Gara M. Afonso : Citation Profile


Are you Gara M. Afonso?

Federal Reserve Bank of New York

8

H index

6

i10 index

296

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 29
   Journals where Gara M. Afonso has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 5 (1.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/paf14
   Updated: 2017-09-23    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 Hidalgo, Carlos (14)

Fecht, Falko (12)

Bräuning, Falk (11)

Lagos, Ricardo (11)

Weill, Pierre-Olivier (10)

Acharya, Viral (10)

Heider, Florian (7)

Yorulmazer, Tanju (7)

Skeie, David (6)

Georg, Co-Pierre (6)

Abbassi, Puriya (6)

Cites to:

Lagos, Ricardo (11)

McAndrews, James (10)

Rocheteau, Guillaume (9)

Vayanos, Dimitri (6)

Pedersen, Lasse (5)

Schoar, Antoinette (5)

Kovner, Anna (5)

Bech, Morten (5)

Weill, Pierre-Olivier (5)

Brunnermeier, Markus (4)

Acharya, Viral (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). Boutros, Michael ; Witmer, Jonathan . 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). Affinito, Massimiliano ; Pozzolo, Alberto Franco . 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 ; 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, Carlos ; Garcia de Andoain Hidalgo, 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, Carlos ; Garcia de Andoain Hidalgo, 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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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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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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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: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:32-47.

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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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2017An early warning indicator system to monitor the unsecured interbank funds market. (2017). Sarmiento, Miguel ; Leon, Carlos ; Cely, Jorge . 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 ; Athanasios, Geromichalos ; Mo, Jung Kuk . 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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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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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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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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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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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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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]
article149
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: 149
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]
article8
2008Systemic risk and liquidity in payment systems In: Staff Reports.
[Full Text][Citation analysis]
paper6
2014An empirical study of trade dynamics in the interbank market In: Staff Reports.
[Full Text][Citation analysis]
paper10
2014Trading partners in the interbank lending market In: Staff Reports.
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paper11
2016How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports.
[Full Text][Citation analysis]
paper9
2014The over-the-counter theory of the fed funds market: a primer In: Staff Reports.
[Full Text][Citation analysis]
paper3
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]
paper56

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