How Safe Are Money Market Funds?
Citations
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Cited by:
- Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
- Hanson, Samuel G. & Shleifer, Andrei & Stein, Jeremy C. & Vishny, Robert W., 2015.
"Banks as patient fixed-income investors,"
Journal of Financial Economics, Elsevier, vol. 117(3), pages 449-469.
- Samuel Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, "undated". "Banks as patient fixed-income investors," Working Paper 238646, Harvard University OpenScholar.
- Samuel G. Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed-Income Investors," NBER Working Papers 20288, National Bureau of Economic Research, Inc.
- Samuel G. Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed Income Investors," Working Paper 151246, Harvard University OpenScholar.
- Samuel Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed Income Investors," Finance and Economics Discussion Series 2014-15, Board of Governors of the Federal Reserve System (U.S.).
- Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017. "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 31-52, November.
- Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Sultanum, Bruno, 2018.
"Financial fragility and over-the-counter markets,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
- Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.
- Bruno Sultanum, 2016. "Financial Fragility and Over-the-Counter Markets," Working Paper 16-4, Federal Reserve Bank of Richmond.
- Bruno Sultanum, 2017. "Financial Fragility and Over-the-counter Markets," 2017 Meeting Papers 1122, Society for Economic Dynamics.
- Järvenpää, Maija & Paavola, Aleksi, 2021. "Investor monitoring, money-likeness and stability of money market funds," Research Discussion Papers 2/2021, Bank of Finland.
- Jank, Stephan & Wedow, Michael, 2015.
"Sturm und Drang in money market funds: When money market funds cease to be narrow,"
Journal of Financial Stability, Elsevier, vol. 16(C), pages 59-70.
- Jank, Stephan & Wedow, Michael, 2008. "Sturm und Drang in money market funds: when money market funds cease to be narrow," Discussion Paper Series 2: Banking and Financial Studies 2008,20, Deutsche Bundesbank.
- Jank, Stephan & Wedow, Michael, 2010. "Sturm und Drang in money market funds: When money market funds cease to be narrow," CFR Working Papers 10-16, University of Cologne, Centre for Financial Research (CFR).
- Marco Cipriani & Gabriele La Spada, 2017. "Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform," Staff Reports 816, Federal Reserve Bank of New York.
- Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
- Anatoli Segura, 2017. "Why did sponsor banks rescue their SIVs?," Temi di discussione (Economic working papers) 1100, Bank of Italy, Economic Research and International Relations Area.
- Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019.
"The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
- Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Acharya, Viral V & Drechsler, Itamar & Schnabl, Philipp, 2011. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," CEPR Discussion Papers 8679, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Fecht, Falko & Wedow, Michael, 2014.
"The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 376-399.
- Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank.
- Tao, Ran & Su, Chi-Wei & Xiao, Yidong & Dai, Ke & Khalid, Fahad, 2021. "Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
- Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo, 2019. "Money Market Funds and Unconventional Monetary Policy," Research Technical Papers 7/RT/19, Central Bank of Ireland.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Schroth, Enrique & Suarez, Gustavo A. & Taylor, Lucian A., 2014. "Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis," Journal of Financial Economics, Elsevier, vol. 112(2), pages 164-189.
- Goldstein, Itay & Jiang, Hao & Ng, David T., 2017. "Investor flows and fragility in corporate bond funds," Journal of Financial Economics, Elsevier, vol. 126(3), pages 592-613.
- Grace Xing Hu & Jun Pan & Jiang Wang, 2015. "Tri-Party Repo Pricing," NBER Working Papers 21502, National Bureau of Economic Research, Inc.
- Babina, Tania & Jotikasthira, Chotibhak & Lundblad, Christian T & Ramadorai, Tarun, 2015. "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers 10971, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2020. "Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform," CEPR Discussion Papers 14375, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Steffen, Sascha, 2015.
"The “greatest” carry trade ever? Understanding eurozone bank risks,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
- Acharya, Viral V & Steffen, Sascha, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers 9432, C.E.P.R. Discussion Papers.
- Thakor, Anjan V., 2018. "Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity!," Journal of Financial Stability, Elsevier, vol. 37(C), pages 107-111.
- Fernando M. Linardi, 2020. "Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis," Working Papers Series 517, Central Bank of Brazil, Research Department.
- Enrico Perotti & Toni Ahnert, 2015.
"Cheap but Flighty: How Global Imbalances create Financial Fragility,"
Tinbergen Institute Discussion Papers
15-036/IV/DSF89, Tinbergen Institute.
- Ahnert, Toni & Perotti, Enrico C, 2015. "Cheap but flighty: how global imbalances create financial fragility," CEPR Discussion Papers 10502, C.E.P.R. Discussion Papers.
- Toni Ahnert & Enrico Perotti, 2015. "Cheap But Flighty: How Global Imbalances Create Financial Fragility," Staff Working Papers 15-33, Bank of Canada.
- Baghai, Ramin P. & Giannetti, Mariassunta & Jager, Ivika, 2018. "Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry," CEPR Discussion Papers 13151, C.E.P.R. Discussion Papers.
- Wei, Bin & Yue, Vivian Z., 2020.
"Liquidity backstops and dynamic debt runs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Bin Wei & Vivian Z. Yue, 2015. "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper 2015-13, Federal Reserve Bank of Atlanta.
- La Spada, Gabriele, 2018.
"Competition, reach for yield, and money market funds,"
Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
- Gabriele La Spada, 2015. "Competition, reach for yield, and money market funds," Staff Reports 753, Federal Reserve Bank of New York.
- Czech, Robert & Roberts-Sklar, Matt, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.
- Di Maggio, Marco & Kacperczyk, Marcin, 2017.
"The unintended consequences of the zero lower bound policy,"
Journal of Financial Economics, Elsevier, vol. 123(1), pages 59-80.
- Marco Di Maggio & Marcin Kacperczyk, 2016. "The Unintended Consequences of the Zero Lower Bound Policy," NBER Working Papers 22351, National Bureau of Economic Research, Inc.
- Toni Ahnert & Mahmoud Elamin, 2014. "The Effect of Safe Assets on Financial Fragility in a Bank-Run Model," Working Papers (Old Series) 1437, Federal Reserve Bank of Cleveland.
- Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
- Gallagher, Emily & Schmidt, Lawrence & Timmermann, Allan G & Wermers, Russ, 2017. "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers 11895, C.E.P.R. Discussion Papers.
- Chernenko, Sergey & Sunderam, Adi, 2016. "Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds," ESRB Working Paper Series 23, European Systemic Risk Board.
- Qian, Meijun & Tanyeri, Başak, 2017. "Litigation and mutual-fund runs," Journal of Financial Stability, Elsevier, vol. 31(C), pages 119-135.
- Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020.
"Debt De-risking,"
BIS Working Papers
868, Bank for International Settlements.
- Cutura, Jannic & Parise, Gianpaolo & Schrimpf, Andreas, 2020. "Debt De-risking," CEPR Discussion Papers 14817, C.E.P.R. Discussion Papers.
- Jin, Dunhong & Kacperczyk, Marcin & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
- Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley, 2019.
"The counterparty risk exposure of ETF investors,"
Journal of Banking & Finance, Elsevier, vol. 102(C), pages 215-230.
- Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung, 2014. "The Counterparty Risk Exposure of ETF Investors," Working Papers halshs-01023807, HAL.
- Gao, Pingyang & Jiang, Xu, 2018. "Reporting choices in the shadow of bank runs," Journal of Accounting and Economics, Elsevier, vol. 65(1), pages 85-108.
- Anjan V. Thakor, 2015. "The Financial Crisis of 2007–2009: Why Did It Happen and What Did We Learn?," Review of Corporate Finance Studies, Oxford University Press, vol. 4(2), pages 155-205.
- Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," IMF Working Papers 2019/227, International Monetary Fund.
- Li, Haoyu & Tao, Qizhi & Xiao, Hongying & Li, Guowei, 2019. "Money market funds, bank loans and interest rate liberalization: Evidence from an emerging market," Finance Research Letters, Elsevier, vol. 30(C), pages 426-435.
- 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.
- Jean-Charles Rochet & Guillaume Roger, 2016. "Risky utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 361-382, June.
- Andrea Roncella & Ignacio Ferrero, 2020. "A MacIntyrean Perspective on the Collapse of a Money Market Fund," Journal of Business Ethics, Springer, vol. 165(1), pages 29-43, August.
- Thierry Roncalli & Fatma Karray-Meziou & Franc{c}ois Pan & Margaux Regnault, 2021. "Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk," Papers 2101.02110, arXiv.org.
- Linus Wilson, 2020. "Broken bucks: money funds that took taxpayer guarantees in 2008," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 375-392, September.
- Emily Gallagher & Sean Collins, 2016. "Money Market Funds and the Prospect of a US Treasury Default," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-44, March.