from the COVID-19 crisis,"
Journal of Financial Stability, Elsevier, vol. 70(C).
- Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021. "How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis," IMF Working Papers 2021/267, International Monetary Fund.
- 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.
- Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024.
"Monetary policy transmission in segmented markets,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
- Robert N. McCauley, 2024. "The Offshore Dollar and US Policy," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2024(2), pages 1-40, May.
- 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.).
- Ibhagui, Oyakhilome, 2021. "Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
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