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Citations for "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions"

by Evan Gatev & Til Schuermann & Philip E. Strahan

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  1. Strieborny , Martin & Kukenova, Madina, 2013. "Investment in Relationship-Specific Assets: Does Finance Matter?," Knut Wicksell Working Paper Series 2013/10, Knut Wicksell Centre for Financial Studies, Lund University.
  2. Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2014. "Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 124-145.
  4. Bouwman, Christa H. S., 2013. "Liquidity: How Banks Create It and How It Should Be Regulated," Working Papers 13-32, University of Pennsylvania, Wharton School, Weiss Center.
  5. Andres Almazan & Alfredo Martín-Oliver & Jesús Saurina, 2015. "Securization and banks´ capital structure," Working Papers 1506, Banco de España;Working Papers Homepage.
  6. Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
  7. Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-67.
  8. Vander Vennet Rudi & De Jonghe Olivier & De Bruyckere Valerie & Baele Lieven, 2011. "Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism," 2011 Meeting Papers 559, Society for Economic Dynamics.
  9. Goetz, Martin & Laeven, Luc & Levine, Ross, 2016. "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers 11231, C.E.P.R. Discussion Papers.
  10. Acharya, Viral V & Almeida, Heitor & Campello, Murillo, 2012. "Aggregate Risk and the Choice between Cash and Lines of Credit," CEPR Discussion Papers 8913, C.E.P.R. Discussion Papers.
  11. Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel, 2012. "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers 456, Bank of England.
  12. Acharya, Viral V. & Afonso, Gara M. & Kovner, Anna, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York, revised 01 Apr 2016.
  13. Nikolas Topaloglou, 2015. "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 23-44, June.
  14. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Credit lines as monitored liquidity insurance: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
  15. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  16. Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1745-1776.
  17. Kick, Thomas & Koetter, Michael & Storz, Manuela, 2016. "Cross-border transmission of emergency liquidity," Discussion Papers 34/2016, Deutsche Bundesbank, Research Centre.
  18. Frederik Mergaerts & Rudi Vander Vennet, 2015. "Business Models And Their Impact On Bank Performance: A Long-Term Perspective," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/908, Ghent University, Faculty of Economics and Business Administration.
  19. 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.
  20. Mergaerts, Frederik & Vander Vennet, Rudi, 2016. "Business models and bank performance: A long-term perspective," Journal of Financial Stability, Elsevier, vol. 22(C), pages 57-75.
  21. 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.).
  22. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
  23. Heidorn, Thomas & Schmaltz, Christian & Kunze, Wolfgang, 2008. "Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)," Frankfurt School - Working Paper Series 93, Frankfurt School of Finance and Management.
  24. DeYoung, Robert & Yom, Chiwon, 2008. "On the independence of assets and liabilities: Evidence from U.S. commercial banks, 1990-2005," Journal of Financial Stability, Elsevier, vol. 4(3), pages 275-303, September.
  25. Mamatzakis, E & bermpei, t, 2014. "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper 60196, University Library of Munich, Germany.
  26. 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.
  27. Itzhak Ben-David & Ajay Palvia & Chester Spatt, 2015. "Banks’ Internal Capital Markets and Deposit Rates," NBER Working Papers 21526, National Bureau of Economic Research, Inc.
  28. Dia, Enzo, 2013. "How do banks respond to shocks? A dynamic model of deposit-taking institutions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3623-3638.
  29. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  30. Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
  31. Martin Goetz & Luc Laeven & Ross Levine, 2014. "Does the Geographic Expansion of Bank Assets Reduce Risk?," NBER Working Papers 20758, National Bureau of Economic Research, Inc.
  32. Memmel, Christoph & Schertler, Andrea, 2009. "The dependency of the banks' assets and liabilities: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,14, Deutsche Bundesbank, Research Centre.
  33. Simon Kwan & Eric T.C. Wong & Cho-hoi Hui, 2015. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Papers 022015, Hong Kong Institute for Monetary Research.
  34. Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
  35. Mateusz Mokrogulski, 2014. "Wojna depozytowa w polskim sektorze bankowym," Gospodarka Narodowa, Warsaw School of Economics, issue 4, pages 79-99.
  36. Peter V. Egly & Diego Escobari & David W. Johnk, 2016. "The impact of government intervention on the stabilization of domestic financial markets and on U.S. banks’ asset composition," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(4), pages 683-713, October.
  37. Ross Levine & Chen Lin & Wensi Xie, 2016. "Geographic Diversification and Banks’ Funding Costs," NBER Working Papers 22544, National Bureau of Economic Research, Inc.
  38. Gatev, Evan & Strahan, Philip E., 2009. "Liquidity risk and syndicate structure," Journal of Financial Economics, Elsevier, vol. 93(3), pages 490-504, September.
  39. Evan Gatev & Philip Strahan, 2008. "Liquidity Risk and Syndicate Structure," NBER Working Papers 13802, National Bureau of Economic Research, Inc.
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