Thomas B. King : Citation Profile

Are you Thomas B. King?

Federal Reserve Bank of Chicago

9

H index

9

i10 index

612

Citations

RESEARCH PRODUCTION:

17

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 29
   Journals where Thomas B. King has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 9 (1.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki464
   Updated: 2024-11-06    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

D'Amico, Stefania (2)

Nesmith, Travis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas B. King.

Is cited by:

Zakrajšek, Egon (12)

Gilchrist, Simon (12)

D'Amico, Stefania (9)

León, Carlos (8)

Lemke, Wolfgang (8)

Sarmiento, Miguel (7)

Sette, Enrico (7)

Altavilla, Carlo (7)

Minoiu, Camelia (7)

Bottero, Margherita (7)

Neely, Christopher (6)

Cites to:

Vayanos, Dimitri (32)

Swanson, Eric (19)

Bernanke, Ben (16)

Gürkaynak, Refet (11)

Potter, Simon (10)

KRISHNAMURTHY, ARVIND (10)

Ball, Laurence (10)

Wright, Jonathan (9)

Hamilton, James (9)

ferroni, filippo (9)

Hubert, Paul (9)

Main data

Where Thomas B. King has published?

Journals with more than one article published# docs
Chicago Fed Letter4
Journal of Monetary Economics2
Journal of Financial Economics2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
Working Paper Series / Federal Reserve Bank of Chicago7
Supervisory Policy Analysis Working Papers / Federal Reserve Bank of St. Louis7

Recent works citing Thomas B. King (2024 and 2023)

YearTitle of citing document
2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications. (2023). Moral, Alfonso ; Martín-Román, Ángel ; Cuellarmartin, Jaime ; Martinroman, Angel L. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:5-39.

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2023The Yield and Market Function Effects of the Reserve Bank of Australias Bond Purchases. (2023). Xiang, Michelle ; Titkov, Dmitry ; Finlay, Richard. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:359-384.

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2024Optimal quantitative easing and tightening. (2024). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1063.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2024Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2024Investor heterogeneity and large-scale asset purchases. (2024). de Falco, Veronica ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20242938.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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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 asset purchases in an experimental market with consumption smoothing motives. (2023). Hanaki, Nobuyuki ; Duan, Jieyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001604.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Gimeno, Ricardo ; Moreno, Antonio ; Equiza, Juan ; Thomas, Carlos. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734.

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2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2024Mutual fund flows and government bond returns. (2024). Wohl, Avi ; Nathan, Daniel ; Abudy, Menachem Meni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396.

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2024The pricing of U.S. Treasury floating rate notes. (2024). Jermann, Urban ; Hartley, Jonathan S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000564.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia. (2023). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:fip:fedfwp:96602.

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2024Open-Ended Treasury Purchases: From Market Functioning to Financial Easing. (2024). Schulhofer-Wohl, Sam ; D'Amico, Stefania ; Seida, Tim ; Gillet, Max. In: Working Paper Series. RePEc:fip:fedhwp:98006.

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2023Central bank asset purchases: Insights from quantitative easing auctions of government bonds. (2023). Laseen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0419.

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2023The Forward Guidance Trap. (2023). Orphanides, Athanasios. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-06.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023Supply and Demand and the Term Structure of Interest Rates. (2023). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:31879.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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2024Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002.

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2024The Bank of Japan’s Stock Holdings and Long-term Returns. (2024). Ichiue, Hibiki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:049.

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2023Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities. (2023). Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:280417.

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2023The forward guidance trap. (2023). Orphanides, Athanasios. In: IMFS Working Paper Series. RePEc:zbw:imfswp:190.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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Works by Thomas B. King:

YearTitleTypeCited
2011Distress in the Financial Sector and Economic Activity In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article46
2008Distress in the financial sector and economic activity.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2009Distress in the financial sector and economic activity.(2009) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2013Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply In: Journal of Financial Economics.
[Full Text][Citation analysis]		article340
2019Expectation and duration at the effective lower bound In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2016Expectation and Duration at the Effective Lower Bound.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2023What does anticipated monetary policy do? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article13
2015What Does Anticipated Monetary Policy Do?.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2007In search of the natural rate of unemployment In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article45
2005In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2003In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2023Inflation hedging products In: Chapters.
[Full Text][Citation analysis]		chapter0
2007Financial market perceptions of recession risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper18
2010Flow and stock effects of large-scale Treasury purchases In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper31
2012Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2015Credit Risk, Liquidity and Lies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Credit Risk, Liquidity, and Lies.(2020) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022Central Clearing and Systemic Liquidity Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2023Central Clearing and Systemic Liquidity Risk.(2023) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Issues Regarding the Use of the Policy Rate Tool In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2016Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2016Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2008Profits and balance sheet developments at U.S. commercial banks in 2007 In: Federal Reserve Bulletin.
[Full Text][Citation analysis]		article0
2015Derivatives and Collateral at U.S. Life Insurers In: Economic Perspectives.
[Full Text][Citation analysis]		article5
2016Corporate Cash Flow and Its Uses In: Chicago Fed Letter.
[Full Text][Citation analysis]		article1
2018How Have Banks Responded to Changes in the Yield Curve? In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2023Past and Future Effects of the Recent Monetary Policy Tightening In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2021Capital Constraints and Risk Shifting: An Instrumental Approach In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023One Asset Does Not Fit All: Inflation Hedging by Index and Horizon In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013A Portfolio-Balance Approach to the Nominal Term Structure In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2014What Drives Bank Funding Spreads? In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Securities Financing and Asset Markets: New Evidence In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2002Jumbo CDs play tiny role in policing risky banks ... so far In: The Regional Economist.
[Full Text][Citation analysis]		article1
2006Are the causes of bank distress changing? can researchers keep up? In: Review.
[Full Text][Citation analysis]		article21
2004Are the causes of bank distress changing? can researchers keep up?.(2004) In: Supervisory Policy Analysis Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2002Did FDICIA enhance market discipline on community banks? a look at evidence from the jumbo-CD market In: Supervisory Policy Analysis Working Papers.
[Citation analysis]		paper2
2002Do jumbo-CD holders care about anything? In: Supervisory Policy Analysis Working Papers.
[Citation analysis]		paper0
2002What can bank supervisors learn from equity markets? a comparison of the factors affecting market-based risk measures and BOPEC scores In: Supervisory Policy Analysis Working Papers.
[Citation analysis]		paper5
2003Discipline and liquidity in the market for federal funds In: Supervisory Policy Analysis Working Papers.
[Citation analysis]		paper2
2005Labor productivity and job-market flows: trends, cycles, and correlations In: Supervisory Policy Analysis Working Papers.
[Citation analysis]		paper1
2008Discipline and Liquidity in the Interbank Market In: Journal of Money, Credit and Banking.
[Citation analysis]		article51
2008Discipline and Liquidity in the Interbank Market.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article

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