Gara M. Afonso : Citation Profile

Are you Gara M. Afonso?

Federal Reserve Bank of New York

12

H index

13

i10 index

954

Citations

RESEARCH PRODUCTION:

6

Articles

53

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 59
   Journals where Gara M. Afonso has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 21 (2.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf14
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

La Spada, Gabriele (13)

Martin, Antoine (11)

Cipriani, Marco (9)

Nosal, Ed (6)

Potter, Simon (6)

Schulhofer-Wohl, Sam (6)

Williams, John (4)

Mertens, Thomas (2)

Shin, Hyun Song (2)

Kovner, Anna (2)

Copeland, Adam (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:

Weill, Pierre-Olivier (33)

Bräuning, Falk (30)

Fecht, Falko (23)

Lester, Benjamin (22)

Acharya, Viral (18)

León, Carlos (18)

Zhang, Shengxing (16)

Lagos, Ricardo (16)

Sarmiento, Miguel (15)

Aldasoro, Iñaki (15)

Abbassi, Puriya (14)

Cites to:

Lagos, Ricardo (21)

Bech, Morten (19)

McAndrews, James (17)

Ennis, Huberto (10)

Vayanos, Dimitri (10)

Martin, Antoine (9)

Keister, Todd (9)

armantier, olivier (8)

Acharya, Viral (8)

Weill, Pierre-Olivier (8)

Poole, William (8)

Main data

Where Gara M. Afonso has published?

Journals with more than one article published# docs
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York25
Staff Reports / Federal Reserve Bank of New York15
Working Papers / Federal Reserve Bank of Minneapolis3
NBER Working Papers / National Bureau of Economic Research, Inc3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Gara M. Afonso (2024 and 2023)

YearTitle of citing document
2023Collective Moral Hazard and the Interbank Market. (2023). Stiglitz, Joseph E ; Altinoglu, Levent. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:2:p:35-64.

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2023Estimating the Appropriate Quantity of Settlement Balances in a Floor System. (2023). Bulusu, Narayan ; Witmer, Jonathan ; McRae, Kaetlynd ; McNeely, Matthew. In: Discussion Papers. RePEc:bca:bocadp:23-26.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023The Norwegian overnight interbank market during the Covid pandemic. (2023). Smith, Lyndsie ; Findreng, Jon H ; Akram, Farooq Q. In: Working Paper. RePEc:bno:worpap:2023_8.

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2023Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023The impact of social trust on loan grants and default risk: Evidence from China’s regional commercial banks during branching policy changes. (2023). Yang, Xing ; Shekhar, Chander ; Richardson, Grant ; Fonseka, Mohan. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002434.

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2023Costly multi-unit search. (2023). Harrison, Rodrigo ; Carrasco, Jose A. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000612.

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2023Monetary policy transmission through banks when liquidity is abundant but unevenly distributed. (2023). Horny, Guillaume ; Girotti, Mattia. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004336.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Exchange rate risk, banks currency mismatches, and credit supply. (2023). Brauning, Falk ; Abbassi, Puriya. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000119.

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2023Who borrows from the Eurosystem’s lender-of-the-last-resort facility?. (2023). Weber, Patrick ; Fecht, Falko. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000468.

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2023Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023Small and vulnerable: SME productivity in the great productivity slowdown. (2023). Lee, Do ; Chen, Sophia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:49-74.

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2023Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720.

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2023Financial Stability: Frontier Risks, a New Normal, and Policy Challenges. (2023). Haubrich, Joseph G. In: Economic Commentary. RePEc:fip:fedcec:96590.

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2023Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach. (2023). Haubrich, Joseph G. In: Working Papers. RePEc:fip:fedcwq:97254.

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2023The Effects of CBDC on the Federal Reserves Balance Sheet. (2023). Kim, Kyungmin ; Gust, Christopher J ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-68.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Deposit Insurance Premiums and Bank Risk. (2023). Rezende, Marcelo ; Kim, Edward T. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:2:p:291-325..

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2023The Strategic Determination of the Supply of Liquid Assets. (). Herrenbrueck, Lucas ; Geromichalos, Athanasios ; Lee, Sukjoon. In: Review of Economic Dynamics. RePEc:red:issued:22-72.

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2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

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2023Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023.

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2023.

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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]		article346
2010Stressed, not frozen: the Federal Funds market in the financial crisis.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 346		paper
2011Liquidity and congestion In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article33
2008Liquidity and congestion.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2020Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper4
2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary Policy Implementation With an Ample Supply of Reserves.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary policy implementation with an ample supply of reserves.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Monetary Policy Implementation with Ample Reserves In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2023The Optimal Supply of Central Bank Reserves under Uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023The Optimal Supply of Central Bank Reserves under Uncertainty.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014An Empirical Study of Trade Dynamics in the Fed Funds Market In: Working Papers.
[Full Text][Citation analysis]		paper19
2014Trade Dynamics in the Market for Federal Funds In: Working Papers.
[Full Text][Citation analysis]		paper253
2012Trade dynamics in the market for federal funds.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 253		paper
2014Trade Dynamics in the Market for Federal Funds.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 253		paper
2014The Over-the-Counter Theory of the Fed Funds Market: A Primer In: Working Papers.
[Full Text][Citation analysis]		paper14
2014The over-the-counter theory of the fed funds market: a primer.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2014Do \\Too-Big-to-Fail\\ banks take on more risk? In: Economic Policy Review.
[Full Text][Citation analysis]		article25
2021The Market Events of Mid-September 2019 In: Economic Policy Review.
[Full Text][Citation analysis]		article9
2020The Market Events of Mid-September 2019.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011When Do Trade Frictions Increase Liquidity? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Why (or Why Not) Keep Paying Interest on Excess Reserves? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Who’s Lending in the Federal Funds Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper8
2013Who’s Borrowing in the Fed Funds Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper8
2014Do “Too-Big-To-Fail” Banks Take On More Risk? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper17
2015What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2015What Do Bond Markets Think about \\Too-Big-to-Fail\\ Since Dodd-Frank? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Did the Dodd-Frank Act End ‘Too Big to Fail’? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Size Is Not All: Distribution of Bank Reserves and Fed Funds Dynamics In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Coming to Terms with Operational Risk In: Liberty Street Economics.
[Full Text][Citation analysis]		paper3
2019From Policy Rates to Market Rates—Untangling the U.S. Dollar Funding Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too. In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How the Fed’s Overnight Reverse Repo Facility Works In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How the Fed Adjusts the Fed Funds Rate within Its Target Range In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022The Fed’s Latest Tool: A Standing Repo Facility In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022Measuring the Ampleness of Reserves In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Banks’ Balance-Sheet Costs and ON RRP Investment In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The Federal Reserve’s Two Key Rates: Similar but Not the Same? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Who’s Borrowing and Lending in the Fed Funds Market Today? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Treasury Bill Supply and ON RRP Investment In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2008Precautionary Demand and Liquidity in Payment Systems In: Staff Reports.
[Full Text][Citation analysis]		paper45
2012An empirical study of trade dynamics in the interbank market In: Staff Reports.
[Full Text][Citation analysis]		paper12
2013Trading Partners in the Interbank Lending Market In: Staff Reports.
[Full Text][Citation analysis]		paper65
2013How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports.
[Full Text][Citation analysis]		paper35
2018A model of the federal funds market: yesterday, today, and tomorrow In: Staff Reports.
[Full Text][Citation analysis]		paper17
2018A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2019A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2019) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2022Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports.
[Full Text][Citation analysis]		paper0
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System In: Staff Reports.
[Full Text][Citation analysis]		paper3
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP In: Staff Reports.
[Full Text][Citation analysis]		paper0
2007Imperfect Common Knowledge in First-Generation Models of Currency Crises In: International Journal of Central Banking.
[Full Text][Citation analysis]		article5
2010Stressed not Frozen: The Fed Funds Market in the Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		paper31

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