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Citations for "Precautionary Reserves and the Interbank Market"

by Adam Ashcraft & James Mcandrews & David Skeie

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  1. 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.
  2. S. Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
  3. Hugo Rodríguez Mendizábal, 2014. "Bank Size, Risk Diversification and Money Markets," Working Papers 785, Barcelona Graduate School of Economics.
  4. 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.
  5. 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.
  6. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  7. 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.
  8. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
  9. 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.
  10. 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.
  11. Acharya, Viral V & Merrouche, Ouarda, 2012. "Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis," CEPR Discussion Papers 8859, C.E.P.R. Discussion Papers.
  12. Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L., 2014. "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 78-106.
  13. Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 235-263.
  14. 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.
  15. 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.).
  16. 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.
  17. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
  18. 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.
  19. 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.
  20. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports 488, Federal Reserve Bank of New York.
  21. Primus, Keyra, 2013. "Excess Reserves, Monetary Policy and Financial Volatility," MPRA Paper 51670, University Library of Munich, Germany.
  22. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Paper 1105, Federal Reserve Bank of Cleveland.
  23. Xavier Freixas, 2009. "Post crisis challenges to bank regulation," Economics Working Papers 1201, Department of Economics and Business, Universitat Pompeu Fabra.
  24. 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.
  25. 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.
  26. Afonso, Gara M. & Lagos, Ricardo, 2014. "An Empirical Study of Trade Dynamics in the Fed Funds Market," Working Papers 708, Federal Reserve Bank of Minneapolis.
  27. 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.
  28. Angelo Baglioni, 2009. "Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0091, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  29. Angelo Baglioni & Andrea Monticini, 2013. "Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," Journal of Financial Services Research, Springer, vol. 44(2), pages 175-186, October.
  30. 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.
  31. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  32. Matthew Pritsker, 2012. "Knightian uncertainty and interbank lending," Risk and Policy Analysis Unit Working Paper RPA 12-4, Federal Reserve Bank of Boston.
  33. 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, vol. 48(1), pages 21-52, August.
  34. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
  35. 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.
  36. Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
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