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Citations for "Precautionary Reserves and the Interbank Market"

by Adam Ashcraft & James Mcandrews & David Skeie

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  1. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
  2. Su-Hsin Chang & Silvio Contessi & Johanna L. Francis, 2013. "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Working Papers 2013-029, Federal Reserve Bank of St. Louis.
  3. Hugo Rodríguez Mendizábal, 2014. "Bank Size, Risk Diversification and Money Markets," Working Papers 785, Barcelona Graduate School of Economics.
  4. S. Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
  5. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports 488, Federal Reserve Bank of New York.
  6. Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(1), pages 1-18, April.
  7. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 17-35.
  8. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," BORRADORES DE ECONOMIA 014080, BANCO DE LA REPÚBLICA.
  9. Egorov, Alexey & Kovalenko, Olga, 2013. "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers 23/2013, Bank of Finland, Institute for Economies in Transition.
  10. Rajkamal Iyer & Samuel Da-Rocha-Lopes & José-Luis Peydró & Antoinette Schoar, 2013. "Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis," Economics Working Papers 1365, Department of Economics and Business, Universitat Pompeu Fabra.
  11. Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
  12. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
  13. Oet, Mikhail V. & Ong, Stephen J., 2015. "From Organization to Activity in the US Collateralized Interbank Market," Working Paper 1529, Federal Reserve Bank of Cleveland.
  14. Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Discussion Papers of DIW Berlin 1348, DIW Berlin, German Institute for Economic Research.
  15. Xavier Freixas, 2010. "Post-crisis challenges to bank regulation," Economic Policy, CEPR;CES;MSH, vol. 25, pages 375-399, 04.
  16. Antoine Martin & David R. Skeie & Ernst-Ludwig Von Thadden, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
  17. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  18. Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers 4/2010, University of Genoa, Research Doctorate in Public Economics.
  19. Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015. "On the role of market makers for money market liquidity and tensions," Kiel Working Papers 2013, Kiel Institute for the World Economy (IfW).
  20. V. Brousseau & Alexandre Chailloux & A. Durré, 2013. "Fixing the Fixings; What Road to a More Representative Money Market Benchmark?," IMF Working Papers 13/131, International Monetary Fund.
  21. Güntner, Jochen H.F., 2015. "The federal funds market, excess reserves, and unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 225-250.
  22. Elyas Elyasiani & Elena Kalotychou & Sotiris Staikouras & Gang Zhao, 2015. "Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(1), pages 21-52, August.
  23. Agénor, Pierre-Richard & Aynaoui, Karim El, 2010. "Excess liquidity, bank pricing rules, and monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 923-933, May.
  24. Vollmer, Uwe & Wiese, Harald, 2016. "Central bank standing facilities, counterparty risk, and OTC-interbank lending," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 101-122.
  25. Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
  26. Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  27. Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
  28. Matthew Pritsker, 2012. "Knightian uncertainty and interbank lending," Risk and Policy Analysis Unit Working Paper RPA 12-4, Federal Reserve Bank of Boston.
  29. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
  30. Gara M. Afonso & Ricardo Lagos, 2012. "An empirical study of trade dynamics in the fed funds market," Staff Reports 550, Federal Reserve Bank of New York.
  31. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Paper 1105, Federal Reserve Bank of Cleveland.
  32. Kowalik, Michal, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
  33. Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 235-263.
  34. Antoine Martin & James J. McAndrews & David R. Skeie, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
  35. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
  36. Tarron Khemraj & Christian R. Proaño, 2011. "Excess Bank Reserves and Monetary Policy with a Lower-Bound Lending Rate September 2011," Working Papers 1104, New School for Social Research, Department of Economics.
  37. Jose M. Berrospide, 2013. "Bank liquidity hoarding and the financial crisis: an empirical evaluation," Finance and Economics Discussion Series 2013-03, Board of Governors of the Federal Reserve System (U.S.).
  38. Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
  39. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  40. repec:hhs:bofitp:2013_023 is not listed on IDEAS
  41. Primus, Keyra, 2013. "Excess Reserves, Monetary Policy and Financial Volatility," MPRA Paper 51670, University Library of Munich, Germany.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.