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Dealer Balance Sheets and Bond Liquidity Provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12246.

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    In: Working Papers.
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  2. Corporate bond price reversals. (2024). Ivashchenko, Alexey.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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  3. The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick.
    In: Journal of Finance.
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  4. Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell.
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  5. Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A.
    In: Research in International Business and Finance.
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  6. Internal risk limits of dealers and corporate bond market making. (2023). Wang, KE ; McArthur, David C ; Anderson, Christopher S.
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  7. Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil.
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  8. Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell.
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  9. CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
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  10. CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
    In: Working Papers.
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  11. Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective. (2022). Zhou, Xing ; Macchiavelli, Marco.
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  12. Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M.
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  13. Liquidity in the global currency market. (2022). de Magistris, Paolo Santucci ; Ranaldo, Angelo.
    In: Journal of Financial Economics.
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  14. It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities. (2022). Boyarchenko, Nina ; Shachar, OR ; Kovner, Anna.
    In: Journal of Financial Economics.
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  15. Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean.
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  16. .

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  17. Discriminatory Pricing of Over-the-Counter Derivatives. (2021). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald.
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  18. Central Counterparties and Liquidity Provision in Cash Markets. (2021). Richter, Thomas.
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  19. Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang.
    In: Working Papers.
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  20. Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang.
    In: Staff Reports.
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  21. Liquidity and price pressure in the corporate bond market: evidence from mega-bonds. (2021). Wang, Liying ; Helwege, Jean.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000231.

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  22. Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing. (2021). Theissen, Erik ; Rischen, Tobias.
    In: Journal of Financial Intermediation.
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  23. Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. (2021). Zhou, Xing ; O'Hara, Maureen.
    In: Journal of Financial Economics.
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  24. Regulatory effects on short-term interest rates. (2021). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick.
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  25. Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt. (2021). Romero, Alberto ; Lord, Stefano ; Lopez-Gallo, Fabrizio ; Lara, Jose Luis.
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  26. Bank balance sheet constraints and bond liquidity. (2021). Ivashina, Victoria ; Breckenfelder, Johannes.
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  27. Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale.
    In: Journal of Finance.
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  28. Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio.
    In: BIS Working Papers.
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  29. Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn.
    In: BIS Quarterly Review.
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  30. The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y.
    In: International Finance Discussion Papers.
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  31. Bank capital allocation under multiple constraints. (2020). Lewrick, Ulf ; Tarashev, Nikola ; Goel, Tirupam.
    In: Journal of Financial Intermediation.
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  32. Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288.

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  33. The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa.
    In: Journal of Financial Markets.
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  34. THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS. (2020). Zhong, Zhaodong ; Wu, Yangru ; Wang, Xinjie.
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  35. Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues.
    In: Working papers.
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  36. The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj.
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  37. Market-Making Costs and Liquidity: Evidence from CDS Markets. (2019). Paddrik, Mark ; Tompaidis, Stathis.
    In: Working Papers.
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    In: NBER Working Papers.
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  39. Flighty liquidity. (2019). Shachar, Or ; Giannone, Domenico ; Boyarchenko, Nina.
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  40. Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A.
    In: Finance and Economics Discussion Series.
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  41. A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Uslu, Semih ; Dugast, Jerome.
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  42. A structural model of interbank network formation and contagion. (2019). Coen, Patrick.
    In: Bank of England working papers.
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  43. Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David.
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  44. Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya.
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  45. Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale.
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  46. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
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  47. Credit market choice. (2018). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M.
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  48. Bank-intermediated arbitrage. (2018). Van Tassel, Peter ; Shachar, Or ; Eisenbach, Thomas ; Boyarchenko, Nina ; Gupta, Pooja.
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  49. Review of New York Fed studies on the effects of post-crisis banking reforms. (2018). santos, joao ; Crump, Richard.
    In: Economic Policy Review.
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  50. Liquidity Regulation and Financial Intermediaries. (2018). Pettit, Luke ; Macchiavelli, Marco.
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  51. Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market. (2018). Allahrakha, Meraj ; Munyan, Benjamin ; Cetina, Jill.
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  52. The Volcker Rule and corporate bond market making in times of stress. (2018). Bao, Jack ; Zhou, Xing ; Ohara, Maureen.
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  53. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
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  54. Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian.
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  55. Inventory Management, Dealers Connections, and Prices in OTC Markets. (2018). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard.
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  57. Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis.
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  58. Structural changes in banking after the crisis. (2018). Bank for International Settlements, .
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  59. The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa.
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  60. Bank capital allocation under multiple constraints. (2017). Lewrick, Ulf ; Tarashev, Agn Nikola ; Goel, Tirupam .
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  14. Impact of value-at-risk models on market stability. (2017). Llacay, Barbara ; Peffer, Gilbert.
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  15. Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Richter, Bjorn.
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  16. Debt Collateralization, Capital Structure, and Maximal Leverage. (2016). Phelan, Gregory ; Gong, Feixue .
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  17. The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2016). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
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  18. Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. (2016). De Jonghe, Olivier ; de Jonghey, Olivier ; Ongenax, Steven ; Dewachterz, Hans .
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  19. Trends in credit market arbitrage. (2016). Boyarchenko, Nina ; Gupta, Pooja ; Yen, Jacqueline ; Steele, Nick .
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  21. Show me the money: the monetary policy risk premium. (2016). Ozdagli, Ali ; Velikov, Mihail .
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  22. Contagion in financial networks. (2016). Young, Peyton H ; Glasserman, Paul.
    In: LSE Research Online Documents on Economics.
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  23. Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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  24. Phasing out the GSEs. (2016). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim.
    In: Journal of Monetary Economics.
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  25. Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P.
    In: Handbook of Macroeconomics.
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  26. Macro, Money, and Finance. (2016). Brunnermeier, M K ; Sannikov, Y.
    In: Handbook of Macroeconomics.
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  27. The systemic risk of European banks during the financial and sovereign debt crises. (2016). Correa, Ricardo ; Black, Lamont ; Zhou, Hao ; Huang, Xin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:63:y:2016:i:c:p:107-125.

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  28. Taming the Basel leverage cycle. (2016). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277.

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  29. Macroeconomic shocks, bank stability and the housing market in Venezuela. (2016). Carvallo, Oscar ; Pagliacci, Carolina.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:26:y:2016:i:c:p:174-196.

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  30. Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie.
    In: CEPR Discussion Papers.
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  31. The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation. (2016). Veldkamp, Laura ; Venkateswaran, Venky ; Kozlowski, Julian.
    In: CEPR Discussion Papers.
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  32. Banking industry dynamics and size-dependent capital regulation. (2016). Goel, Tirupam .
    In: BIS Working Papers.
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  33. Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

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  34. The cost of capital of the financial sector. (2015). Adrian, Tobias ; Friedman, Evan ; Muir, Tyler.
    In: Staff Reports.
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  35. Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”. (2015). Adrian, Tobias.
    In: Staff Reports.
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  36. Taming the Basel leverage cycle. (2015). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: LSE Research Online Documents on Economics.
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  37. Financial crises, unconventional monetary policy exit strategies, and agents׳ expectations. (2015). Foerster, Andrew.
    In: Journal of Monetary Economics.
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  38. The dynamics of the leverage cycle. (2015). Farmer, J. ; Aymanns, Christoph .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:155-179.

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  39. Taming the Basel Leverage Cycle. (2015). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: Papers.
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  40. The Macroeconomics of Shadow Banking. (2014). Savov, Alexi ; Moreira, Alan.
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  41. A Model of Monetary Policy and Risk Premia. (2014). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
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  42. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
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  43. Monetary Policy, Financial Conditions, and Financial Stability. (2014). Adrian, Tobias ; Liang, Nellie.
    In: IMES Discussion Paper Series.
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  44. Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J..
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  45. What do we know about the effects of macroprudential policy?. (2014). Moessner, Richhild ; Galati, Gabriele.
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  46. The effect of macroprudential policy on endogenous credit cycles. (2014). Merola, Rossana ; Clancy, Daragh.
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    In: Finance and Economics Discussion Series.
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