Gara M. Afonso : Citation Profile


Are you Gara M. Afonso?

Federal Reserve Bank of New York

8

H index

8

i10 index

354

Citations

RESEARCH PRODUCTION:

4

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). 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 (1.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf14
   Updated: 2018-06-23    RAS profile: 2011-12-20    
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Relations with other researchers


Works with:

Lagos, Ricardo (3)

Lester, Benjamin (2)

Kovner, Anna (2)

Armenter, Roc (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 (13)

Bräuning, Falk (13)

Lagos, Ricardo (11)

Acharya, Viral (10)

Weill, Pierre-Olivier (10)

Yorulmazer, Tanju (7)

Gale, Douglas (7)

Hoerova, Marie (7)

Heider, Florian (7)

Affinito, Massimiliano (7)

Cites to:

Lagos, Ricardo (11)

McAndrews, James (10)

Rocheteau, Guillaume (9)

Vayanos, Dimitri (6)

Bech, Morten (5)

Schoar, Antoinette (5)

Weill, Pierre-Olivier (5)

Pedersen, Lasse (5)

Kovner, Anna (5)

Ennis, Huberto (5)

Ashcraft, Adam (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 York8

Recent works citing Gara M. Afonso (2018 and 2017)


YearTitle of citing document
2017Decentralized Exchange. (2017). Malamud, Semyon ; Rostek, Marzena. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62.

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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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2017Optimal Interbank Regulation. (2017). Carter, Thomas J. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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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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2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17.

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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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2018Rethinking financial stability. (2018). HALDANE, ANDREW ; Kapadia, Sujit ; Hinterschweiger, Marc ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2017Bank-based versus market-based financing: implications for systemic risk. (2017). Houben, Aerdt ; Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:577.

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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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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2018Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2018). Swarbrick, Jonathan ; Blattner, Tobias Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20182139.

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

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Fernandez, Viviana ; Gonzalez-Urteaga, Ana ; Vu, Anh N ; Marin, Matej ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Piljak, Vanja ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Vigne, Samuel A ; Yarovaya, Larisa ; Neville, Conor ; Helbing, Pia ; Lucey, Brian M ; Wolfe, Simon ; McGroarty, Frank ; Goodell, John W ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:
2018Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?. (2018). Ly, Kim Cuong ; Shimizu, Katsutoshi . In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:77-89.

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

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2018How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). Leon, Carlos ; Sarmiento, Miguel ; Machado, Clara . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018Social networks in the global banking sector. (2018). Houston, Joel F ; Suntheim, Felix ; Lee, Jongsub. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:2:p:237-269.

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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). Wu, Ji ; Jeon, Bang ; Wang, Rui ; 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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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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2018Dynamic inefficiency in decentralized capital markets. (2018). Kurmann, André ; Rabinovich, Stanislav . In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:231-256.

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2018Liquidity misallocation in an over-the-counter market. (2018). Zhang, Shengxing. In: Journal of Economic Theory. RePEc:eee:jetheo:v:174:y:2018:i:c:p:16-56.

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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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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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2018Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

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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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2017Liquidity regulation and the implementation of monetary policy. (2017). Keister, Todd ; Bech, Morten. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:64-77.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; 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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2018Capital market liability of foreignness of IPO firms. (2018). Tupper, Christina H ; Benischke, Mirko ; Guldiken, Orhun . In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:555-567.

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2018Trading and information diffusion in OTC markets. (2018). Babus, Ana ; Kondor, Peter. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88050.

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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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2017Managing Counterparty Risk in OTC Markets. (2017). Brunetti, Celso ; Capponi, Agostino ; Frei, Christoph. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-83.

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2018A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves. (2018). Schulhofer-Wohl, Sam ; Clouse, James A. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-08.

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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). Vonnák, Dzsamila ; Ongena, Steven ; Vonnak, Dzsamila ; Schindele, Ibolya . In: MNB Working Papers. RePEc:mnb:wpaper:2017/6.

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2017Relationship Lending in the Interbank Market and the Price of Liquidity. (2017). Fecht, Falko ; Bräuning, Falk ; Brauning, Falk. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:33-75..

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

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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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2018Interbank Market Turmoils and the Macroeconomy. (2018). Kopiec, Paweł. In: MPRA Paper. RePEc:pra:mprapa:85028.

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2018Social Optima in Economies with Heterogeneous Agents. (2018). Nuño Barrau, Galo ; Moll, Benjamin. In: Review of Economic Dynamics. RePEc:red:issued:15-330.

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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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2018Does a bank levy increase frictions on the interbank market?. (2018). Hryckiewicz, Aneta ; Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr . In: Working Papers. RePEc:sgh:kaewps:2018033.

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

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

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2018Unsecured and Secured Funding. (2018). Ranaldo, Angelo ; Wrampelmeyer, Jan ; di Filippo, Mario . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180038.

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2018Ownership Networks Effects on Secured Borrowing. (2018). Cizek, Pavel ; Rincon, Carlos Leon ; Martinez, Constanza. In: Discussion Paper. RePEc:tiu:tiucen:acb00047-4136-4a18-b5a4-a32166b67aaa.

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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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2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. (2018). Ranaldo, Angelo ; Vause, Nicholas ; Chen, Louisa ; Breedon, Francis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:08.

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2017Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Aymanns, Christoph ; Golub, Benjamin ; Georg, Co-Pierre . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:10.

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2017Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Schulze, Niels ; Brauning, Falk ; Abbassi, Puriya. 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). Brückbauer, Frank ; Riedler, Jesper ; Brueckbauer, Frank . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17022.

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2018Exit strategies for monetary policy. (2018). 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]
article181
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: 181
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]
article12
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.
[Full Text][Citation analysis]
paper16
2016How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports.
[Full Text][Citation analysis]
paper10
2014The over-the-counter theory of the fed funds market: a primer In: Staff Reports.
[Full Text][Citation analysis]
paper4
2018A model of the federal funds market: yesterday, today, and tomorrow In: Staff Reports.
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paper1
2018A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
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]
paper70

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