Gara M. Afonso : Citation Profile


Are you Gara M. Afonso?

Federal Reserve Bank of New York

8

H index

7

i10 index

314

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 31
   Journals where Gara M. Afonso has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 5 (1.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/paf14
   Updated: 2017-11-23    RAS profile: 2011-12-20    
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Relations with other researchers


Works with:

Lagos, Ricardo (3)

Kovner, Anna (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gara M. Afonso.

Is cited by:

Garcia-de-Andoain, Carlos (14)

Fecht, Falko (12)

Lagos, Ricardo (11)

Bräuning, Falk (11)

Acharya, Viral (10)

Weill, Pierre-Olivier (10)

Affinito, Massimiliano (7)

Yorulmazer, Tanju (7)

Heider, Florian (7)

Hoerova, Marie (7)

Gale, Douglas (6)

Cites to:

Lagos, Ricardo (11)

McAndrews, James (10)

Rocheteau, Guillaume (9)

Vayanos, Dimitri (6)

Weill, Pierre-Olivier (5)

Kovner, Anna (5)

Bech, Morten (5)

Pedersen, Lasse (5)

Schoar, Antoinette (5)

Keister, Todd (4)

Brunnermeier, Markus (4)

Main data


Where Gara M. Afonso has published?


Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York7

Recent works citing Gara M. Afonso (2017 and 2016)


YearTitle of citing document
2016Contagion in Financial Networks. (2016). Glasserman, Paul ; Young, Peyton H. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:3:p:779-831.

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2016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

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2017Monetary Policy Implementation in a Negative Rate Environment. (2017). Witmer, Jonathan ; Boutros, Michael . In: Staff Working Papers. RePEc:bca:bocawp:17-25.

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2016Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1059_16.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2017International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Working Papers. RePEc:bge:wpaper:965.

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2016International propagation of financial shocks in a search and matching environment. (2016). Isoré, Marlène. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_028.

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2016The Strategic Determination of the Supply of Liquid Assets. (2016). Herrenbrueck, Lucas ; Geromichalos, Athanasios . In: Working Papers. RePEc:cda:wpaper:16-1.

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2016The formation of a core-periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, Daan . In: DNB Working Papers. RePEc:dnb:dnbwpp:528.

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2016Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20161886.

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2016Network Dependence in the Euro Area Money Market. (2016). Rünstler, Gerhard ; Runstler, Gerhard . In: Working Paper Series. RePEc:ecb:ecbwps:20161887.

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2016Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161925.

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2017The role of counterparty risk and asymmetric information in the interbank market. (2017). Guazzarotti, Giovanni ; Cappelletti, Giuseppe . In: Working Paper Series. RePEc:ecb:ecbwps:20172022.

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2016Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

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2017Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Jeon, Bang ; Wang, Rui ; Wu, JI ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140.

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2016Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, Ye. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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2016Systemic loops and liquidity regulation. (2016). Faia, Ester ; Aldasoro, Iñaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:1-16.

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2017Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2017). Jeon, Bang ; Wang, Rui ; Chen, Minghua ; Wu, JI. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:45-61.

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2016Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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2016US bank credit spreads during the financial crisis. (2016). Spencer, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:168-182.

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2017Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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2017Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:92-119.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Do foreign banks take more risk? Evidence from emerging economies. (2017). Jeon, Bang ; Wang, Rui ; Wu, JI ; Chen, Minghua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:20-39.

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2017Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:193-220.

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2017Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

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2016A search-based model of the interbank money market and monetary policy implementation. (2016). Bech, Morten ; Monnet, Cyril . In: Journal of Economic Theory. RePEc:eee:jetheo:v:164:y:2016:i:c:p:32-67.

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2017A tractable model of indirect asset liquidity. (2017). Herrenbrueck, Lucas ; Geromichalos, Athanasios . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:252-260.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:266-284.

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2017Debt maturity and the liquidity of secondary debt markets. (2017). Bruche, Max ; Segura, Anatoli . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:599-613.

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2017Endogenous intermediation in over-the-counter markets. (2017). Babus, Ana ; Hu, Tai-Wei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:200-215.

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2017Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

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2016Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:32-47.

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2017Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem. (2017). Tolo, Eero ; Viren, Matti ; Jokivuolle, Esa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:93-106.

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2016Excess liquidity and the money market in the euro area. (2016). Beaupain, Renaud ; Durre, Alain . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:33-44.

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2016A finite model of riding bubbles. (2016). Doblas-Madrid, Antonio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:65:y:2016:i:c:p:154-162.

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2017Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez. (2017). Farboodi, Maryam . In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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2017An early warning indicator system to monitor the unsecured interbank funds market. (2017). León, Carlos ; Leon, Carlos ; Cely, Jorge ; Sarmiento, Miguel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:114-128.

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2016Contagion in financial networks. (2016). Glasserman, Paul ; Young, Peyton H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68681.

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2016Relationship lending in the interbank market and the price of liquidity. (2016). Fecht, Falko ; Bräuning, Falk ; Brauning, Falk . In: Working Papers. RePEc:fip:fedbwp:16-7.

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2017International financial integration, crises, and monetary policy: evidence from the euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Working Papers. RePEc:fip:fedbwp:17-6.

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2016A TRACTABLE MODEL OF THE DEMAND FOR RESERVES UNDER NONLINEAR REMUNERATION SCHEMES. (2016). Armenter, Roc. In: Working Papers. RePEc:fip:fedpwp:16-35.

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2016(In)Efficient Interbank Networks. (2016). Navarro, Noemí ; Castiglionesi, Fabio. In: Cahiers du GREThA. RePEc:grt:wpegrt:2016-13.

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2016Bank Solvency and Funding Cost. (2016). Caceres, Carlos ; Daniel, Christina ; Schumacher, Liliana ; Aymanns, Christoph . In: IMF Working Papers. RePEc:imf:imfwpa:16/64.

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2016Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks. (2016). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Alexandrova-Kabadjova, Biliana . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9477-0.

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2016Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks. (2016). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Alexandrova-Kabadjova, Biliana . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:19-47.

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2017Technical Efficiency in Bank Liquidity Creation. (2017). Soula, Jean-Loup ; HASAN, IFTEKHAR. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-08.

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2017In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?. (2017). Ongena, Steven ; Vonnak, Dzsamila ; Schindele, Ibolya . In: MNB Working Papers. RePEc:mnb:wpaper:2017/6.

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2016The Value of Trading Relationships in Turbulent Times. (2016). SONG, ZHAOGANG ; Di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir . In: NBER Working Papers. RePEc:nbr:nberwo:22332.

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2017A Study in Monetary Macroeconomics. (2017). Homburg, Stefan . In: OUP Catalogue. RePEc:oxp:obooks:9780198807537.

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2016The Strategic Determination of the Supply of Liquid Assets. (2016). Herrenbrueck, Lucas ; Geromichalos, Athanasios . In: MPRA Paper. RePEc:pra:mprapa:71454.

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2016Monetary Policy and Efficiency in Over-the-Counter Financial Trade. (2016). Jung, Kuk Mo ; Mo, Jung Kuk ; Athanasios, Geromichalos . In: MPRA Paper. RePEc:pra:mprapa:71455.

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2016Pricing and Liquidity in Decentralized Asset Markets. (2016). Üslü, Semih. In: MPRA Paper. RePEc:pra:mprapa:73901.

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2016Financial Intermediation Chains in an OTC Market. (2016). Wei, Bin ; Shen, JI ; Yan, Hongjun . In: MPRA Paper. RePEc:pra:mprapa:74925.

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2017The E-Monetary Theory. (2017). Ngotran, Duong. In: MPRA Paper. RePEc:pra:mprapa:77206.

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2017The E-Monetary Theory. (2017). Ngotran, Duong. In: MPRA Paper. RePEc:pra:mprapa:80207.

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2017Interest on reserves and monetary policy of targeting both interest rate and money supply. (2017). Ngotran, Duong . In: MPRA Paper. RePEc:pra:mprapa:81579.

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2016Surviving the perfect storm: the role of the lender of last resort. (2016). Soares, Carla ; Bonfim, Diana ; Alves, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201617.

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2016Interest on Reserves, Interbank Lending, and Monetary Policy. (2016). Williamson, Stephen. In: 2016 Meeting Papers. RePEc:red:sed016:428.

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2017The Macroeconomic Impact of Money Market Freezes. (2017). Hoerova, Marie ; de Fiore, Fiorella ; Uhlig, Harald . In: 2017 Meeting Papers. RePEc:red:sed017:1092.

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2016Dynamic Inefficiency in Decentralized Capital Markets. (2016). Rabinovich, Stanislav ; Kurmann, André. In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_001.

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2016Do foreign banks take more risk? Evidence from emerging economies. (2016). Wu, Ji ; Jeon, Bang ; Chen, Minghua ; Wang, Rui . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_004.

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2016Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2016). Wu, Ji ; Jeon, Bang ; Chen, Minghua ; Wang, Rui . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_014.

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2016Over-the-counter trade and the value of assets as collateral. (2016). Geromichalos, Athanasios ; Oikawa, Keita ; Lee, Seungduck . In: Economic Theory. RePEc:spr:joecth:v:62:y:2016:i:3:d:10.1007_s00199-015-0904-9.

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2016Systemic risk in clearing houses: Evidence from the European repo market. (2016). thesmar, david ; Derrien, Franois ; Boissel, Charles ; Ors, Evren . In: ESRB Working Paper Series. RePEc:srk:srkwps:201610.

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2017Wholesale funding dry-ups. (2017). Perignon, Christophe ; Guillaume, David Thesmarauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749.

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2016The Formation of a Core Periphery Structure in Heterogeneous Financial Networks. (2016). van der Leij, Marco ; Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140098.

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2016Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074.

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2017Dynamic Interbank Network Analysis Using Latent Space Models. (2017). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170101.

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2016Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York . (2016). Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1017.

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2017International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Economics Working Papers. RePEc:upf:upfgen:1566.

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2016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

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2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

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2016Relationships in the interbank market. (2016). Chiu, Jonathan ; Monnet, Cyril . In: Working Paper Series. RePEc:vuw:vuwecf:5210.

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2016How central is central counterparty clearing? A deep dive into a European repo market during the crisis. (2016). Fecht, Falko ; Ebner, André ; Schulz, Alexander . In: Discussion Papers. RePEc:zbw:bubdps:142016.

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2016Interbank intermediation. (2016). Krahnen, Jan ; Georg, Co-Pierre ; Bluhm, Marcel . In: Discussion Papers. RePEc:zbw:bubdps:162016.

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2017Bargaining power and outside options in the interbank lending market. (2017). Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk . In: Discussion Papers. RePEc:zbw:bubdps:312017.

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2017The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20172.

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2017The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macro-financial stability?. (2017). Krug, Sebastian. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201785.

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2017Do conventional monetary policy instruments matter in unconventional times?. (2017). Tonzer, Lena ; Buchholz, Manuel ; Schmidt, Kirsten . In: IWH Discussion Papers. RePEc:zbw:iwhdps:122017.

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2017Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation. (2017). Riedler, Jesper ; Brueckbauer, Frank . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17022.

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2016Exit strategies for monetary policy. (2016). Müller, Benjamin ; Kraenzlin, Sébastien ; Berentsen, Aleksander ; Muller, Benjamin . In: ECON - Working Papers. RePEc:zur:econwp:241.

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Works by Gara M. Afonso:


YearTitleTypeCited
2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis In: Journal of Finance.
[Citation analysis]
article160
2010Stressed, not frozen: the Federal Funds market in the financial crisis.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 160
paper
2011Liquidity and congestion In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article18
2008Liquidity and congestion.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2014Do Too-Big-to-Fail banks take on more risk? In: Economic Policy Review.
[Full Text][Citation analysis]
article10
2008Systemic risk and liquidity in payment systems In: Staff Reports.
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paper6
2014An empirical study of trade dynamics in the interbank market In: Staff Reports.
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paper10
2014Trading partners in the interbank lending market In: Staff Reports.
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paper12
2016How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports.
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paper9
2014The over-the-counter theory of the fed funds market: a primer In: Staff Reports.
[Full Text][Citation analysis]
paper4
2006Imperfect Common Knowledge in First Generation Models of Currency Crises In: FMG Discussion Papers.
[Full Text][Citation analysis]
paper5
2007Imperfect Common Knowledge in First-Generation Models of Currency Crises.(2007) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2010Stressed not Frozen: The Fed Funds Market in the Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]
paper21
2014Trade Dynamics in the Market for Federal Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper59

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