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Citations for "Precautionary Reserves and the Interbank Market"

by Adam Ashcraft & James Mcandrews & David Skeie

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  1. Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80048, Verein für Socialpolitik / German Economic Association.
  2. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  3. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  4. Gara Afonso & Ricardo Lagos, 2012. "An empirical study of trade dynamics in the fed funds market," Staff Reports 550, Federal Reserve Bank of New York.
  5. 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.
  6. Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
  7. Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer, vol. 41(1), pages 1-18, April.
  8. 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.
  9. 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.
  10. Antoine Martin & James McAndrews & David Skeie, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
  11. 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," Working Papers 687, Barcelona Graduate School of Economics.
  12. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  13. Guillaume Rocheteau & Pierre‐Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 261-282, October.
  14. Xavier Freixas, 2010. "Post-crisis challenges to bank regulation," Economic Policy, CEPR;CES;MSH, vol. 25, pages 375-399, 04.
  15. 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.
  16. Hugo Rodríguez Mendizábal, 2014. "Bank Size, Risk Diversification and Money Markets," Working Papers 785, Barcelona Graduate School of Economics.
  17. Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 235-263.
  18. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity Hoarding," FMG Discussion Papers dp682, Financial Markets Group.
  19. Gabrieli, Silvia & Georg, Co-Pierre, 2014. "A network view on interbank market freezes," Discussion Papers 44/2014, Deutsche Bundesbank, Research Centre.
  20. Primus, Keyra, 2013. "Excess Reserves, Monetary Policy and Financial Volatility," MPRA Paper 51670, University Library of Munich, Germany.
  21. Jochen Güntner, 2013. "The federal funds market, excess reserves, and unconventional monetary policy," Economics working papers 2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
  22. 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.
  23. Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
  24. 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.
  25. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014. "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 15-42.
  26. Pierre-Richard Agénor & Karim El Aynaoui, 2008. "Excess Liquidity, Bank Pricing Rules, and Monetary Policy," Centre for Growth and Business Cycle Research Discussion Paper Series 105, Economics, The Univeristy of Manchester.
  27. 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.
  28. 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.
  29. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
  30. Matthew Pritsker, 2012. "Knightian uncertainty and interbank lending," Risk and Policy Analysis Unit Working Paper RPA 12-4, Federal Reserve Bank of Boston.
  31. Jose 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.).
  32. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
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