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Dealer Balance Sheets and Corporate Bond Liquidity Provision

Citations

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Cited by:

  1. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
  2. Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022. "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, vol. 59(PA).
  3. Comerton-Forde, Carole & Ford, Billy & Foucault, Thierry & Jurkatis, Simon, 2025. "Investors as a Liquidity Backstop in Corporate Bond Markets," HEC Research Papers Series 1564, HEC Paris.
  4. Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023. "Dealer capacity and US Treasury market functionality," BIS Working Papers 1138, Bank for International Settlements.
  5. 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).
  6. Raddatz K., Claudio E., 2025. "Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode," Journal of Banking & Finance, Elsevier, vol. 179(C).
  7. Breckenfelder, Johannes & Ivashina, Victoria, 2021. "Bank balance sheet constraints and bond liquidity," Working Paper Series 2589, European Central Bank.
  8. Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2021. "Discriminatory Pricing of Over-the-Counter Derivatives," Management Science, INFORMS, vol. 67(11), pages 6660-6677, November.
  9. Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2025. "Central Bank Liquidity Backstops, Bank Regulation, and Risk-Taking by Asset Managers," Management Science, INFORMS, vol. 71(11), pages 9588-9605, November.
  10. Lara, José Luis & López-Gallo, Fabrizio & Lord, Stefano & Romero, Alberto, 2021. "Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt," Journal of Financial Stability, Elsevier, vol. 52(C).
  11. Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
  12. Jonathan Acosta‐Smith & Gerardo Ferrara & Francesc Rodriguez‐Tous, 2026. "Bank Capital Regulation and Derivatives Clearing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 1232-1249, January.
  13. Eleni Gousgounis & Scott Mixon & Tugkan Tuzun & Clara Vega, 2025. "Market Liquidity in Treasury Futures Market During March 2020," Finance and Economics Discussion Series 2025-038, Board of Governors of the Federal Reserve System (U.S.).
  14. Jing-Zhi Huang & Xin Li & Mehmet Sağlam & Tong Yu, 2026. "Rainy Day Liquidity," Management Science, INFORMS, vol. 72(3), pages 2634-2655, March.
  15. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
  16. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  17. Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021. "Currency Mispricing and Dealer Balance Sheets," Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
  18. Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024. "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, vol. 222(C).
  19. Ballensiefen, Benedikt Fabian, 2025. "Collateral choice," CFR Working Papers 25-05, University of Cologne, Centre for Financial Research (CFR).
  20. Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.
  21. Falato, Antonio & Iercosan, Diana & Zikes, Filip, 2025. "Banks as regulated traders," Journal of Financial Economics, Elsevier, vol. 170(C).
  22. Xinjie Wang & Yangru Wu & Zhaodong (Ken) Zhong, 2020. "The Comovements Of Stock, Bond, And Cds Illiquidity Before, During, And After The Global Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(4), pages 965-998, December.
  23. Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022. "Capital regulation, market-making, and liquidity," LawFin Working Paper Series 44, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  24. Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
  25. Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3223-3266.
  26. Boneva, Lena & Kastl, Jakub & Zikes, Filip, 2025. "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions," Journal of Financial Economics, Elsevier, vol. 174(C).
  27. Aramonte, Sirio & Szerszeń, Paweł J., 2020. "Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets," Journal of Financial Markets, Elsevier, vol. 51(C).
  28. Patrick Coen & Jamie Coen, 2019. "A structural model of interbank network formation and contagion," Bank of England working papers 833, Bank of England.
  29. Rischen, Tobias & Theissen, Erik, 2021. "Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  30. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
  31. Alexiou, Georgios Angelis & Pereira, Sofia M. & Rodrigues-Gomes, Victor, 2025. "Repo collateral reuse and liquidity windfalls," Working Paper Series 3147, European Central Bank.
  32. Stijn Claessens & Ulf Lewrick, 2022. "Open-ended bond funds: Systemic risks and policy implications," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 45-62, December.
  33. O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
  34. Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022. "It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities," Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
  35. Hugues Dastarac, 2020. "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers 754, Banque de France.
  36. Yi Li & Maureen O’Hara & Xing (Alex) Zhou, 2024. "Mutual Fund Fragility, Dealer Liquidity Provision, and the Pricing of Municipal Bonds," Management Science, INFORMS, vol. 70(7), pages 4802-4823, July.
  37. Helwege, Jean & Wang, Liying, 2021. "Liquidity and price pressure in the corporate bond market: evidence from mega-bonds," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  38. Anderson, Christopher S. & McArthur, David C. & Wang, Ke, 2023. "Internal risk limits of dealers and corporate bond market making," Journal of Banking & Finance, Elsevier, vol. 147(C).
  39. 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.
  40. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021. "Regulatory effects on short-term interest rates," Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
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