Reserves Were Not So Ample After All
Citations
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Cited by:
- Alyssa G. Anderson & Alessandro Barbarino & Anthony M. Diercks & Stephen I. Miran, 2026. "A User’s Guide to Reducing the Federal Reserve’s Balance Sheet," Finance and Economics Discussion Series 2026-019, Board of Governors of the Federal Reserve System (U.S.).
- R. Jay Kahn & Neth Karunamuni & Mark Paddrik, 2026. "Short Circuiting Short-Term Funding," Working Papers 26-02, Office of Financial Research, US Department of the Treasury.
- Engel, Charles & Bianchi, Javier & Bigio, Saki, 2021.
"Scrambling for Dollars: International Liquidity, Banks and Exchange Rates,"
CEPR Discussion Papers
16712, Centre for Economic Policy Research.
- Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," NBER Working Papers 29457, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 786, Federal Reserve Bank of Minneapolis.
- Lu, Yundi & Valcarcel, Victor J., 2024. "A tale of two tightenings," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
- Girotti, Mattia & Horny, Guillaume, 2023. "Monetary policy transmission through banks when liquidity is abundant but unevenly distributed," Finance Research Letters, Elsevier, vol. 56(C).
- 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).
- Andrew Lee Smith & Victor J. Valcarcel, 2021. "The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet," Research Working Paper RWP 20-23, Federal Reserve Bank of Kansas City.
- d'Avernas, Adrien & Vandeweyer, Quentin & Petersen, Damon, 2025. "The central bank’s balance sheet and treasury market disruptions," Working Paper Series 3066, European Central Bank.
- 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.
- 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.
- 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.
- Guillaume Bazot & Eric Monnet & Matthias Morys, 2024.
"Central banks and the absorption of international shocks (1891-2019),"
Working Papers
halshs-04778323, HAL.
- Guillaume Bazot & Eric Monnet & Matthias Morys, 2024. "Central banks and the absorption of international shocks (1891-2019)," PSE Working Papers halshs-04778323, HAL.
- Koresh Galil & Lior David-Pur & Mosi Rosenboim & Offer Moshe Shapir, 2023. "Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR)," Working Papers 2310, Ben-Gurion University of the Negev, Department of Economics.
- Schaffer, Matthew & Segev, Nimrod, 2025. "Quantitative easing, bank lending, and aggregate fluctuations," Journal of Financial Stability, Elsevier, vol. 81(C).
- David Skovmand & Jacob Bjerre Skov, 2022. "Decomposing LIBOR in Transition: Evidence from the Futures Markets," Papers 2201.06930, arXiv.org, revised Mar 2022.
- Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
- Benoit Nguyen & Davide Tomio & Miklos Vari, 2023. "Safe Asset Scarcity and Monetary Policy Transmission," Working papers 934, Banque de France.
- Mark A. Carlson & Zack Saravay & Mary Tian, 2025. "Fed Repo Operations and Dealer Intermediation," Finance and Economics Discussion Series 2025-052, Board of Governors of the Federal Reserve System (U.S.).
- Anyfantaki, Sofia & Cucic, Dominic & Fricke, Daniel & Hartmann, Philipp & Kaufmann, Christoph & Lukmanova, Elizaveta & Maddaloni, Angela & Barahona, Ricardo, 2026. "Monetary policy transmission and non-bank financial intermediation," Occasional Paper Series 391, European Central Bank.
- Jonathan Witmer, 2025. "The Optimum Quantity of Central Bank Reserves," Staff Working Papers 25-15, Bank of Canada.
- Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
- Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023.
"Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation,"
CEPR Discussion Papers
18175, Centre for Economic Policy Research.
- Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," Working Paper Series 2796, European Central Bank.
- Ernest Dautović & Leonardo Gambacorta & Alessio Reghezza, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," BIS Working Papers 1085, Bank for International Settlements.
- 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.
- 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.
- Corell, Felix, 2025. "Hand-to-mouth banks: Deposit inflows and the marginal propensity to lend," LawFin Working Paper Series 59, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Corell, Felix, 2025. "Hand-to-mouth banks: deposit inflows and the marginal propensity to lend," Working Paper Series 3085, European Central Bank.
- 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.).
- Raymond Kim, 2025. "Better than risk‐free: Reserve premiums and bank lending," The Financial Review, Eastern Finance Association, vol. 60(2), pages 541-571, May.
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