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Citations for "Financial Intermediaries and Markets"

by Franklin Allen & Douglas Gale

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  1. Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens, 2014. "The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 107-129.
  2. Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2011. "The price of liquidity: The effects of market conditions and bank characteristics," Journal of Financial Economics, Elsevier, vol. 102(2), pages 344-362.
  3. Tchana Tchana, Fulbert, 2012. "The welfare cost of banking regulation," Economic Modelling, Elsevier, vol. 29(2), pages 217-232.
  4. Dietrich, Diemo & Vollmer, Uwe, 2012. "Are universal banks bad for financial stability? Germany during the world financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 123-134.
  5. Kilenthong, Weerachart & Townsend, Robert, 2010. "Information-Constrained Optima with Retrading: An Externality and Its Market-Based Solution," MPRA Paper 20725, University Library of Munich, Germany.
  6. Tchana Tchana, Fulbert, 2014. "The empirics of banking regulation," Emerging Markets Review, Elsevier, vol. 19(C), pages 49-76.
  7. Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2007. "A Theory of Liquidity and Regulation of Financial Intermediation," NBER Working Papers 12959, National Bureau of Economic Research, Inc.
  8. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
  9. Hyun Song Shin, 2006. "Risk and liquidity in a system context," BIS Working Papers 212, Bank for International Settlements.
  10. Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa, 2014. "Systemic risk and bank consolidation: International evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 165-181.
  11. Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2014. "How does macroprudential regulation change bank credit supply?," NBER Working Papers 20165, National Bureau of Economic Research, Inc.
  12. Mathias Drehmann & Kleopatra Nikolaou, 2010. "Funding liquidity risk: definition and measurement," BIS Working Papers 316, Bank for International Settlements.
  13. Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and leverage," Staff Reports 328, Federal Reserve Bank of New York.
  14. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series 1126, European Central Bank.
  15. Topi, Jukka, 2008. "Bank runs, liquidity and credit risk," Research Discussion Papers 12/2008, Bank of Finland.
  16. Guido Lorenzoni, 2008. "Inefficient Credit Booms," Review of Economic Studies, Oxford University Press, vol. 75(3), pages 809-833.
  17. Gale, Douglas & Yorulmazer, Tanju, 2013. "Liquidity hoarding," Theoretical Economics, Econometric Society, vol. 8(2), May.
  18. Inessa Love & Rima Turk Ariss, 2013. "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," IMF Working Papers 13/271, International Monetary Fund.
  19. Angeloni, Ignazio & Faia, Ester & Winkler, Roland C., 2010. "Exit strategies," CFS Working Paper Series 2010/25, Center for Financial Studies (CFS).
  20. Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.
  21. Gersbach, Hans & Wenzelburger, Jan, 2005. "Do Risk Premia Protect from Banking Crises?," CEPR Discussion Papers 4935, C.E.P.R. Discussion Papers.
  22. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial Integration, Specialization, and Systemic Risk," CEPR Discussion Papers 8854, C.E.P.R. Discussion Papers.
  23. Luigi Iovino, 2014. "Sophisticated Intermediation and Aggregate Volatility," 2014 Meeting Papers 1044, Society for Economic Dynamics.
  24. 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.
  25. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
  26. 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.
  27. Jürgen Eichberger & Willy Spanjers, 2007. "Liquidity and Ambiguity: Banks or Asset Markets?," Working Papers 0444, University of Heidelberg, Department of Economics, revised Jun 2007.
  28. Dominik Bernhofer & Till van Treeck, 2011. "New evidence of heterogeneous bank interest rate pass-through in the euro area," IMK Working Paper 12-2011, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  29. Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
  30. Anis Omri & Mohamed Frikha, 2011. "No Contagion, Only Interdependence During the US Sub-Primes Crisis," Transition Studies Review, Springer, vol. 18(2), pages 286-298, December.
  31. Di Nicolo, G. & Lucchetta, M., 2010. "Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition," Discussion Paper 2010-67S, Tilburg University, Center for Economic Research.
  32. repec:dgr:kubcen:200940s is not listed on IDEAS
  33. Cetorelli, Nicola & Peretto, Pietro F., 2012. "Credit quantity and credit quality: Bank competition and capital accumulation," Journal of Economic Theory, Elsevier, vol. 147(3), pages 967-998.
  34. Douglas Gale & Piero Gottardi, 2013. "Capital structure and investment dynamics with fire sales," LSE Research Online Documents on Economics 59301, London School of Economics and Political Science, LSE Library.
  35. Luc Laeven, 2011. "Banking Crises: A Review," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 17-40, December.
  36. Spanjers, Willem, 2005. "Loss of confidence and currency crises," Economics Discussion Papers 2005-2, School of Economics, Kingston University London.
  37. Hans Gersbach & Harald Uhlig, 2006. "On the Coexistence of Banks and Markets," SFB 649 Discussion Papers SFB649DP2006-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  38. Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
  39. Michiel Bijlsma & Andrei Dubovik & Gijsbert Zwart, 2012. "Inside Liquidity in Competitive Markets," CPB Discussion Paper 209, CPB Netherlands Bureau for Economic Policy Analysis.
  40. Allen, Franklin & Carletti, Elena, 2005. "Credit risk transfer and contagion," CFS Working Paper Series 2005/25, Center for Financial Studies (CFS).
  41. Franklin Allen & Elena Carletti, 2008. "Financial system: shock absorber or amplifier?," BIS Working Papers 257, Bank for International Settlements.
  42. Piero Gottardi & Douglas Gale, 2009. "Illiquidity and Under-Valuation of Firms," 2009 Meeting Papers 751, Society for Economic Dynamics.
  43. Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods.
  44. Marini, François, 2011. "Financial intermediation in the theory of the risk-free rate," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1663-1668, July.
  45. Goodhart, C.A.E., 2006. "A framework for assessing financial stability?," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3415-3422, December.
  46. Luigi Iovino, 2012. "Sophisticated Intermediation and Aggregate Volatility," 2012 Meeting Papers 965, Society for Economic Dynamics.
  47. Antinolfi, Gaetano & Kawamura, Enrique, 2008. "Banks and markets in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 321-334, March.
  48. Josef Schroth, 2012. "Financial Crisis Resolution," Working Papers 12-42, Bank of Canada.
  49. Wagner, W.B., 2006. "Diversification at Financial Institutions and Systemic Crises," Discussion Paper 2006-71, Tilburg University, Center for Economic Research.
  50. Wagner, Wolf & Marsh, Ian W., 2006. "Credit risk transfer and financial sector stability," Journal of Financial Stability, Elsevier, vol. 2(2), pages 173-193, June.
  51. Elena Carletti & Agnese Leonello, 2014. "Credit Market Competition and Liquidity Crises," CESifo Working Paper Series 4647, CESifo Group Munich.
  52. Distinguin, Isabelle & Roulet, Caroline & Tarazi, Amine, 2013. "Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3295-3317.
  53. Rosenthal, Dale W.R., 2009. "Market structure, counterparty risk, and systemic risk," MPRA Paper 36786, University Library of Munich, Germany, revised 19 Dec 2011.
  54. Douglas W Diamond, 2010. "Fear of fire sales and the credit freeze," BIS Working Papers 305, Bank for International Settlements.
  55. Panetti, Ettore, 2011. "Unobservable savings, risk sharing and default in the financial system," MPRA Paper 29542, University Library of Munich, Germany.
  56. Ang, James B., 2011. "Finance and consumption volatility: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 947-964, October.
  57. Christa Hainz & Hendrik Hakenes, 2009. "The Politician and his Banker – How to Efficiently Grant State Aid," Ifo Working Paper Series Ifo Working Paper No. 71, Ifo Institute for Economic Research at the University of Munich.
  58. Harald Uhlig, 2009. "A Model of a Systemic Bank Run," NBER Working Papers 15072, National Bureau of Economic Research, Inc.
  59. Lazopoulos, Ioannis, 2013. "Liquidity uncertainty and intermediation," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 403-414.
  60. Hoerova, Marie, 2005. "Financial Deepening and Bank Runs," Working Papers 05-07, Cornell University, Center for Analytic Economics.
  61. Lei, Adrian C.H. & Song, Zhuoyun, 2013. "Liquidity creation and bank capital structure in China," Global Finance Journal, Elsevier, vol. 24(3), pages 188-202.
  62. S. Viswanathan & Adriano A. Rampini, 2008. "Collateral, Financial Intermediation, and the Distribution of Debt Capacity," 2008 Meeting Papers 116, Society for Economic Dynamics.
  63. Christa Hainz & Hendrik Hakenes, 2007. "The Politician and his Banker," CESifo Working Paper Series 2153, CESifo Group Munich.
  64. Castiglionesi, Fabio, 2007. "Financial contagion and the role of the central bank," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 81-101, January.
  65. Allen, Franklin & Carletti, Elena, 2006. "Mark-to-market accounting and liquidity pricing," CFS Working Paper Series 2006/17, Center for Financial Studies (CFS).
  66. repec:dgr:kubcen:200671 is not listed on IDEAS
  67. Panetti, Ettore, 2011. "Financial liberalization and contagion with unobservable savings," MPRA Paper 29540, University Library of Munich, Germany.
  68. Jin Cao & Gerhard Illing, 2009. "Endogenous Systemic Liquidity Risk," CESifo Working Paper Series 2627, CESifo Group Munich.
  69. Kilenthong, Weerachart & Townsend, Robert, 2007. "Market Based, Segregated Exchanges with Default Risk," MPRA Paper 20724, University Library of Munich, Germany, revised 12 Nov 2009.
  70. Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series 10-20, Swiss Finance Institute.
  71. Sapra, Haresh, 2008. "Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 379-387, August.
  72. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
  73. Franklin Allen & Elena Carletti & Douglas Gale, 2009. "Interbank Market Liquidity and Central Bank Intervention," Economics Working Papers ECO2009/09, European University Institute.
  74. 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.
  75. CARLETTI, Elena & LEONELLO, Agnese, 2012. "Credit Market Competition and Liquidity Crises," Economics Working Papers ECO2012/14, European University Institute.
  76. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
  77. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
  78. Marini, Francois, 2005. "Banks, financial markets, and social welfare," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2557-2575, October.
  79. Turk Ariss, Rima, 2010. "On the implications of market power in banking: Evidence from developing countries," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 765-775, April.
  80. Brutti, Filippo, 2008. "Legal enforcement, public supply of liquidity and sovereign risk," MPRA Paper 13949, University Library of Munich, Germany.
  81. Ueda, Kenichi, 2013. "Banks as coordinators of economic growth and stability: Microfoundation for macroeconomy with externality," Journal of Economic Theory, Elsevier, vol. 148(1), pages 322-352.
  82. Longstaff, Francis A., 2010. "The subprime credit crisis and contagion in financial markets," Journal of Financial Economics, Elsevier, vol. 97(3), pages 436-450, September.
  83. Isabelle Distinguin & Caroline Roulet & Amine Tarazi, 2012. "Bank regulatory Capital Buffer and Liquidity: Evidence from US and European Publicly Traded Banks," Working Papers hal-00918468, HAL.
  84. Lee, Yen-Hsien & Tucker, Alan L. & Wang, David K. & Pao, Hsin-Ting, 2014. "Global contagion of market sentiment during the US subprime crisis," Global Finance Journal, Elsevier, vol. 25(1), pages 17-26.
  85. Hoerova, Marie, 2007. "Run-prone banking and asset markets," Working Paper Series 0845, European Central Bank.
  86. Antinolfi, Gaetano & Prasad, Suraj, 2008. "Commitment, banks and markets," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 265-277, March.
  87. Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc.
  88. McConnell, John J. & Saretto, Alessio, 2010. "Auction failures and the market for auction rate securities," Journal of Financial Economics, Elsevier, vol. 97(3), pages 451-469, September.
  89. repec:dgr:kubcen:2007100 is not listed on IDEAS
  90. Evrensel, Ayse Y., 2008. "Banking crisis and financial structure: A survival-time analysis," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 589-602, October.
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