Gara M. Afonso : Citation Profile


Federal Reserve Bank of New York

13

H index

14

i10 index

994

Citations

RESEARCH PRODUCTION:

6

Articles

59

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 58
   Journals where Gara M. Afonso has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 20 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf14
   Updated: 2025-04-19    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

La Spada, Gabriele (17)

Martin, Antoine (11)

Cipriani, Marco (10)

Nosal, Ed (6)

Williams, John (6)

Potter, Simon (6)

Schulhofer-Wohl, Sam (6)

Giannone, Domenico (3)

Kovner, Anna (2)

Copeland, Adam (2)

Shin, Hyun Song (2)

Mertens, Thomas (2)

Duffie, Darrell (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 (25)

Lester, Benjamin (23)

León, Carlos (18)

Acharya, Viral (18)

Aldasoro, Iñaki (17)

Zhang, Shengxing (16)

Lagos, Ricardo (16)

Sarmiento, Miguel (15)

Hoerova, Marie (14)

Cites to:

Lagos, Ricardo (21)

Bech, Morten (19)

McAndrews, James (17)

Ennis, Huberto (10)

Vayanos, Dimitri (10)

Martin, Antoine (9)

Keister, Todd (9)

Poole, William (8)

Weill, Pierre-Olivier (8)

Acharya, Viral (8)

armantier, olivier (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 York30
Staff Reports / Federal Reserve Bank of New York15
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Papers / Federal Reserve Bank of Minneapolis3
Working Paper Series / Federal Reserve Bank of Chicago2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Gara M. Afonso (2025 and 2024)


YearTitle of citing document
2024Money Creation and Banking: Theory and Evidence. (2021). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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2024Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552.

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2025Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642.

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2024What’s so Inconvenient About TIPS?. (2024). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2025Leverage actually: the impact on banks’ borrowing costs in euro area money markets. (2025). Samarina, Anna ; Faria, Lara Sousa ; Andreeva, Desislava. In: Working Paper Series. RePEc:ecb:ecbwps:20253016.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Search friction, liquidity risk, and bond misallocation. (2024). Liu, Shuo. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000302.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Xiao, Kairong ; Sundaresan, Suresh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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2025Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933. (2025). Jaremski, Matthew ; Vossmeyer, Angela ; Richardson, Gary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001910.

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2024Adverse selection and search congestion in over-the-counter markets. (2024). Makinen, Taneli ; Palazzo, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000308.

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2024CBDC and banking stability: Modeling cascading effects on reserves, lending, and liquidity. (2024). Tchounga, Anatole ; Brice, Gilles. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000693.

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2025When It Rains, It Pours: Cyber Vulnerability and Financial Conditions. (2025). Lee, Michael ; Kovner, Anna ; Eisenbach, Thomas. In: Economic Policy Review. RePEc:fip:fednep:99463.

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2024Discount Window Stigma After the Global Financial Crisis. (2024). Sarkar, Asani ; Cipriani, Marco ; armantier, olivier. In: Staff Reports. RePEc:fip:fednsr:99159.

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2024Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo. (2024). Kahn, Robert ; Copeland, Adam. In: Staff Reports. RePEc:fip:fednsr:99298.

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2025Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648.

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2024Do Different Bank-Level Securitization Variables Measure The Same Thing? A Confirmatory Factor Analysis. (2024). Plaat, Mark T ; Spierdijk, Laura. In: De Economist. RePEc:kap:decono:v:172:y:2024:i:4:d:10.1007_s10645-024-09439-1.

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2024Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80.

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2024Investor attention and cryptocurrency market liquidity: a double-edged sword. (2024). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Li, Tong ; Yao, Shouyu. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w.

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2024Liquidity Hoarding and Politics: The Role of Elections. (2024). Ghosh, Saibal. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00378-3.

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2024Endogenous Realtor Intermediation and Housing Market Liquidity. (2024). Kospentaris, Ioannis ; Gabrovski, Miroslav ; Ortego-Marti, Victor. In: Working Papers. RePEc:ucr:wpaper:202410.

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2024COVID-19 and the fragmentation of the European interbank market. (2024). Pala, Melissa. In: Discussion Papers. RePEc:zbw:bubdps:284408.

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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]
article354
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: 354
paper
2011Liquidity and congestion In: Journal of Financial Intermediation.
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article35
2008Liquidity and congestion.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2020Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper.
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paper6
2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 6
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: 6
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: 6
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: 6
paper
2023Monetary Policy Implementation with Ample Reserves In: FRB Atlanta Working Paper.
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paper0
2023The Optimal Supply of Central Bank Reserves under Uncertainty In: Working Paper Series.
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paper0
2023The Optimal Supply of Central Bank Reserves under Uncertainty.(2023) In: Staff Reports.
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This paper has nother version. Agregated cites: 0
paper
2014An Empirical Study of Trade Dynamics in the Fed Funds Market In: Working Papers.
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paper19
2014Trade Dynamics in the Market for Federal Funds In: Working Papers.
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paper264
2012Trade dynamics in the market for federal funds.(2012) In: Staff Reports.
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This paper has nother version. Agregated cites: 264
paper
2014Trade Dynamics in the Market for Federal Funds.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 264
paper
2014The Over-the-Counter Theory of the Fed Funds Market: A Primer In: Working Papers.
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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.
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article26
2021The Market Events of Mid-September 2019 In: Economic Policy Review.
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article14
2020The Market Events of Mid-September 2019.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2011When Do Trade Frictions Increase Liquidity? In: Liberty Street Economics.
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paper0
2012Why (or Why Not) Keep Paying Interest on Excess Reserves? In: Liberty Street Economics.
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paper0
2013Who’s Lending in the Federal Funds Market? In: Liberty Street Economics.
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paper8
2013Who’s Borrowing in the Fed Funds Market? In: Liberty Street Economics.
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paper8
2014Do “Too-Big-To-Fail” Banks Take On More Risk? In: Liberty Street Economics.
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paper18
2015What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank In: Liberty Street Economics.
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paper1
2015What Do Bond Markets Think about \\Too-Big-to-Fail\\ Since Dodd-Frank? In: Liberty Street Economics.
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paper0
2016How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market? In: Liberty Street Economics.
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paper0
2017Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics.
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paper0
2018Did the Dodd-Frank Act End ‘Too Big to Fail’? In: Liberty Street Economics.
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paper1
2018Size Is Not All: Distribution of Bank Reserves and Fed Funds Dynamics In: Liberty Street Economics.
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paper0
2019Coming to Terms with Operational Risk In: Liberty Street Economics.
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paper4
2019From Policy Rates to Market Rates—Untangling the U.S. Dollar Funding Market In: Liberty Street Economics.
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paper0
2020A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet In: Liberty Street Economics.
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paper0
2020How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too. In: Liberty Street Economics.
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paper0
2022How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved In: Liberty Street Economics.
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paper0
2022How the Fed’s Overnight Reverse Repo Facility Works In: Liberty Street Economics.
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paper1
2022How the Fed Adjusts the Fed Funds Rate within Its Target Range In: Liberty Street Economics.
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paper0
2022The Fed’s Latest Tool: A Standing Repo Facility In: Liberty Street Economics.
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paper1
2022Measuring the Ampleness of Reserves In: Liberty Street Economics.
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paper0
2023Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update In: Liberty Street Economics.
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paper0
2023Banks’ Balance-Sheet Costs and ON RRP Investment In: Liberty Street Economics.
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paper0
2023The Federal Reserve’s Two Key Rates: Similar but Not the Same? In: Liberty Street Economics.
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paper0
2023Who’s Borrowing and Lending in the Fed Funds Market Today? In: Liberty Street Economics.
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paper0
2023Treasury Bill Supply and ON RRP Investment In: Liberty Street Economics.
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paper0
2023Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 In: Liberty Street Economics.
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paper0
2024Who Is Borrowing and Lending in the Eurodollar and Selected Deposit Markets? In: Liberty Street Economics.
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paper0
2024When Are Central Bank Reserves Ample? In: Liberty Street Economics.
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paper0
2024A New Set of Indicators of Reserve Ampleness In: Liberty Street Economics.
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paper0
2024Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity In: Liberty Street Economics.
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paper0
2008Precautionary Demand and Liquidity in Payment Systems In: Staff Reports.
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paper46
2012An empirical study of trade dynamics in the interbank market In: Staff Reports.
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paper12
2013Trading Partners in the Interbank Lending Market In: Staff Reports.
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paper67
2013How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 In: Staff Reports.
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paper37
2018A model of the federal funds market: yesterday, today, and tomorrow In: Staff Reports.
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paper18
2018A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 18
paper
2019A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow.(2019) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 18
article
2022Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports.
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paper0
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System In: Staff Reports.
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paper4
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2022Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP In: Staff Reports.
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paper1
In: .
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paper5
2007Imperfect Common Knowledge in First-Generation Models of Currency Crises.(2007) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 5
article
2010Stressed not Frozen: The Fed Funds Market in the Financial Crisis In: NBER Working Papers.
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paper30

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