Printed from https://ideas.repec.org/s/fip/fednsr.html
Content
2025
- 1150 How Do We Learn About the Long Run?
by Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston - 1149 The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers
by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi - 1148 Subjective Uncertainty and the Marginal Propensity to Consume
by Gizem Koşar & Davide Melcangi - 1147 Tradeoffs for the Poor, Divine Coincidence for the Rich
by Marco Del Negro & Ibrahima Diagne & Keshav Dogra & Pranay Gundam & Donggyu Lee & Brian Pacula - 1146 U.S. Treasury Market Functioning from the GFC to the Pandemic
by Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou - 1145 Coexistence of Banks and Non-Banks: Intermediation Functions and Strategies
by Nicola Cetorelli & Gonzalo Cisternas & Asani Sarkar - 1144 Bank Economic Capital
by Beverly Hirtle & Matthew Plosser - 1143 Credit Card Banking
by Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou - 1142 The Prudential Toolkit with Shadow Banking
by Kinda Hachem & Martin Kuncl - 1141 Input Sourcing Under Supply Chain Risk: Evidence from U.S. Manufacturing Firms
by Joaquín Blaum & Federico Esposito & Sebastian Heise
2024
- 1140 Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo
by Adam Copeland & R. Jay Kahn - 1139 Corporate Debt Structure over the Global Credit Cycle
by Nina Boyarchenko & Leonardo Elias - 1138 The Long-Term Rise of Labor Market Detachment: Evidence from Local Labor Markets
by Jaison R. Abel & Richard Deitz - 1137 Discount Window Stigma After the Global Financial Crisis
by Olivier Armantier & Marco Cipriani & Asani Sarkar - 1136 Firms’ Supply Chain Adaptation to Carbon Taxes
by Pierre Coster & Julian di Giovanni & Isabelle Méjean - 1135 Clustering in Natural Disaster Damages
by Jacob Kim-Sherman & Lee Seltzer - 1134 Who Collaborates with the Soviets? Financial Distress and Technology Transfer During the Great Depression
by Jerry Jiang & Jacob P. Weber - 1133 A Jackknife Variance Estimator for Panel Regressions
by Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney - 1132 A Simple Diagnostic for Time-Series and Panel-Data Regressions
by Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney - 1131 Financial Education and Household Financial Decisions During the Pandemic
by Donghoon Lee & Daniel Mangrum & Wilbert Van der Klaauw & Crystal Wang - 1130 Extend-and-Pretend in the U.S. CRE Market
by Matteo Crosignani & Saketh Prazad - 1129 Demographic Differences in Letters of Recommendation for Economics Ph.D. Students
by Beverly Hirtle & Anna Kovner - 1128 Wage Growth and Labor Market Tightness
by Sebastian Heise & Jeremy Pearce & Jacob P. Weber - 1127 Need for Speed: Quality of Innovations and the Allocation of Inventors
by Santiago Caicedo & Jeremy Pearce - 1126 Firm Wage Setting and On-the-Job Search Limit Wage-Price Spirals
by Justin Bloesch & Seung Joo Lee & Jacob P. Weber - 1125 Inequality Within Countries is Falling: Underreporting Robust Estimates of World Poverty, Inequality, and the Global Distribution of Income
by Kasey Chatterji-Len & William Nober & Maxim L. Pinkovskiy & Xavier X. Sala-i-Martin - 1124 The Pay and Non-Pay Content of Job Ads
by Richard Audoly & Manudeep Bhuller & Tore Adam Reiremo - 1123 Payout Restrictions and Bank Risk-Shifting
by Fulvia Fringuellotti & Thomas Kroen - 1122 Financial System Architecture and Technological Vulnerability
by Selman Erol & Michael Junho Lee - 1121 Optimal Design of Tokenized Markets
by Michael Junho Lee & Antoine Martin & Robert M. Townsend - 1120 Zero Settlement Risk Token Systems
by Michael Junho Lee & Antoine Martin & Robert M. Townsend - 1119 Where Do Banks End and NBFIs Begin?
by Viral V. Acharya & Nicola Cetorelli & Bruce Tuckman - 1118 The Nonbank Footprint of Banks
by Nicola Cetorelli & Saketh Prazad - 1117 Failing Banks
by Sergio A. Correia & Stephan Luck & Emil Verner - 1116 Brand Reallocation and Market Concentration
by Jeremy Pearce & Liangjie Wu - 1115 Measurement and Theory of Core Inflation
by Martín Almuzara & Argia M. Sbordone - 1114 Consumer Credit Reporting Data
by Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert Van der Klaauw & Jialan Wang - 1113 OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity
by Tassos Magdalinos & Katerina Petrova - 1112 Regulating Decentralized Systems: Evidence from Sanctions on Tornado Cash
by Anders Brownworth & Jon Durfee & Michael Junho Lee & Antoine Martin - 1111 Financing Private Credit
by Nina Boyarchenko & Leonardo Elias - 1110 Nonlinear Binscatter Methods
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng - 1109 The Countercyclical Benefits of Regulatory Costs
by Alexander Mechanick & Jacob P. Weber - 1108 Unconventional Monetary Policies and Inequality
by Donggyu Lee - 1107 Insurance, Weather, and Financial Stability
by Charles M. Kahn & Ahyan Panjwani & João A. C. Santos - 1106 The Financial Consequences of Undiagnosed Memory Disorders
by Carole Roan Gresenz & Jean M Mitchell & Belicia Rodriguez & R. Scott Turner & Wilbert Van der Klaauw - 1105 Wage Insurance for Displaced Workers
by Benjamin Hyman & Brian K. Kovak & Adam Leive - 1104 Tracing Bank Runs in Real Time
by Marco Cipriani & Thomas M. Eisenbach & Anna Kovner - 1103 Can Discount Window Stigma Be Cured? An Experimental Investigation
by Olivier Armantier & Charles Holt - 1102 Information and Market Power in DeFi Intermediation
by Pablo D. Azar & Adrian Casillas & Maryam Farboodi - 1101 Do Mortgage Lenders Respond to Flood Risk?
by Kristian S. Blickle & Evan Perry & João A. C. Santos - 1100 The Nonlinear Case Against Leaning Against the Wind
by Nina Boyarchenko & Richard K. Crump & Keshav Dogra & Leonardo Elias & Ignacio Lopez Gaffney - 1099 Personal Bankruptcy Protection and Household Debt
by Meta Brown & Rajashri Chakrabarti & Felipe Severino - 1098 Is There Hope for the Expectations Hypothesis?
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - 1097 The Life-Cycle Dynamics of Wealth Mobility
by Richard Audoly & Rory McGee & Sergio Ocampo & Gonzalo Paz-Pardo - 1096 Securing Technological Leadership? The Cost of Export Controls on Firms
by Matteo Crosignani & Lina Han & Marco Macchiavelli & André F. Silva - 1095 Investor Attention to Bank Risk During the Spring 2023 Bank Run
by Natalia Fischl-Lanzoni & Martin Hiti & Nathan Kaplan & Asani Sarkar - 1094 The Global Credit Cycle
by Nina Boyarchenko & Leonardo Elias - 1093 Paradoxes and Problems in the Causal Interpretation of Equilibrium Economics
by Keshav Dogra - 1092 Miss-Allocation: The Value of Workplace Gender Composition and Occupational Segregation
by Rachel Schuh - 1091 International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications
by Claudia M. Buch & Linda S. Goldberg - 1090 Micro Responses to Macro Shocks
by Martín Almuzara & Víctor Sancibrián - 1089 Spillovers and Spillbacks
by Sushant Acharya & Paolo Pesenti - 1088 Nonlinear Firm Dynamics
by Davide Melcangi & Silvia Sarpietro - 1087 Drivers of Dollar Share in Foreign Exchange Reserves
by Linda S. Goldberg & Oliver Zain Hannaoui - 1086 The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin - 1085 Self-Employment and Labor Market Risks
by Richard Audoly - 1084 On the Validity of Classical and Bayesian DSGE-Based Inference
by Katerina Petrova - 1083 Monetary Policy across Inflation Regimes
by Valeria Gargiulo & Christian Matthes & Katerina Petrova - 1082 The New York Fed DSGE Model: A Post-Covid Assessment
by Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula
2023
- 1081 Fed Transparency and Policy Expectation Errors: A Text Analysis Approach
by Eric Fischer & Rebecca McCaughrin & Saketh Prazad & Mark Vandergon - 1080 Pandemic-Era Inflation Drivers and Global Spillovers
by Julian di Giovanni & Ṣebnem Kalemli-Özcan & Alvaro Silva & Muhammed A. Yildirim - 1079 Stakeholders’ Aversion to Inequality and Bank Lending to Minorities
by Matteo Crosignani & Hanh Le - 1078 Banks versus Hurricanes: A Case Study of Puerto Rico after Hurricanes Irma and Maria
by Peter Anagnostakos & Jason Bram & Benjamin Chan & Natalia Fischl-Lanzoni & Hasan Latif & James M. Mahoney & Donald P. Morgan & Ladd Morgan & Ivelisse Suarez - 1077 The Optimal Supply of Central Bank Reserves under Uncertainty
by Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams - 1076 Trade Uncertainty and U.S. Bank Lending
by Ricardo Correa & Julian di Giovanni & Linda S. Goldberg & Camelia Minoiu - 1075 Congestion in Onboarding Workers and Sticky R&D
by Justin Bloesch & Jacob P. Weber - 1074 Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data
by Nina Boyarchenko & Leonardo Elias - 1073 Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?
by Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang - 1072 Capital Management and Wealth Inequality
by James Best & Keshav Dogra - 1071 Estimating HANK for Central Banks
by Sushant Acharya & William Chen & Marco Del Negro & Keshav Dogra & Aidan Gleich & Shlok Goyal & Donggyu Lee & Ethan Matlin & Reca Sarfati & Sikata Sengupta - 1070 Dealer Capacity and U.S. Treasury Market Functionality
by Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel - 1069 Firm Dynamics and Random Search over the Business Cycle
by Richard Audoly - 1068 Beta-Sorted Portfolios
by Matias D. Cattaneo & Richard K. Crump & Weining Wang - 1067 A Measure of Trend Wage Inflation
by Richard Audoly & Martín Almuzara & Davide Melcangi - 1066 Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure
by Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng - 1065 Stimulus through Insurance: The Marginal Propensity to Repay Debt
by Gizem Koşar & Davide Melcangi & Laura Pilossoph & David Wiczer - 1064 Global Liquidity: Drivers, Volatility and Toolkits
by Linda S. Goldberg - 1063 Measuring the Natural Rate of Interest after COVID-19
by Kathryn Holston & Thomas Laubach & John C. Williams - 1062 Estimates of Cost-Price Passthrough from Business Survey Data
by Wandi Bruine de Bruin & Keshav Dogra & Sebastian Heise & Edward S. Knotek & Brent Meyer & Robert W. Rich & Raphael Schoenle & Giorgio Topa & Wilbert Van der Klaauw - 1061 Working Remotely? Selection, Treatment, and the Market for Remote Work
by Natalia Emanuel & Emma Harrington - 1060 Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program?
by Sergey V. Chernenko & Nathan Kaplan & Asani Sarkar & David Scharfstein - 1059 Climate Stress Testing
by Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao - 1058 U.S. Banks’ Exposures to Climate Transition Risks
by Hyeyoon Jung & João A. C. Santos & Lee Seltzer - 1057 Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities
by Nicola Cetorelli & Mattia Landoni & Lina Lu - 1056 Workers’ Perceptions of Earnings Growth and Employment Risk
by Gizem Koşar & Wilbert Van der Klaauw - 1055 Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students
by Marco Angrisani & Marco Cipriani & Antonio Guarino & Ryan Kendall & Julen Ortiz de Zarate Pina - 1054 Market-Function Asset Purchases
by Darrell Duffie & Frank M. Keane - 1053 Is the Green Transition Inflationary?
by Marco Del Negro & Julian di Giovanni & Keshav Dogra - 1052 The Bitcoin–Macro Disconnect
by Gianluca Benigno & Carlo Rosa - 1051 International Capital Flow Pressures and Global Factors
by Linda S. Goldberg & Signe Krogstrup - 1050 Quantifying the Inflationary Impact of Fiscal Stimulus under Supply Constraints
by Julian di Giovanni & Ṣebnem Kalemli-Özcan & Alvaro Silva & Muhammed A. Yildirim - 1049 Sparse Trend Estimation
by Richard K. Crump & Nikolay Gospodinov & Hunter Wieman - 1048 Does the Community Reinvestment Act Improve Consumers’ Access to Credit
by Jacob Conway & Jack Glaser & Matthew Plosser - 1047 Financial Sanctions, SWIFT, and the Architecture of the International Payments System
by Marco Cipriani & Linda S. Goldberg & Gabriele La Spada - 1046 Assessing the Relative Progressivity of the Biden Administration’s Federal Student Loan Forgiveness Proposal
by Jacob Goss & Daniel Mangrum & Joelle Scally
2022
- 1045 The Dollar’s Imperial Circle
by Ozge Akinci & Gianluca Benigno & Serra Pelin & Jonathan Turek - 1044 Strategic Sophistication and Trading Profits: An Experiment with Professional Traders
by Marco Angrisani & Marco Cipriani & Antonio Guarino - 1043 Job Ladder, Human Capital, and the Cost of Job Loss
by Richard Audoly & Federica De Pace & Giulio Fella - 1042 Bank Funding Risk, Reference Rates, and Credit Supply
by Darrell Duffie & Cooperman Harry & Stephan Luck & Zachry Wang & Yilin Yang - 1041 Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP
by Gara Afonso & Marco Cipriani & Gabriele La Spada - 1040 How Abundant Are Reserves? Evidence from the Wholesale Payment System
by Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin - 1039 The Impact of U.S. Monetary Policy on Foreign Firms
by Julian di Giovanni & John H. Rogers - 1038 Should Mothers Work? How Perceptions of the Social Norm Affect Individual Attitudes Toward Work in the U.S
by Patricia Cortes & Gizem Koşar & Jessica Pan & Basit Zafar - 1037 The Curious Case of the Rise in Deflation Expectations
by Olivier Armantier & Gizem Koşar & Jason Somerville & Giorgio Topa & Wilbert Van der Klaauw & John C. Williams - 1036 All-to-All Trading in the U.S. Treasury Market
by Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover - 1035 Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance
by You Suk Kim & Donghoon Lee & Tess C. Scharlemann & James Vickery - 1034 The Financial Stability Implications of Digital Assets
by Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman - 1033 Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression
by Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner-Rodgers - 1032 Risk-Free Rates and Convenience Yields Around the World
by William Diamond & Peter Van Tassel - 1031 800,000 Years of Climate Risk
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao - 1030 Leader-Follower Dynamics in Shareholder Activism
by Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan - 1029 Nonconforming Preferences: Jumbo Mortgage Lending and Large Bank Stress Tests
by Andrew F. Haughwout & Donald P. Morgan & Michael Neubauer & Maxim L. Pinkovskiy & Wilbert Van der Klaauw - 1028 Misinformation in Social Media: The Role of Verification Incentives
by Gonzalo Cisternas & Jorge Vásquez - 1027 GDP Solera: The Ideal Vintage Mix
by Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana - 1026 Fragility of Safe Asset Markets
by Thomas M. Eisenbach & Gregory Phelan - 1025 A Bayesian Approach to Inference on Probabilistic Surveys
by Federico Bassetti & Roberto Casarin & Marco Del Negro - 1024 Global Supply Chain Pressures, International Trade, and Inflation
by Julian di Giovanni & Ṣebnem Kalemli-Özcan & Alvaro Silva & Muhammed A. Yildirim - 1023 Intermediary Balance Sheets and the Treasury Yield Curve
by Wenxin Du & Benjamin Hébert & Wenhao Li - 1022 When It Rains, It Pours: Cyber Risk and Financial Conditions
by Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee - 1021 Income Inequality and Job Creation
by Sebastian Doerr & Thomas Drechsel & Donggyu Lee - 1020 A Robust Test for Weak Instruments with Multiple Endogenous Regressors
by Daniel J. Lewis & Karel Mertens - 1019 Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams - 1018 Expectations Data in Structural Microeconomic Models
by Gizem Koşar & Cormac O'Dea - 1017 The GSCPI: A New Barometer of Global Supply Chain Pressures
by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble - 1016 Uncertainty Shocks, Capital Flows, and International Risk Spillovers
by Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó - 1016 Uncertainty Shocks, Capital Flows, and International Risk Spillovers
by Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó - 1015 Managing Monetary Policy Normalization
by Gianluca Benigno & Pierpaolo Benigno - 1015 Managing Monetary Policy Normalization
by Gianluca Benigno & Pierpaolo Benigno - 1014 Climate Regulatory Risks and Corporate Bonds
by Lee Seltzer & Laura Starks & Qifei Zhu - 1013 The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
by David O. Lucca & Jonathan H. Wright - 1012 Unintended Consequences of "Mandatory" Flood Insurance
by Kristian S. Blickle & João A. C. Santos - 1011 Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds
by Brandyn Bok & Thomas M. Mertens & John C. Williams - 1010 The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020
by Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls - 1009 Money Market Fund Vulnerabilities: A Global Perspective
by Antoine Bouveret & Antoine Martin & Patrick E. McCabe - 1008 Monetary Policy, Investor Flows, and Loan Fund Fragility
by Nicola Cetorelli & Gabriele La Spada & João A. C. Santos - 1007 A New Approach to Assess Inflation Expectations Anchoring Using Strategic Surveys
by Olivier Armantier & Argia M. Sbordone & Giorgio Topa & Wilbert Van der Klaauw & John C. Williams - 1006 Buy Big or Buy Small? Procurement Policies, Firms' Financing, and the Macroeconomy
by Julian di Giovanni & Manuel García-Santana & Priit Jeenas & Enrique Moral-Benito & Josep Pijoan-Mas - 1005 Who Can Tell Which Banks Will Fail?
by Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck - 1004 Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels
by Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt - 1003 Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
by Nina Boyarchenko & Giovanni Favara & Moritz Schularick - 1002 Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
by Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti - 1001 Mortgage-Backed Securities
by Andreas Fuster & David O. Lucca & James Vickery
2021
- 1000 Effects of Financing Constraints on Maintenance Investments in Rent-Stabilized Apartments
by Lee Seltzer - 999 Superstar Returns
by Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick - 998 The Federal Reserve’s Market Functioning Purchases
by Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier - 996 Repo over the Financial Crisis
by Adam Copeland & Antoine Martin - 995 Subsidizing Startups under Imperfect Information
by Davide Melcangi & Javier Turen - 994 Signaling with Private Monitoring
by Gonzalo Cisternas & Aaron Kolb - 993 Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
by Marco Cipriani & Antonio Guarino & Andreas Uthemann - 992 The Term Structure of Expectations
by Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston - 991 Understanding the Linkages between Climate Change and Inequality in the United States
by Ruchi Avtar & Kristian S. Blickle & Rajashri Chakrabarti & Janavi Janakiraman & Maxim L. Pinkovskiy - 990 How Bad Are Weather Disasters for Banks?
by Kristian S. Blickle & Sarah Ngo Hamerling & Donald P. Morgan - 989 Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments
by Hyeyoon Jung - 988 The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19
by Andrew F. Haughwout & Benjamin Hyman & Or Shachar - 987 The Heterogeneous Impact of Referrals on Labor Market Outcomes
by Benjamin Lester & David A. Rivers & Giorgio Topa - 986 COVID Response: The Primary and Secondary Corporate Credit Facilities
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner - 985 COVID Response: The Municipal Liquidity Facility
by Andrew F. Haughwout & Benjamin Hyman & Or Shachar - 984 COVID Response: The Main Street Lending Program
by David M. Arseneau & José Fillat & Molly Mahar & Donald P. Morgan & Skander J. Van den Heuvel - 983 COVID Response: The Fed’s Central Bank Swap Lines and FIMA Repo Facility
by Mark Choi & Linda S. Goldberg & Robert Lerman & Fabiola Ravazzolo - 982 COVID Response: The Commercial Paper Funding Facility
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard - 981 COVID Response: The Primary Dealer Credit Facility
by Antoine Martin & Susan McLaughlin - 980 COVID Response: The Money Market Mutual Fund Facility
by Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada - 978 COVID Response: The Paycheck Protection Program Liquidity Facility
by Desi Volker - 977 CRISK: Measuring the Climate Risk Exposure of the Financial System
by Richard Berner & Robert Engle & Hyeyoon Jung - 976 A Large Bayesian VAR of the United States Economy
by Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone - 975 Insurance Companies and the Growth of Corporate Loans' Securitization
by Fulvia Fringuellotti & João A. C. Santos - 974 Reserves Were Not So Ample After All
by Adam Copeland & Darrell Duffie & Yilin Yang - 973 Who Pays the Price? Overdraft Fee Ceilings and the Unbanked
by Jennifer L. Dlugosz & Brian T. Melzer & Donald P. Morgan - 972 U.S. Monetary Policy Spillovers to Emerging Markets: Both Shocks and Vulnerabilities Matter
by Shaghil Ahmed & Ozge Akinci & Albert Queraltó - 971 Interest, Reserves, and Prices
by Gianluca Benigno & Pierpaolo Benigno - 970 Moore’s Law and Economic Growth
by Pablo D. Azar - 969 The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis
by Cecilia R. Caglio & Adam Copeland & Antoine Martin - 968 U.S. Market Concentration and Import Competition
by Mary Amiti & Sebastian Heise - 967 Specialization in Banking
by Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders - 966 Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network
by Claudia M. Buch & Linda S. Goldberg - 965 Defragmenting Markets: Evidence from Agency MBS
by Haoyang Liu & Zhaogang Song & James Vickery - 964 The Netting Efficiencies of Marketwide Central Clearing
by Michael J. Fleming & Frank M. Keane - 963 Mapping a Sector’s Scope Transformation and the Value of Following the Evolving Core
by Nicola Cetorelli & Michael G. Jacobides & Samuel Stern - 962 Aggregate Output Measurements: A Common Trend Approach
by Gabriele Fiorentini & Martín Almuzara & Enrique Sentana - 961 Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu - 960 Credit Access and Mobility during the Flint Water Crisis
by Nicole Gorton & Maxim L. Pinkovskiy - 959 Monetary Policy and Racial Inequality
by Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel - 958 Monetizing Privacy
by Rod Garratt & Michael Junho Lee - 957 Corporate Bond Market Distress
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
2020
- 979 COVID Response: The Term Asset-Backed Securities Loan Facility
by Elizabeth Caviness & Ankur Goyal & Woojung Park & Asani Sarkar - 956 Sophisticated and Unsophisticated Runs
by Marco Cipriani & Gabriele La Spada - 955 Zombie Credit and (Dis-)Inflation: Evidence from Europe
by Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger - 954 High Frequency Data and a Weekly Economic Index during the Pandemic
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi - 953 The Law of One Price in Equity Volatility Markets
by Peter Van Tassel