12
H index
13
i10 index
931
Citations
Federal Reserve Bank of New York | 12 H index 13 i10 index 931 Citations RESEARCH PRODUCTION: 6 Articles 45 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gara M. Afonso. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 20 |
Staff Reports / Federal Reserve Bank of New York | 14 |
Working Papers / Federal Reserve Bank of Minneapolis | 3 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Working Paper Series / Federal Reserve Bank of Chicago | 2 |
Year | Title of citing document | |
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2023 | Collective 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. Full description at Econpapers || Download paper | |
2021 | The Bank Liquidity Channel of Financial (In)stability. (2021). Bosshardt, Joshua ; Saidi, Farzad ; Kakhbod, Ali. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:108. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129. Full description at Econpapers || Download paper | |
2022 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182. Full description at Econpapers || Download paper | |
2021 | A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364. Full description at Econpapers || Download paper | |
2021 | Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Zhang, Jiawan ; CHENG, DAWEI ; Wu, Junqi. In: Papers. RePEc:arx:papers:2104.11863. Full description at Econpapers || Download paper | |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2021 | Money Creation and Banking: Theory and Evidence. (2021). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096. Full description at Econpapers || Download paper | |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper | |
2021 | Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21. Full description at Econpapers || Download paper | |
2021 | Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26. Full description at Econpapers || Download paper | |
2022 | How abundant are reserves? Evidence from the wholesale payment system. (2022). Shin, Hyun Song ; Rigon, Lorenzo ; Duffie, Darrell ; Afonso, Gara. In: BIS Working Papers. RePEc:bis:biswps:1053. Full description at Econpapers || Download paper | |
2022 | Money markets, collateral and monetary policy. (2022). Hoerova, Marie ; Uhlig, Harald ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:997. Full description at Econpapers || Download paper | |
2021 | Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586. Full description at Econpapers || Download paper | |
2023 | Interbank 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. Full description at Econpapers || Download paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247. Full description at Econpapers || Download paper | |
2022 | Payment System Externalities. (2022). Walden, Johan ; Rajan, Uday ; Parlour, Christine A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1019-1053. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2022 | Interbank borrowing and bank liquidity risk. (2022). Li, Zongyuan ; Lai, Rose Neng. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:53-91. Full description at Econpapers || Download paper | |
2021 | Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway. (2021). Findreng, Jon H. In: Working Paper. RePEc:bno:worpap:2021_2. Full description at Econpapers || Download paper | |
2022 | Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks. (2022). Papaioannou, Elias ; Malliaropulos, Dimitris ; Kotidis, Antonis. In: Working Papers. RePEc:bog:wpaper:304. Full description at Econpapers || Download paper | |
2021 | A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9. Full description at Econpapers || Download paper | |
2022 | Depositor Responses to a Banking Crisis: Are Finance Professionals Special?. (2022). boyle, glenn ; Zhylyevskyy, Oleksandr ; Tiwana, Amrit ; Stover, Roger. In: Working Papers in Economics. RePEc:cbt:econwp:22/03. Full description at Econpapers || Download paper | |
2021 | The Impact of Fintech Startups on Financial Institutions Performance and Default Risk. (2021). Haddad, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9050. Full description at Econpapers || Download paper | |
2021 | The Limits of onetary Economics: On Money as a Latent Medium of Exchange. (2021). Zhang, Shengxing ; Lagos, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:2104. Full description at Econpapers || Download paper | |
2021 | A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15882. Full description at Econpapers || Download paper | |
2021 | How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004. Full description at Econpapers || Download paper | |
2021 | How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124. Full description at Econpapers || Download paper | |
2021 | Demand for central bank reserves and monetary policy implementation frameworks: the case of the Eurosystem. (2021). Schobert, Franziska ; Rosolin, Tiziana ; Mudde, Yvo ; Hudepohl, Tom ; Grossmann-Wirth, Vincent ; Corsi, Marco ; Aberg, Pontus. In: Occasional Paper Series. RePEc:ecb:ecbops:2021282. Full description at Econpapers || Download paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529. Full description at Econpapers || Download paper | |
2022 | Money markets and bank lending: evidence from the adoption of tiering. (2022). Burlon, Lorenzo ; Altavilla, Carlo ; Schumacher, Julian ; Giannetti, Mariassunta ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20222649. Full description at Econpapers || Download paper | |
2022 | Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Working Paper Series. RePEc:ecb:ecbwps:20222706. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2022 | From bilateral trade to centralized markets: A search model for commodity exchanges in Africa. (2022). Pellegrina, Heitor S ; Nyarko, Yaw. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000402. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367. Full description at Econpapers || Download paper | |
2022 | Depositor responses to a banking crisis: Are finance professionals special?. (2022). boyle, glenn ; Zhylyevskyy, Oleksandr ; Tiwana, Amrit ; Stover, Roger. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:182-195. Full description at Econpapers || Download paper | |
2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper | |
2021 | Funding money-creating banks: Cash funding, balance sheet funding and the moral hazard of currency elasticity. (2021). van Eeghen, Piet-Hein . In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s105752192100079x. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2022 | Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405. Full description at Econpapers || Download paper | |
2022 | The value of reputation capital during the COVID-19 crisis: Evidence from Japan. (2022). Nakagawa, Kei ; Manabe, Tomonori. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100372x. Full description at Econpapers || Download paper | |
2021 | How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x. Full description at Econpapers || Download paper | |
2021 | In lands of foreign currency credit, bank lending channels run through?. (2021). Vonnák, Dzsamila ; Vonnak, Dzsamila ; Schindele, Ibolya ; Ongena, Steven. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s002219962100012x. Full description at Econpapers || Download paper | |
2021 | Wholesale funding runs, global banks supply of liquidity insurance, and corporate investment. (2021). Sapriza, Horacio ; Correa, Ricardo ; Zlate, Andrei. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621000994. Full description at Econpapers || Download paper | |
2022 | Spillovers of funding dry-ups. (2022). Aldasoro, Iñaki ; Eren, Egemen ; Barth, Andreas ; Balke, Florian. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s002219962200054x. Full description at Econpapers || Download paper | |
2022 | Cross-border interbank liquidity, crises, and monetary policy. (2022). Peydro, Jose-Luis ; Fecht, Falko ; Brauning, Falk ; Abbassi, Puriya. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000897. Full description at Econpapers || Download paper | |
2023 | Judgment 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. Full description at Econpapers || Download paper | |
2023 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303. Full description at Econpapers || Download paper | |
2021 | Norwegian interbank markets response to changes in liquidity policy. (2021). Findreng, Jon H ; Akram, Farooq Q. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000364. Full description at Econpapers || Download paper | |
2022 | Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions. (2022). Fecht, Falko ; Weber, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001801. Full description at Econpapers || Download paper | |
2022 | OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514. Full description at Econpapers || Download paper | |
2022 | The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x. Full description at Econpapers || Download paper | |
2022 | CEO incentives and bank risk over the business cycle. (2022). Ciamarra, Elif Ili ; Iliciamarra, Elif ; Savaer, Tanseli ; Ongena, Steven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000607. Full description at Econpapers || Download paper | |
2022 | Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies. (2022). Sedunov, John ; Mihov, Atanas ; Curti, Filippo ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001996. Full description at Econpapers || Download paper | |
2023 | Who 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. Full description at Econpapers || Download paper | |
2021 | Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340. Full description at Econpapers || Download paper | |
2021 | Optimal monetary policy with interest on reserves and capital over-accumulation. (2021). Hu, Tai-Wei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001368. Full description at Econpapers || Download paper | |
2021 | Intermediation in over-the-counter markets with price transparency. (2021). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001812. Full description at Econpapers || Download paper | |
2021 | Reciprocal lending relationships in shadow banking. (2021). Li, YI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:600-619. Full description at Econpapers || Download paper | |
2021 | Life after LIBOR. (2021). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:783-801. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859. Full description at Econpapers || Download paper | |
2021 | Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006. Full description at Econpapers || Download paper | |
2022 | Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207. Full description at Econpapers || Download paper | |
2022 | Cyber risk and the U.S. financial system: A pre-mortem analysis. (2022). Lee, Michael Junho ; Kovner, Anna ; Eisenbach, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:802-826. Full description at Econpapers || Download paper | |
2023 | Small 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. Full description at Econpapers || Download paper | |
2021 | Surviving the perfect storm: The role of the lender of last resort?. (2021). Soares, Carla ; Bonfim, Diana ; Alves, Nuno. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s104295732100019x. Full description at Econpapers || Download paper | |
2021 | Large banks and small firm lending. (2021). Taliaferro, Ryan D ; Ivashina, Victoria ; Bord, Vitaly M. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000255. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and bank liquidity hoarding. (2022). Kim, Hugh Hoikwang ; Li, Xinming ; Guedhami, Omrane ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957320300474. Full description at Econpapers || Download paper | |
2022 | Monetary policy spillovers under COVID-19: Evidence from lending by U.S. foreign bank subsidiaries. (2022). Spiegel, Mark. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002011. Full description at Econpapers || Download paper | |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205. Full description at Econpapers || Download paper | |
2021 | The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Beltran, Daniel ; Klee, Elizabeth ; Bolotnyy, Valentin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202. Full description at Econpapers || Download paper | |
2021 | Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074. Full description at Econpapers || Download paper | |
2023 | Bank 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. Full description at Econpapers || Download paper | |
2021 | Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941. Full description at Econpapers || Download paper | |
2021 | Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015. Full description at Econpapers || Download paper | |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751. Full description at Econpapers || Download paper | |
2022 | Bank liquidity hoarding and corporate maturity mismatch: Evidence from China. (2022). Zhu, Feifei ; Wu, Wanting ; Peng, Yuchao ; Ma, Sichao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001623. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: a structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106280. Full description at Econpapers || Download paper | |
2021 | Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:90557. Full description at Econpapers || Download paper | |
2021 | Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:91177. Full description at Econpapers || Download paper | |
2021 | Monetary Policy Spillovers Under Covid-19: Evidence from U.S. Foreign Bank Subsidiaries. (2021). Spiegel, Mark. In: Working Paper Series. RePEc:fip:fedfwp:92359. Full description at Econpapers || Download paper | |
2021 | Are Repo Markets Fragile? Evidence from September 2019. (2021). Senyuz, Zeynep ; Anderson, Alyssa G ; Anbil, Sriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-28. Full description at Econpapers || Download paper | |
2021 | Arbitrage Capital of Global Banks. (2021). Schlusche, Bernd ; Du, Wenxin ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-32. Full description at Econpapers || Download paper | |
2022 | Demand Segmentation in the Federal Funds Market. (2022). Tase, Manjola. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-71. Full description at Econpapers || Download paper | |
2021 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2021). Bianchi, Javier ; Engel, Charles ; Bigio, Saki. In: Working Papers. RePEc:fip:fedmwp:93468. Full description at Econpapers || Download paper | |
2021 | Reserves Were Not So Ample After All. (2021). Copeland, Adam ; Yang, Yilin ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:92866. Full description at Econpapers || Download paper | |
2022 | Who Can Tell Which Banks Will Fail?. (2022). Luck, Stephan ; Blickle, Kristian ; Brunnermeier, Markus K. In: Staff Reports. RePEc:fip:fednsr:93785. Full description at Econpapers || Download paper | |
2022 | Bank Funding Risk, Reference Rates, and Credit Supply. (2022). Luck, Stephan ; Yang, Yilin ; Wang, Zachry ; Harry, Cooperman ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:95388. Full description at Econpapers || Download paper | |
2022 | Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734. Full description at Econpapers || Download paper | |
2021 | Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194. Full description at Econpapers || Download paper | |
2021 | The First Line of Defense: The Discount Window during the Early Stages of the Financial Crisis. (2021). Klee, Elizabeth. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:1:a:5. Full description at Econpapers || Download paper | |
2022 | The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?. (2022). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:7. Full description at Econpapers || Download paper | |
2021 | Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields. (2021). Firtina, Can ; Pinar, Mustafa Elebi ; Onural, Levent. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10023-3. Full description at Econpapers || Download paper | |
2021 | The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone. (2021). Chiesa, Gabriella ; Mansilla-Fernandez, Jose Manuel. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09475-5. Full description at Econpapers || Download paper | |
2021 | Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market. (2021). Viren, Matti ; Jokivuolle, Esa ; Tolo, Eero. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:1:d:10.1007_s10693-021-00351-2. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2011 | Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis In: Journal of Finance. [Citation analysis] | article | 343 |
2010 | Stressed, 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: 343 | paper | |
2011 | Liquidity and congestion In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 30 |
2008 | Liquidity and congestion.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary Policy Implementation With an Ample Supply of Reserves.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary policy implementation with an ample supply of reserves.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | An Empirical Study of Trade Dynamics in the Fed Funds Market In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2014 | Trade Dynamics in the Market for Federal Funds In: Working Papers. [Full Text][Citation analysis] | paper | 244 |
2012 | Trade dynamics in the market for federal funds.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
2014 | Trade Dynamics in the Market for Federal Funds.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
2014 | The Over-the-Counter Theory of the Fed Funds Market: A Primer In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | The over-the-counter theory of the fed funds market: a primer.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2014 | Do \\Too-Big-to-Fail\\ banks take on more risk? In: Economic Policy Review. [Full Text][Citation analysis] | article | 24 |
2021 | The Market Events of Mid-September 2019 In: Economic Policy Review. [Full Text][Citation analysis] | article | 9 |
2020 | The Market Events of Mid-September 2019.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | When Do Trade Frictions Increase Liquidity? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Why (or Why Not) Keep Paying Interest on Excess Reserves? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Who’s Lending in the Federal Funds Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 8 |
2013 | Who’s Borrowing in the Fed Funds Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 8 |
2014 | Do “Too-Big-To-Fail” Banks Take On More Risk? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 16 |
2015 | What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | What Do Bond Markets Think about \\Too-Big-to-Fail\\ Since Dodd-Frank? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Did the Dodd-Frank Act End ‘Too Big to Fail’? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Size Is Not All: Distribution of Bank Reserves and Fed Funds Dynamics In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Coming to Terms with Operational Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2019 | From Policy Rates to Market Rates—Untangling the U.S. Dollar Funding Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too. In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How the Fed’s Overnight Reverse Repo Facility Works In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How the Fed Adjusts the Fed Funds Rate within Its Target Range In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | The Fed’s Latest Tool: A Standing Repo Facility In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Measuring the Ampleness of Reserves In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | Precautionary Demand and Liquidity in Payment Systems In: Staff Reports. [Full Text][Citation analysis] | paper | 45 |
2012 | An empirical study of trade dynamics in the interbank market In: Staff Reports. [Full Text][Citation analysis] | paper | 12 |
2013 | Trading Partners in the Interbank Lending Market In: Staff Reports. [Full Text][Citation analysis] | paper | 65 |
2013 | How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports. [Full Text][Citation analysis] | paper | 36 |
2018 | A model of the federal funds market: yesterday, today, and tomorrow In: Staff Reports. [Full Text][Citation analysis] | paper | 13 |
2018 | A 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: 13 | paper | |
2019 | A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2019) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2022 | Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | How Abundant Are Reserves? Evidence from the Wholesale Payment System In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2007 | Imperfect Common Knowledge in First-Generation Models of Currency Crises In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 5 |
2010 | Stressed not Frozen: The Fed Funds Market in the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team