IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Securitized Banking and the Run on Repo"

by Gary Gorton & Andrew Metrick

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Gale, Douglas & Yorulmazer, Tanju, 2013. "Liquidity hoarding," Theoretical Economics, Econometric Society, vol. 8(2), May.
  2. Tobias Adrian & Hyun Song Shin, 2013. "Procyclical leverage and value-at-risk," LSE Research Online Documents on Economics 60972, London School of Economics and Political Science, LSE Library.
  3. Todd Keister & Huberto Ennis, 2012. "Optimal banking contracts and financial fragility," 2012 Meeting Papers 179, Society for Economic Dynamics.
  4. Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
  5. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected risks, financial innovation and financial fragility," Economics Working Papers 1251, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  6. Liu, Zijun & Quiet, Stephanie & Roth , Benedict, 2015. "Banking sector interconnectedness: what is it, how can we measure it and why does it matter?," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 130-138.
  7. Acharya, Viral V & Tuckman, Bruce, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," CEPR Discussion Papers 9784, C.E.P.R. Discussion Papers.
  8. Angeloni, Ignazio & Faia, Ester & Winkler, Roland C., 2011. "Exit strategies," Kiel Working Papers 1676, Kiel Institute for the World Economy (IfW).
  9. Jaime R. Marquez & Ari Morse & Bernd Schlusche, 2012. "The Federal Reserve's balance sheet and overnight interest rates," Finance and Economics Discussion Series 2012-66, Board of Governors of the Federal Reserve System (U.S.).
  10. Ayadi, Rym & De Groen, Willem Pieter, 2014. "Banking Business Models Monitor 2014: Europe," CEPS Papers 9713, Centre for European Policy Studies.
  11. Yorulmazer, Tanju, 2014. "Case studies on disruptions during the crisis," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 17-28.
  12. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "A Model of Shadow Banking," Working Papers 576, Barcelona Graduate School of Economics.
  13. Gary B. Gorton & Andrew Metrick, 2012. "Who Ran on Repo?," NBER Working Papers 18455, National Bureau of Economic Research, Inc.
  14. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax," IMF Working Papers 12/282, International Monetary Fund.
  15. Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers 10-023, Harvard Business School, revised Jul 2010.
  16. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
  17. Kraenzlin, Sébastien & Nellen, Thomas, 2015. "Access policy and money market segmentation," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
  18. Grace Xing Hu & Jun Pan & Jiang Wang, 2015. "Tri-Party Repo Pricing," NBER Working Papers 21502, National Bureau of Economic Research, Inc.
  19. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2014. "Persistence in the banking industry: Fractional integration and breaks in memory," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 95-112.
  20. Michael P. Devereux & Niels Johannesen & John Vella, 2013. "Can taxes tame the banks? Evidence from European bank levies," EPRU Working Paper Series 1315, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  21. Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014. "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 150-166.
  22. Thomas Philippon, 2015. "Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," American Economic Review, American Economic Association, vol. 105(4), pages 1408-38, April.
  23. Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive," Research Papers 2065, Stanford University, Graduate School of Business.
  24. Dong Lou & Hongjun Yan & Jinfan Zhang, 2013. "Anticipated and Repeated Shocks in Liquid Markets," Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1891-1912.
  25. Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha, 2014. "What factors drive systemic risk during international financial crises?," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 78-96.
  26. Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," TSE Working Papers 11-280, Toulouse School of Economics (TSE).
  27. Valderrama, Laura, 2015. "Macroprudential regulation under repo funding," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 178-199.
  28. Alan S. Blinder, 2010. "The Squam Lake Report: Fifteen Economists in Search of Financial Reform," Working Papers 1243, Princeton University, Department of Economics, Center for Economic Policy Studies..
  29. Aloísio Araújo & Susan Schommer & Michael Woodford, 2013. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy National Bureau of Economic Research, Inc.
  30. Baklanova, Viktoria & Copeland, Adam & McCaughrin, Rebecca, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York, revised 01 Dec 2015.
  31. Ebner, André & Fecht, Falko & Schulz, Alexander, 2016. "How central is central counterparty clearing? A deep dive into a European repo market during the crisis," Discussion Papers 14/2016, Deutsche Bundesbank, Research Centre.
  32. Gary B. Gorton & Andrew Metrick & Lei Xie, 2014. "The Flight from Maturity," NBER Working Papers 20027, National Bureau of Economic Research, Inc.
  33. Nyborg, Kjell G. & Östberg, Per, 2014. "Money and liquidity in financial markets," Journal of Financial Economics, Elsevier, vol. 112(1), pages 30-52.
  34. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
  35. Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010. "Securitization without risk transfer," NBER Working Papers 15730, National Bureau of Economic Research, Inc.
  36. Corey Garriott & Kyle Gray, 2016. "Canadian Repo Market Ecology," Discussion Papers 16-8, Bank of Canada.
  37. Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
  38. Philip E. Strahan, 2013. "Too Big to Fail: Causes, Consequences, and Policy Responses," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 43-61, November.
  39. Guillermo Calvo, 2015. "The Liquidity Approach to Bubbles, Crises, Jobless Recoveries, and Involuntary Unemployment," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo J. Caballero & Klaus Schmidt-Hebbel (ed.), Economic Policies in Emerging-Market Economies Festschrift in Honor of Vittorio Corbo, edition 1, volume 21, chapter 6, pages 079-108 Central Bank of Chile.
  40. Matta, Rafael & Perotti, Enrico C, 2015. "Insecure Debt," CEPR Discussion Papers 10505, C.E.P.R. Discussion Papers.
  41. Joe Peek & Eric S. Rosengren, 2013. "The role of banks in the transmission of monetary policy," Public Policy Discussion Paper 13-5, Federal Reserve Bank of Boston.
  42. Andrei Kapaev, 2013. "Remark on repo and options," Papers 1311.5211, arXiv.org.
  43. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015. "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 285-307.
  44. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  45. Natalya Martynova & Lev Ratnovski & Razvan Vlahu, 2014. "Franchise value and risk-taking in modern banks," DNB Working Papers 430, Netherlands Central Bank, Research Department.
  46. Soeren Radde & Wei Cui, 2013. "Search-Based Endogenous Illiquidity, Business Cycles and Monetary Policy," 2013 Meeting Papers 1009, Society for Economic Dynamics.
  47. A. Bernales & M. di Filippo, 2016. "The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending," Working papers 598, Banque de France.
  48. Claudio Raddatz ; & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile 668, Central Bank of Chile.
  49. Wujiang Lou, 2016. "Repo Haircuts and Economic Capital," Papers 1604.05404, arXiv.org.
  50. Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  51. Andrei A. Kirilenko & Andrew W. Lo, 2013. "Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 51-72, Spring.
  52. Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
  53. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, vol. 97(3), pages 306-318, September.
  54. Jason Donaldson & Eva Micheler, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.
  55. Aikman, David & Kiley, Michael T. & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
  56. Diane Pierret, 2015. "Systemic Risk and the Solvency-Liquidity Nexus of Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 193-227, June.
  57. Thomas Philippon & Joseba Martinez & Miguel de Faria e Castro, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," 2015 Meeting Papers 1146, Society for Economic Dynamics.
  58. Gaetano Antinolfi & Francesca Carapella & Charles M. Kahn & Antoine Martin & David C. Mills & Ed Nosal, 2012. "Repos, fire sales, and bankruptcy policy," Working Paper Series WP-2012-15, Federal Reserve Bank of Chicago.
  59. Gorton, Gary & Metrick, Andrew, 2013. "Securitization," Handbook of the Economics of Finance, Elsevier.
  60. Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  61. Simas Kucinskas, 2015. "Aggregate Risk and Efficiency of Mutual Funds," Tinbergen Institute Discussion Papers 15-113/VI, Tinbergen Institute.
  62. Richard J. Rosen, 2010. "The impact of the originate-to-distribute model on banks before and during the financial crisis," Working Paper Series WP-2010-20, Federal Reserve Bank of Chicago.
  63. Weerachart T. Kilenthong & Robert M. Townsend, 2016. "A Market Based Solution for Fire Sales and Other Pecuniary Externalities," NBER Working Papers 22056, National Bureau of Economic Research, Inc.
  64. Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
  65. Sebastian Infante, 2013. "Repo collateral fire sales: the effects of exemption from automatic stay," Finance and Economics Discussion Series 2013-83, Board of Governors of the Federal Reserve System (U.S.).
  66. Andrei Shleifer & Robert W. Vishny, 2010. "Fire Sales in Finance and Macroeconomics," NBER Working Papers 16642, National Bureau of Economic Research, Inc.
  67. Markus Kinateder & Hubert Janos Kiss & Agnes Pinter, 2015. "Would depositors like to show others that they do not withdraw? Theory and Experiment," IEHAS Discussion Papers 1553, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  68. Alan M. Rai, 2013. "The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 45-104, March.
  69. Kirk, Adam & McAndrews, James J. & Sastry, Parinitha & Weed, Phillip, 2014. "Matching collateral supply and financing demands in dealer banks," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 127-151.
  70. Emilios Avgouleas, 2015. "Bank Leverage Ratios and Financial Stability: A Micro- and Macroprudential Perspective," Economics Working Paper Archive wp_849, Levy Economics Institute.
  71. Laux, Christian & Leuz, Christian, 2009. "Did fair-value accounting contribute to the financial crisis?," CFS Working Paper Series 2009/22, Center for Financial Studies (CFS).
  72. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José Luis & Tous, Francesc R., 2015. "Securities Trading by Banks and Credit Supply: Micro-Evidence," CEPR Discussion Papers 10480, C.E.P.R. Discussion Papers.
  73. Ippolito, Filippo & Peydró, José Luis & Polo, Andrea & Sette, Enrico, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
  74. Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank, Research Centre.
  75. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
  76. Merrill, Craig B. & Nadauld, Taylor & Stulz, Rene M. & Sherlund, Shane M., 2012. "Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?," Working Paper Series 2012-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  77. Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Economic Journal, Royal Economic Society, vol. 122(564), pages F467-F486, November.
  78. Stephan Schulmeister, 2014. "The Struggle Over the Financial Transactions Tax – A Politico-economic Farce," WIFO Working Papers 474, WIFO.
  79. Charles W. Calomiris & Inessa Love & Maria Soledad Martinez Peria, 2010. "Crisis "Shock Factors" and the Cross-Section of Global Equity Returns," NBER Working Papers 16559, National Bureau of Economic Research, Inc.
  80. Peter Koudijs & Joachim Voth, 2013. "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers 1343, Department of Economics and Business, Universitat Pompeu Fabra.
  81. Gary Gorton & Guillermo Ordonez, 2011. "Collateral Crises," IMES Discussion Paper Series 11-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
  82. Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
  83. Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
  84. Benjamin Friedman & Kenneth Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers 2010-03, Department of Economics, Williams College.
  85. Ryo Kato & Takayuki Tsuruga, 2014. "The Safer, the Riskier: A Model of Financial Instability and Bank Leverage," CAMA Working Papers 2014-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  86. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers 22148, National Bureau of Economic Research, Inc.
  87. Hryckiewicz, Aneta, 2014. "Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?," MPRA Paper 55118, University Library of Munich, Germany.
  88. Antoine Martin & David R. Skeie & Ernst-Ludwig Von Thadden, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York.
  89. Obstfeld, Maurice, 2010. "The immoderate world economy," Journal of International Money and Finance, Elsevier, vol. 29(4), pages 603-614, June.
  90. William A. Allen & Richhild Moessner, 2011. "The international propagation of the financial crisis of 2008 and a comparison with 1931," BIS Working Papers 348, Bank for International Settlements.
  91. Fernando M. Duarte & Thomas M. Eisenbach, 2013. "Fire-sale spillovers and systemic risk," Staff Reports 645, Federal Reserve Bank of New York.
  92. Gary Gorton & Andrew Metrick, 2013. "The Federal Reserve and Panic Prevention: The Roles of Financial Regulation and Lender of Last Resort," Journal of Economic Perspectives, American Economic Association, vol. 27(4), pages 45-64, Fall.
  93. Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
  94. Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
  95. Guillermo Calvo, 2015. "The Liquidity Approach to Bubbles, Crises, Jobless Recoveries, and Involuntary Unemployment," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(3), pages 04-27, December.
  96. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5329-5345.
  97. 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.
  98. Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  99. Marquez, Jaime & Morse, Ari & Schlusche, Bernd, 2013. "The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5300-5315.
  100. John H. Cochrane, 2014. "Toward a Run-free Financial System," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 10 Hoover Institution, Stanford University.
  101. Angeloni, Ignazio & Faia, Ester, 2013. "Capital regulation and monetary policy with fragile banks," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 311-324.
  102. Reinhart, Carmen M. & Rogoff, Kenneth S., 2008. "Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison," Scholarly Articles 11129156, Harvard University Department of Economics.
  103. Yoshiko Suzuki, 2016. "European banks' funding realignment during the European debt crisis: impact of counterparty risk and funding liquidity on FX swap pricing," Economics Bulletin, AccessEcon, vol. 36(2), pages 696-703.
  104. Beck, Günter Wilfried & Kotz, Hans-Helmut, 2016. "Euro area shadow banking activities in a low-interest-rate environment: A flow-of-funds perspective," SAFE White Paper Series 37, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
  105. Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
  106. Wang, Tianxi, 2013. "A model of leverage based on risk sharing," Economics Letters, Elsevier, vol. 119(1), pages 97-100.
  107. Debbaut, Peter & Ennis, Huberto M., 2014. "Large U.S. Bank Holding Companies During the 2007-09 Financial Crisis: An Overview of the Data," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 113-157.
  108. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2015. "Safe, or not safe? Covered bonds and Bank Fragility," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112875, Verein für Socialpolitik / German Economic Association.
  109. Hryckiewicz, Aneta & Kozlowski, Lukasz, 2014. "Banking business models and the nature of financial crises," MPRA Paper 64072, University Library of Munich, Germany, revised 09 Mar 2015.
  110. Gary Gorton, 2013. "The Development of Opacity in U.S. Banking," NBER Working Papers 19540, National Bureau of Economic Research, Inc.
  111. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The impact of capital on lending in publicly-traded and privately- held banks in the EU," Faculty of Management Working Paper Series 72015, University of Warsaw, Faculty of Management.
  112. Mauro Bernardi & Lea Petrella, 2015. "Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(2), pages 198, April.
  113. Dong Boem Choi, 2013. "Heterogeneity and stability: bolster the strong, not the weak," Staff Reports 637, Federal Reserve Bank of New York.
  114. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
  115. Lillo, Fabrizio & Pirino, Davide, 2015. "The impact of systemic and illiquidity risk on financing with risky collateral," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 180-202.
  116. Stijn Claessens & Lev Ratnovski, 2014. "What is Shadow Banking?," IMF Working Papers 14/25, International Monetary Fund.
  117. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2011. "Risk Topography," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 149-176 National Bureau of Economic Research, Inc.
  118. Viral V. Acharya & Bruce Tuckman, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," NBER Working Papers 19773, National Bureau of Economic Research, Inc.
  119. Ingmar Schumacher, 2012. "On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings," Working Papers hal-00668284, HAL.
  120. Mitchener, Kris James & Richardson, Gary, 2016. "Network Contagion and Interbank Amplification during the Great Depression," CEPR Discussion Papers 11164, C.E.P.R. Discussion Papers.
  121. Alexis Akira Toda & Gregory Phelan, 2016. "Securitized Markets and International Capital Flows," 2016 Meeting Papers 174, Society for Economic Dynamics.
  122. Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
  123. Asani Sarkar, 2009. "Liquidity risk, credit risk, and the federal reserve’s responses to the crisis," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 335-348, December.
  124. James Crotty, 2009. "The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability," UMASS Amherst Economics Working Papers 2009-13, University of Massachusetts Amherst, Department of Economics.
  125. Natalya Martynova & Lev Ratnovski & Razvan Vlahu, 2015. "Bank Profitability and Risk-Taking," IMF Working Papers 15/249, International Monetary Fund.
  126. John H. Cochrane, 2010. "Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic," NBER Working Papers 16087, National Bureau of Economic Research, Inc.
  127. Guillermo A. Calvo, 2014. "Sudden Stop and Sudden Flood of Foreign Direct Investment: Inverse Bank Run, Output, and Welfare Distribution," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 5-19, 01.
  128. Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
  129. Ricardo J. Caballero & Emmanuel Farhi, 2013. "A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy," NBER Working Papers 18737, National Bureau of Economic Research, Inc.
  130. Ronald W.Anderson & Karin Jõeveer, 2014. "The Economics of Collateral," FMG Discussion Papers dp732, Financial Markets Group.
  131. Maddaloni, Angela & Peydró, José-Luis, 2010. "Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards," Working Paper Series 1248, European Central Bank.
  132. Adrian, Tobias, 2015. "Financial Stability Policies for Shadow Banking," CEPR Discussion Papers 10435, C.E.P.R. Discussion Papers.
  133. Kiss, Hubert Janos & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2014. "Do social networks prevent or promote bank runs?," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 87-99.
  134. Tao Sun, 2015. "The Impact of Global Liquidity on Financial Landscapes and Risks in the ASEAN-5 Countries," IMF Working Papers 15/211, International Monetary Fund.
  135. Jo Michell, 2016. "Do shadow banks create money? 'Financialisation' and the monetary circuit," Working Papers PKWP1605, Post Keynesian Economics Study Group (PKSG).
  136. Manmohan Singh, 2013. "The Changing Collateral Space," IMF Working Papers 13/25, International Monetary Fund.
  137. Tallman, Ellis W. & Moen, Jon R., 2014. "The Transmission of the Financial Crisis in 1907: An Empirical Investigation," Working Paper 1409, Federal Reserve Bank of Cleveland.
  138. D'Amico, Stefania & Fan, Roger & Kitsul, Yuriy, 2014. "The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors," Finance and Economics Discussion Series 2014-60, Board of Governors of the Federal Reserve System (U.S.).
  139. Shleifer, Andrei & Vishny, Robert W., 2010. "Asset Fire Sales and Credit Easing," Scholarly Articles 10362022, Harvard University Department of Economics.
  140. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
  141. Derek Anderson & Benjamin Hunt & Stephen Snudden, 2013. "Fiscal Consolidation in the Euro Area; How Much Can Structural Reforms Ease the Pain?," IMF Working Papers 13/211, International Monetary Fund.
  142. Ahnert, Toni & Elamin, Mahmoud, 2014. "The Effect of Safe Assets on Financial Fragility in a Bank-Run Model," Working Paper 1437, Federal Reserve Bank of Cleveland.
  143. Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2016. "Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy," Boston College Working Papers in Economics 901, Boston College Department of Economics.
  144. Guillermo Calvo, 2013. "Puzzling over the Anatomy of Crises: Liquidity and the Veil of Finance," IMES Discussion Paper Series 13-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  145. Alberto Botta & Eugenio Caversazi & Daniele Tori, 2016. "The macroeconomics of shadow banking," Working Papers PKWP1611, Post Keynesian Economics Study Group (PKSG).
  146. Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2011. "Crisis Resolution and Bank Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2166-2205.
  147. Goldstein, Itay & Razin, Assaf, 2015. "Three Branches of Theories of Financial Crises," Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
  148. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
  149. Hajime Tomura, 2013. "Repos in Over-the-Counter Markets," UTokyo Price Project Working Paper Series 005, University of Tokyo, Graduate School of Economics.
  150. Renata Karkowska, 2015. "The role of investment banking in systemic risk profiles. Evidence from a panel of EU banking sectors," Faculty of Management Working Paper Series 22015, University of Warsaw, Faculty of Management.
  151. Giacomo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2015. "Lending Standards Over the Credit Cycle," Working Papers 563, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  152. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148 National Bureau of Economic Research, Inc.
  153. Carlson, Mark A. & Duygan-Bump, Burcu & Natalucci, Fabio M. & Nelson, William R. & Ochoa, Marcelo & Stein, Jerome L. & Van den Heuvel, Skander J., 2014. "The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies," Finance and Economics Discussion Series 2014-102, Board of Governors of the Federal Reserve System (U.S.).
  154. Pierre Pessarossi & Frédéric Vinas, 2015. "The supply of long-term credit after a funding shock: evidence from 2007-2009," Documents de travail du Centre d'Economie de la Sorbonne 15073, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  155. Cetorelli, Nicola, 2014. "Hybrid intermediaries," Staff Reports 705, Federal Reserve Bank of New York.
  156. Kiss, Hubert János & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2015. "Kognitív képességek és stratégiai bizonytalanság egy bankrohamkísérletben
    [Cognitive abilities and strategic uncertainty in a bank-run experiment]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1030-1047.
  157. Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.
  158. Craig, B.R. & Dinger, V., 2010. "Deposit Market Competition, Wholesale Funding, and Bank Risk," Discussion Paper 2010-65S, Tilburg University, Center for Economic Research.
  159. Fratianni, Michele & Giri, Federico, 2015. "The tale of two great crises," FinMaP-Working Papers 51, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  160. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports 580, Federal Reserve Bank of New York.
  161. Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015. "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers 21449, National Bureau of Economic Research, Inc.
  162. repec:dau:papers:123456789/13143 is not listed on IDEAS
  163. Oehmke, Martin, 2014. "Liquidating illiquid collateral," Journal of Economic Theory, Elsevier, vol. 149(C), pages 183-210.
  164. Antoine Bouveret & Stéphane Colliac, 2010. "Commentaire : Déséquilibres mondiaux, errances de la régulation et crise de la finance globalisée," Économie et Statistique, Programme National Persée, vol. 438(1), pages 105-110.
  165. Luck, Stephan & Schempp, Paul, 2014. "Banks, shadow banking, and fragility," Working Paper Series 1726, European Central Bank.
  166. Sergey Chernenko & Adi Sunderam, 2016. "Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds," NBER Working Papers 22391, National Bureau of Economic Research, Inc.
  167. Gary Gorton & Andrew Metrick, 2010. "Regulating the Shadow Banking System," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 261-312.
  168. Nyborg, Kjell G, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
  169. Bental, Benjamin & Demougin, Dominique, . "Should We Have or Should We Have Not, and Who Should Have Paid?," Working Papers WP2011/3, University of Haifa, Department of Economics.
  170. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Leverage asset pricing," Staff Reports 625, Federal Reserve Bank of New York.
  171. Leon Rincon, C.E. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
  172. Brian Begalle & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013. "The risk of fire sales in the tri-party repo market," Staff Reports 616, Federal Reserve Bank of New York.
  173. Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  174. Andrea Pinna, 2015. "Price Formation of Pledgeable Securities," BEMPS - Bozen Economics & Management Paper Series BEMPS26, School of Economics and Management at the Free University of Bozen.
  175. Weerachart Kilenthong & Robert Townsend, 2016. "A Market Based Solution for Fire Sales and Other Pecuniary Externalities," PIER Discussion Papers 23., Puey Ungphakorn Institute for Economic Research, revised Apr 2016.
  176. Frost, Joshua & Logan, Lorie & Martin, Antoine & McCabe, Patrick E. & Natalucci, Fabio M. & Remache, Julie, 2015. "Overnight RRP operations as a monetary policy tool: some design considerations," Staff Reports 712, Federal Reserve Bank of New York.
  177. Linus Wilson & Yan Wu & Stephanie Prejean, 2014. "Are the Bailouts of Wall Street Complements or Substitutes?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 42(1), pages 21-38, March.
  178. Reinhardt, Dennis & Sowerbutts, Rhiannon, 2015. "Regulatory arbitrage in action: evidence from banking flows and macroprudential policy," Bank of England working papers 546, Bank of England.
  179. Varma, Jayanth R., . "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  180. Dirk Schoenmaker & Peter Wierts, 2015. "Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio," Tinbergen Institute Discussion Papers 15-057/IV/DSF93, Tinbergen Institute.
  181. Nadauld, Taylor D. & Sherlund, Shane M., 2013. "The impact of securitization on the expansion of subprime credit," Journal of Financial Economics, Elsevier, vol. 107(2), pages 454-476.
  182. Cabral, Ricardo, 2013. "A perspective on the symptoms and causes of the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 103-117.
  183. Cukierman, Alex & Izhakian, Yehuda, 2011. "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers 8453, C.E.P.R. Discussion Papers.
  184. Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
  185. Sophia Chen, 2015. "Uncertainty and Investment; The Financial Intermediary Balance Sheet Channel," IMF Working Papers 15/65, International Monetary Fund.
  186. Fabio Schiantarelli & Massimiliano Stacchini & Philip Strahan, 2016. "Bank quality, judicial efficiency and borrower runs: loan repayment delays in Italy," Temi di discussione (Economic working papers) 1072, Bank of Italy, Economic Research and International Relations Area.
  187. Salazar Trujillo, Boris, 2013. "¿Crisis después de la crisis?: el estado de la macroeconomía financiera después de la crisis global," DOCUMENTOS DE TRABAJO-CIDSE 011025, UNIVERSIDAD DEL VALLE - CIDSE.
  188. A. Pinna, 2015. "Price Formation of Pledgeable Securities," Working Paper CRENoS 201511, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  189. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
  190. Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
  191. Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
  192. Cornett, Marcia Millon & McNutt, Jamie John & Strahan, Philip E. & Tehranian, Hassan, 2011. "Liquidity risk management and credit supply in the financial crisis," Journal of Financial Economics, Elsevier, vol. 101(2), pages 297-312, August.
  193. Yeva Nersisyan, 2015. "The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention during the Global Financial Crisis," Economics Working Paper Archive wp_829, Levy Economics Institute.
  194. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  195. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284 Edward Elgar Publishing.
  196. Office of Financial Research (ed.), 2013. "Office of Financial Research 2013 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 13-2.
  197. Sheng Guo, 2014. "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers 1406, Florida International University, Department of Economics.
  198. Schmidt, Lawrence & Timmermann, Allan G & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
  199. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
  200. Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  201. Tepper, Alexander & Borowiecki, Karol Jan, 2014. "A Leverage-Based Measure of Financial Instability," Discussion Papers of Business and Economics 14/2014, Department of Business and Economics, University of Southern Denmark.
  202. Ivashina, Victoria & Scharfstein, David, 2010. "Bank lending during the financial crisis of 2008," Journal of Financial Economics, Elsevier, vol. 97(3), pages 319-338, September.
  203. Beck, Günter W. & Kotz, Hans-Helmut & Zabelina, Natalia, 2015. "Euro area macro-financial stability: A flow-of-funds perspective," SAFE White Paper Series 29, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
  204. Edward Simpson Prescott, 2010. "Introduction to the special issue on the Diamond-Dybvig model," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1Q, pages 1-9.
  205. Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Consolidation and systemic risk in the international insurance industry," Journal of Financial Stability, Elsevier, vol. 18(C), pages 187-202.
  206. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  207. Guillermo A. Calvo, 2012. "The Price Theory of Money, Prospero's Liquidity Trap, and Sudden Stop: Back to Basics and Back," NBER Working Papers 18285, National Bureau of Economic Research, Inc.
  208. Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers 2016-2, University of Alberta, Department of Economics.
  209. Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien, 2014. "Interest rate risk propagation: Evidence from the credit crunch," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 242-264.
  210. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," BORRADORES DE ECONOMIA 014080, BANCO DE LA REPÚBLICA.
  211. Kris James Mitchener & Gary Richardson, 2016. "Network Contagion and Interbank Amplification during the Great Depression," NBER Working Papers 22074, National Bureau of Economic Research, Inc.
  212. Manmohan Singh, 2012. "The (Other) Deleveraging," IMF Working Papers 12/179, International Monetary Fund.
  213. Sanches, Daniel R., 2014. "Shadow banking and the crisis of 2007-08," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 7-14.
  214. Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
  215. Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.
  216. Alan M. Taylor, 2015. "Credit, Financial Stability, and the Macroeconomy," NBER Working Papers 21039, National Bureau of Economic Research, Inc.
  217. Liliana Schumacher & Theodore M. Barnhill, 2011. "Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information," IMF Working Papers 11/263, International Monetary Fund.
  218. Battaglia, Francesca & Gallo, Angela, 2013. "Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 274-286.
  219. Egly, Peter V. & Escobari, Diego & Johnk, David W., 2014. "The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banks’ Asset Composition," MPRA Paper 62244, University Library of Munich, Germany.
  220. Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.
  221. Yumi Saita & Chihiro Shimizu & Tsutomu Watanabe, 2013. "Aging and Real Estate Prices:Evidence from Japanese and US Regional Data," UTokyo Price Project Working Paper Series 014, University of Tokyo, Graduate School of Economics, revised Dec 2013.
  222. Baklanova, Viktoria & Caglio, Cecilia & Cipriani, Marco & Copeland, Adam, 2016. "A new survey of the U.S. bilateral repo market: a snapshot of broker-dealer activity," Staff Reports 758, Federal Reserve Bank of New York.
  223. Adam Copeland & Darrell Duffie & Antoine Martin & Susan McLaughlin, 2012. "Explaining the U.S. tri-party repo market," Economic Policy Review, Federal Reserve Bank of New York, issue Nov, pages 17-28.
  224. Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
  225. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
  226. Moritz Schularick & Paul Wachtel, 2012. "The Making of America's Imbalances," Working Papers 12-09, New York University, Leonard N. Stern School of Business, Department of Economics.
  227. Duchin, Ran & Sosyura, Denis, 2014. "Safer ratios, riskier portfolios: Banks׳ response to government aid," Journal of Financial Economics, Elsevier, vol. 113(1), pages 1-28.
  228. Banti, Chiara & Phylaktis, Kate, 2015. "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 114-134.
  229. Rui Gong & Frank Page, 2016. "Shadow banks and systemic risks," LSE Research Online Documents on Economics 66044, London School of Economics and Political Science, LSE Library.
  230. Düwel, Cornelia, 2013. "Repo funding and internal capital markets in the financial crisis," Discussion Papers 16/2013, Deutsche Bundesbank, Research Centre.
  231. Antoniades, Adonis, 2013. "Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications," MPRA Paper 49270, University Library of Munich, Germany.
  232. Daniel M. Covitz & J. Nellie Liang & Gustavo A. Suarez, 2009. "The evolution of a financial crisis: panic in the asset-backed commercial paper market," Finance and Economics Discussion Series 2009-36, Board of Governors of the Federal Reserve System (U.S.).
  233. Soren Radde & Wei Cui, 2015. "Search-Based Endogenous Illiquidity and the Macroeconomy," 2015 Meeting Papers 546, Society for Economic Dynamics.
  234. Awrey, Dan, 2013. "Toward a supply-side theory of financial innovation," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 401-419.
  235. repec:esx:essedp:714 is not listed on IDEAS
  236. Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
  237. Jin, Yi & Zeng, Zhixiong, 2014. "Banking risk and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 350-360.
  238. Kinda Cheryl Hachem & Zheng Michael Song, 2016. "Liquidity Regulation and Unintended Financial Transformation in China," NBER Working Papers 21880, National Bureau of Economic Research, Inc.
  239. Frederic S. Mishkin, 2011. "Over the Cliff: From the Subprime to the Global Financial Crisis," Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 49-70, Winter.
  240. Weerachart T. Kilenthong & Robert M. Townsend, 2014. "A Market Based Solution to Price Externalities: A Generalized Framework," NBER Working Papers 20275, National Bureau of Economic Research, Inc.
  241. Pintus, Patrick A. & Wen, Yi & Xing, Xiaochuan, 2015. "Interest Rate Dynamics, Variable-Rate Loan Contracts, and the Business Cycle," Working Papers 2015-32, Federal Reserve Bank of St. Louis, revised 04 Nov 2015.
  242. 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.
  243. Dewally, Michaël & Shao, Yingying, 2014. "Liquidity crisis, relationship lending and corporate finance," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 223-239.
  244. Adrian, Tobias, 2014. "Financial stability policies for shadow banking," Staff Reports 664, Federal Reserve Bank of New York.
  245. Mitchener, Kris James & Richardson, Gary, 2016. "Network Contagion and Interbank Amplification during the Great Depression," Working Paper 16-3, Federal Reserve Bank of Richmond.
  246. Arvind Krishnamurthy, 2009. "How Debt Markets have Malfunctioned in the Crisis," NBER Working Papers 15542, National Bureau of Economic Research, Inc.
  247. Chalermchatvichien, Pichaphop & Jumreornvong, Seksak & Jiraporn, Pornsit, 2014. "Basel III, capital stability, risk-taking, ownership: Evidence from Asia," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 28-46.
  248. Benoît D'Udekem, 2014. "Bank Cash Holdings and Investor Uncertainty," Working Papers CEB 14-002, ULB -- Universite Libre de Bruxelles.
  249. Zheng Song & Kinda Hachem, 2015. "The Rise of China's Shadow Banking System," 2015 Meeting Papers 931, Society for Economic Dynamics.
  250. Liu, Luke, 2011. "Securitization and moral hazard: Does security price matter?," MPRA Paper 35004, University Library of Munich, Germany.
  251. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York, revised 01 Jul 2016.
  252. Artak Harutyunyan & Alexander Massara & Giovanni Ugazio & Goran Amidzic & Richard Walton, 2015. "Shedding Light on Shadow Banking," IMF Working Papers 15/1, International Monetary Fund.
  253. William T. Gavin, 2010. "Editor's introduction," Review, Federal Reserve Bank of St. Louis, issue May, pages 225-228.
  254. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
  255. Choi, Dong Boem & Choi, Hyun-Soo, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York.
  256. Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan, 2013. "Bank capital, interbank contagion, and bailout policy," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2765-2778.
  257. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
  258. Kopchak, Seth J., 2013. "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, vol. 16(2), pages 253-278.
  259. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.
  260. Manmohan Singh, 2011. "Velocity of Pledged Collateral; Analysis and Implications," IMF Working Papers 11/256, International Monetary Fund.
  261. Gary Gorton & Andrew Metrick, 2012. "Entérese rápidamente de la crisis financiera: guía de lectura para un fin de semana," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(26), pages 15-46, January-J.
  262. Li, Xuelian & Lin, Jyh-Horng, 2016. "Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 98-109.
  263. Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013. "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series 124, Competitive Advantage in the Global Economy (CAGE).
  264. Adonis Antoniades, 2014. "Liquidity Risk and the Credit Crunch of 2007-2008: Evidence from Micro-Level Data on Mortgage Loan Applications," BIS Working Papers 473, Bank for International Settlements.
  265. Brousseau, Vincent & Nikolaou, Kleopatra & Pill, Huw, 2014. "Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?," Finance and Economics Discussion Series 2014-112, Board of Governors of the Federal Reserve System (U.S.).
  266. Anne Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Sciences Po publications 2014-08, Sciences Po.
  267. Choi, Dong Boem & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2015. "Watering a lemon tree: heterogeneous risk taking and monetary policy transmission," Staff Reports 724, Federal Reserve Bank of New York, revised 01 May 2016.
  268. Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015. "Extremal dependence tests for contagion," CAMA Working Papers 2015-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  269. Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 026, University of Tokyo, Graduate School of Economics.
  270. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
  271. Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao, 2016. "Market uncertainty, expected volatility and the mispricing of S&P 500 index futures," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 78-98.
  272. Rafael Matta & Enrico Perotti, 2015. "Insecure debt," LSE Research Online Documents on Economics 65099, London School of Economics and Political Science, LSE Library.
  273. Azusa Takeyama & Naoshi Tsuchida, 2015. "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series 15-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
  274. Hubert János Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-García, 2014. "Think Twice Before Running! Bank Runs and Cognitive Abilities," IEHAS Discussion Papers 1428, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  275. Jan Wrampelmeyer, 2013. "Darrell Duffie: How big banks fail and what to do about it," Financial Markets and Portfolio Management, Springer, vol. 27(2), pages 253-256, June.
  276. Clemens Bonner & Daniel Streitz & Michael Wedow, 2016. "On the differential impact of securitization on bank lending during the financial crisis," DNB Working Papers 501, Netherlands Central Bank, Research Department.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.