Nothing Special   »   [go: up one dir, main page]
create a website
Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary.
In: NBER Working Papers.
RePEc:nbr:nberwo:15223.

Full description at Econpapers || Download paper

Cited: 107

Citations received by this document

Cites: 67

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial Intermediation and the Economy. (2022). Committee, Nobel Prize.
    In: Nobel Prize in Economics documents.
    RePEc:ris:nobelp:2022_002.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. 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

  5. A Heterogeneity Analysis on SPV Investment of Chinese Banks. (2020). Fu, YU ; Deng, Hui.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_10.

    Full description at Econpapers || Download paper

  6. Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes. (2020). Gunay, Samet.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306282.

    Full description at Econpapers || Download paper

  7. About the Similarities and Common Roots of Two Consecutive Financial Crises. (2018). Erzsbet, Szsz.
    In: Ovidius University Annals, Economic Sciences Series.
    RePEc:ovi:oviste:v:xviii:y:2018:i:2:p:64-69.

    Full description at Econpapers || Download paper

  8. Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

    Full description at Econpapers || Download paper

  9. Goodbye (Chinese) Shadow Banking, Hello Market†based Finance. (2018). Gabor, Daniela.
    In: Development and Change.
    RePEc:bla:devchg:v:49:y:2018:i:2:p:394-419.

    Full description at Econpapers || Download paper

  10. P2P Lending: Information Externalities, Social Networks and Loans Substitution. (2017). Faia, Ester ; Paiella, Monica .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12235.

    Full description at Econpapers || Download paper

  11. Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Lustig, Hanno ; Gandhi, Priyank ; Plazzi, Alberto .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22355.

    Full description at Econpapers || Download paper

  12. An Empirical Study about Influence of China¡¯s Shadow Banking on the Stability of the Financial System. (2016). Liu, BO ; Gao, Yan-Yang ; Shao, Shuai.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:104-112.

    Full description at Econpapers || Download paper

  13. What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

    Full description at Econpapers || Download paper

  14. Taking financial frictions to the data. (2016). Suh, Hyunduk ; Walker, Todd B.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

    Full description at Econpapers || Download paper

  15. Limelight on dark markets: theory and experimental evidence on liquidity and information. (2015). Rocheteau, Guillaume ; McBride, Michael ; Berentsen, Aleksander.
    In: ECON - Working Papers.
    RePEc:zur:econwp:126.

    Full description at Econpapers || Download paper

  16. Financial–Real-Side Interactions in an Extended Monetary Circuit with Shadow Banking: Loving or Dangerous Hugs?. (2015). Tori, Daniele ; Caverzasi, Eugenio ; Botta, Alberto.
    In: International Journal of Political Economy.
    RePEc:mes:ijpoec:v:44:y:2015:i:3:p:196-227.

    Full description at Econpapers || Download paper

  17. The role of the Federal Reserve as an international lender of last resort during the 2007–2008 financial crisis. (2015). Seghezza, Elena ; Morelli, Pierluigi ; Pittaluga, Giovanni .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:12:y:2015:i:1:p:93-106.

    Full description at Econpapers || Download paper

  18. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/146.

    Full description at Econpapers || Download paper

  19. Managerial Discretion Over Loan Loss Reserves during the Global Financial Crisis. (2015). Hansen, Glen .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:9:y:2015:i:1:p:51-61.

    Full description at Econpapers || Download paper

  20. Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Bernardi, Mauro ; Petrella, Lea.
    In: JRFM.
    RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

    Full description at Econpapers || Download paper

  21. Financial Stability Paper 34: The resilience of financial market liquidity. (2015). Webber, Lewis ; Anderson, Nicola ; Crowley-Reidy, Liam ; Beale, Daniel ; Noss, Joseph.
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0034.

    Full description at Econpapers || Download paper

  22. The Effect of Bank Ownership Concentration on Capital Adequacy, Liquidity, and Capital Stability. (2014). Jiraporn, Pornsit ; Jumreornvong, Seksak ; Chalermchatvichien, Pichaphop ; Singh, Manohar.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:45:y:2014:i:2:p:219-240.

    Full description at Econpapers || Download paper

  23. The global financial crisis and housing: a new policy paradigm. (2014). Cho, Man ; Wachter, Susan ; Tcha, Moonjoong .
    In: Chapters.
    RePEc:elg:eechap:15685_1.

    Full description at Econpapers || Download paper

  24. Basel III, capital stability, risk-taking, ownership: Evidence from Asia. (2014). Jiraporn, Pornsit ; Chalermchatvichien, Pichaphop ; Jumreornvong, Seksak .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:28:y:2014:i:c:p:28-46.

    Full description at Econpapers || Download paper

  25. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

    Full description at Econpapers || Download paper

  26. Banking crises: Identifying dates and determinants. (2014). Brown, Christine ; Brooks, Robert ; Treepongkaruna, Sirimon ; Jutasompakorn, Pearpilai .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:150-166.

    Full description at Econpapers || Download paper

  27. Are Analysts’ Recommendations for Other Investment Banks Biased?. (2014). devos, erik.
    In: Financial Management.
    RePEc:bla:finmgt:v:43:y:2014:i:2:p:327-353.

    Full description at Econpapers || Download paper

  28. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive. (2013). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2013_23.

    Full description at Econpapers || Download paper

  29. The Changing Collateral Space. (2013). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/025.

    Full description at Econpapers || Download paper

  30. Toward a supply-side theory of financial innovation. (2013). Awrey, Dan .
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:2:p:401-419.

    Full description at Econpapers || Download paper

  31. Deposit market competition, wholesale funding, and bank risk. (2013). Dinger, Valeriya ; Craig, Ben.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3605-3622.

    Full description at Econpapers || Download paper

  32. How Do Market Prices and Cheap Talk Affect Coordination?. (2013). Qu, Hong.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:51:y:2013:i:5:p:1221-1260.

    Full description at Econpapers || Download paper

  33. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

    Full description at Econpapers || Download paper

  34. CVA for Bilateral Counterparty Risk under Alternative Settlement Conventions. (2013). Durand, Cyril ; Rutkowski, Marek.
    In: Papers.
    RePEc:arx:papers:1307.6486.

    Full description at Econpapers || Download paper

  35. SECURITIZATION AS A TOOL OF BANK LIQUIDITY AND FUNDING MANAGEMENT BEFORE AND AFTER THE CRISIS: THE CASE OF THE EU. (2012). Teplova, Olga ; Kozak, Sylwester .
    In: e-Finanse.
    RePEc:rze:efinan:v:8:y:2012:i:4:p:30-43.

    Full description at Econpapers || Download paper

  36. Liquidity and asset prices: a VECM approach. (2012). acs, Attila .
    In: MPRA Paper.
    RePEc:pra:mprapa:40331.

    Full description at Econpapers || Download paper

  37. Getting up to Speed on the Financial Crisis: A One-Weekend-Readers Guide. (2012). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17778.

    Full description at Econpapers || Download paper

  38. Comment on Endogenous and Systemic Risk. (2012). Mizrach, Bruce.
    In: NBER Chapters.
    RePEc:nbr:nberch:12055.

    Full description at Econpapers || Download paper

  39. Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. (2012). Markose, Sheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/282.

    Full description at Econpapers || Download paper

  40. Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach. (2012). Jobst, Andreas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/209.

    Full description at Econpapers || Download paper

  41. The (Other) Deleveraging. (2012). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/179.

    Full description at Econpapers || Download paper

  42. Funding under Borrowing Limits in International Portfolios. (2012). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp01-2012.

    Full description at Econpapers || Download paper

  43. Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis. (2012). Oluwasegun, Bewaji ; Giansante, Simone ; Markose, Sheri M..
    In: Economics Discussion Papers.
    RePEc:esx:essedp:714.

    Full description at Econpapers || Download paper

  44. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646.

    Full description at Econpapers || Download paper

  45. Default risk in an interconnected banking system with endogeneous asset markets. (2011). Krahnen, Jan ; Bluhm, Marcel .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201119.

    Full description at Econpapers || Download paper

  46. Disclosure, transparency, and market discipline. (2011). Laux, Christian ; FREIXAS, XAVIER.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201111.

    Full description at Econpapers || Download paper

  47. Minimal Settlement Assets in Economies with Interconnected Financial Obligations. (2011). Rotemberg, Julio J.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:1:p:81-108.

    Full description at Econpapers || Download paper

  48. Securitization and moral hazard: Does security price matter?. (2011). liu, luke.
    In: MPRA Paper.
    RePEc:pra:mprapa:35004.

    Full description at Econpapers || Download paper

  49. Crashes and Collateralized Lending. (2011). Stafford, Erik ; Jurek, Jakub W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17422.

    Full description at Econpapers || Download paper

  50. Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information. (2011). Barnhill, Theodore M ; Schumacher, Liliana B.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/263.

    Full description at Econpapers || Download paper

  51. Velocity of Pledged Collateral; Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

    Full description at Econpapers || Download paper

  52. Finance Teaching and Research after the Global Financial Crisis. (2011). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:9999.

    Full description at Econpapers || Download paper

  53. The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market. (2011). Han, Song ; Li, Dan.
    In: Working Papers.
    RePEc:hkm:wpaper:052011.

    Full description at Econpapers || Download paper

  54. Should We Have or Should We Have Not, and Who Should Have Paid?. (2011). Demougin, Dominique ; Bental, Benjamin .
    In: Working Papers.
    RePEc:haf:huedwp:wp201103.

    Full description at Econpapers || Download paper

  55. Trade in secured debt, adjustment in haircuts and international portfolios. (2011). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp13-2011.

    Full description at Econpapers || Download paper

  56. Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp682.

    Full description at Econpapers || Download paper

  57. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: Staff Reports.
    RePEc:fip:fednsr:488.

    Full description at Econpapers || Download paper

  58. Responses to the financial crisis, treasury debt, and the impact on short-term money markets. (2011). Seligman, Jason ; Hrung, Warren.
    In: Staff Reports.
    RePEc:fip:fednsr:481.

    Full description at Econpapers || Download paper

  59. Are covered bonds a substitute for mortgage-backed securities?. (2011). Rosen, Richard ; Rodríguez Fernández, Francisco ; Carbo Valverde, Santiago ; Fernandez, Francisco Rodriguez ; Carbo-Valverde, Santiago ; RODRIGUEZFERNANDEZ, FRANCISCO .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-14.

    Full description at Econpapers || Download paper

  60. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119067.

    Full description at Econpapers || Download paper

  61. Liquidity risk management and credit supply in the financial crisis. (2011). Tehranian, Hassan ; Strahan, Philip E. ; Cornett, Marcia Millon ; McNutt, Jamie John .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:297-312.

    Full description at Econpapers || Download paper

  62. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:3:p:111-125.

    Full description at Econpapers || Download paper

  63. Understanding policy in the great recession: Some unpleasant fiscal arithmetic. (2011). Cochrane, John.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:1:p:2-30.

    Full description at Econpapers || Download paper

  64. The international propagation of the financial crisis of 2008 and a comparison with 1931. (2011). Moessner, Richhild ; Allen, William.
    In: BIS Working Papers.
    RePEc:bis:biswps:348.

    Full description at Econpapers || Download paper

  65. Over the Cliff: From the Subprime to the Global Financial Crisis. (2011). Mishkin, Frederic.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:49-70.

    Full description at Econpapers || Download paper

  66. Fire Sales in Finance and Macroeconomics. (2011). Shleifer, Andrei ; Vishny, Robert.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:29-48.

    Full description at Econpapers || Download paper

  67. Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?. (2010). Kuttner, Kenneth ; Friedman, Benjamin.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2010-03.

    Full description at Econpapers || Download paper

  68. Pursuit of complete markets: the missing perspectives. (2010). Gopinath, Shyamala .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:3:y:2010:i:2:p:285-297.

    Full description at Econpapers || Download paper

  69. Lemons, Market Shutdowns and Learning. (2010). , MIT .
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1098.

    Full description at Econpapers || Download paper

  70. The Squam Lake Report: Fifteen Economists in Search of Financial Reform. (2010). Blinder, Alan.
    In: Working Papers.
    RePEc:pri:cepsud:209blinder.pdf.

    Full description at Econpapers || Download paper

  71. The Squam Lake Report: Fifteen Economists in Search of Financial Reform. (2010). .
    In: Working Papers.
    RePEc:pri:cepsud:209blinder.

    Full description at Econpapers || Download paper

  72. The Squam Lake Report: Fifteen Economists in Search of Financial Reform. (2010). Blinder, Alan S.
    In: Working Papers.
    RePEc:pri:cepsud:209.

    Full description at Econpapers || Download paper

  73. Fire Sales in Finance and Macroeconomics. (2010). Shleifer, Andrei ; Vishny, Robert W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16642.

    Full description at Econpapers || Download paper

  74. Over The Cliff: From the Subprime to the Global Financial Crisis. (2010). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16609.

    Full description at Econpapers || Download paper

  75. Crisis Shock Factors and the Cross-Section of Global Equity Returns. (2010). Martinez Peria, Maria ; Love, Inessa ; Calomiris, Charles ; Maria Soledad Martinez Peria, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16559.

    Full description at Econpapers || Download paper

  76. Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?. (2010). Kuttner, Kenneth ; Friedman, Benjamin M. ; Benjamin M. Friedman, Kenneth N. Kuttner, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16165.

    Full description at Econpapers || Download paper

  77. Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic. (2010). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16087.

    Full description at Econpapers || Download paper

  78. Questions and Answers about the Financial Crisis. (2010). Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15787.

    Full description at Econpapers || Download paper

  79. Securitization without risk transfer. (2010). Suarez, Gustavo ; Schnabl, Philipp ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15730.

    Full description at Econpapers || Download paper

  80. Rollover Risk and Market Freezes. (2010). Yorulmazer, Tanju ; Gale, Douglas ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15674.

    Full description at Econpapers || Download paper

  81. Asset Fire Sales and Credit Easing. (2010). Vishny, Robert ; Shleifer, Andrei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15652.

    Full description at Econpapers || Download paper

  82. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive. (2010). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2010_42.

    Full description at Econpapers || Download paper

  83. Introduction to the special issue on the Diamond-Dybvig model. (2010). Prescott, Edward.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2010:i:1q:p:1-9:n:v.96no.1.

    Full description at Econpapers || Download paper

  84. Haircuts. (2010). Metrick, Andrew ; Gorton, Gary.
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:nov:p:507-520:n:v.92no.6.

    Full description at Econpapers || Download paper

  85. Editors introduction. (2010). Gavin, William.
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:may:p:225-228:n:v.92no.4.

    Full description at Econpapers || Download paper

  86. The impact of the originate-to-distribute model on banks before and during the financial crisis. (2010). Rosen, Richard.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2010-20.

    Full description at Econpapers || Download paper

  87. The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market. (2010). Han, Song ; Li, Dan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-50.

    Full description at Econpapers || Download paper

  88. The Squam Lake Report: Fifteen economists in search of financial reform. (2010). Blinder, Alan.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:7:p:892-902.

    Full description at Econpapers || Download paper

  89. The immoderate world economy. (2010). Obstfeld, Maurice.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:4:p:603-614.

    Full description at Econpapers || Download paper

  90. Paulsons gift. (2010). Zingales, Luigi ; Veronesi, Pietro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:3:p:339-368.

    Full description at Econpapers || Download paper

  91. Bank lending during the financial crisis of 2008. (2010). Scharfstein, David ; Ivashina, Victoria.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:3:p:319-338.

    Full description at Econpapers || Download paper

  92. Unstable banking. (2010). Vishny, Robert ; Shleifer, Andrei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:3:p:306-318.

    Full description at Econpapers || Download paper

  93. The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008. (2010). Manconi, Alberto ; Massa, Massimo ; Yasuda, Ayako.
    In: Working Papers.
    RePEc:ecl:upafin:10-22.

    Full description at Econpapers || Download paper

  94. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive. (2010). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Research Papers.
    RePEc:ecl:stabus:2065.

    Full description at Econpapers || Download paper

  95. Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards. (2010). Peydro, Jose-Luis ; Maddaloni, Angela.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101248.

    Full description at Econpapers || Download paper

  96. Non standard Monetary Policy measures and monetary developments. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/230860.

    Full description at Econpapers || Download paper

  97. Non-standard Monetary Policy Measures and Monetary Developments. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8125.

    Full description at Econpapers || Download paper

  98. Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; stberg, Per .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7905.

    Full description at Econpapers || Download paper

  99. Adverse Selection, Liquidity, and Market Breakdown. (2010). Kirabaeva, Koralai .
    In: Staff Working Papers.
    RePEc:bca:bocawp:10-32.

    Full description at Econpapers || Download paper

  100. Haircuts. (2009). Metrick, Andrew ; Gorton, Gary.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2395.

    Full description at Econpapers || Download paper

  101. The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability. (2009). Crotty, James.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2009-13.

    Full description at Econpapers || Download paper

  102. Crisis Resolution and Bank Liquidity. (2009). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15567.

    Full description at Econpapers || Download paper

  103. Did Fair-Value Accounting Contribute to the Financial Crisis?. (2009). Leuz, Christian ; Laux, Christian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15515.

    Full description at Econpapers || Download paper

  104. Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15362.

    Full description at Econpapers || Download paper

  105. Haircuts. (2009). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15273.

    Full description at Econpapers || Download paper

  106. Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

    Full description at Econpapers || Download paper

  107. The evolution of a financial crisis: panic in the asset-backed commercial paper market. (2009). Suarez, Gustavo ; Covitz, Daniel M. ; Liang, Nellie.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-36.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by fontana-28655

  1. Acharya, Viral, Douglas Gale, and Tanju Yorulmazer (2009), ““Rollover Risk and Market Freezes,”” New York University, working paper. Adrian, Tobias and Hyun Shin (2008), ““Liquidity, Monetary policy, and Financial Cycles,”” Current Issues in Economics and Finance, Vol. 14, No. 1, Federal Reserve Bank of New York (January/February).

  2. Afonso, Gara, Anna Kovner and Antoinette Schoar (2010), ““Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis,”” New York Federal Reserve Bank, Staff Report No. 437.

  3. Almeida, Heitor, Murillo Campello, and Bruno Laranjeira (2009), ““Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis,”” University of Illinois, working paper.

  4. Arora, Navneet, Priyank Gandhi, and Francis Longstaff (2009), ““Counterparty Credit Risk and the Credit Default Swap Market,”” UCLA, working paper.

  5. Association for Financial Professionals (2006), ““AFP Liquidity Survey”” Report of Survey Results.
    Paper not yet in RePEc: Add citation now

  6. Baba, Naohiko and Frank Packer (2009), ““From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers,”” BIS Working Paper, No. 285.

  7. Bank for International Settlements (1999), ““Implications of Repo Markets for Central Banks,”” Report of a Working Group established by the Committee on the Global Financial System of the Central Banks of the Group of Ten Countries, March 9, 1999.

  8. Bank for International Settlements (2007), ““Institutional Investors, Global Savings and Asset Allocation,”” Report submitted by a Working Group established by the Committee on the Global Financial System (February).

  9. Bates, Thomas, Kathleen Kahle, and René Stulz (2008), ““Why do U.S. Firms Hold So Much More Cash Than They Used to?,”” Ohio State University, working paper.
    Paper not yet in RePEc: Add citation now
  10. Bond Market Association (2005), ““Repo & Securities Lending Survey of U.S. Markets Volume and Loss Experience,”” Research (January).
    Paper not yet in RePEc: Add citation now
  11. Bond Market Association (2006), ““Comments on Securities Lending Facility;””. ␣ ␣
    Paper not yet in RePEc: Add citation now

  12. Brunnermeier, Markus and Lasse H. Pedersen (2009), ““Market Liquidity and Funding Liquidity,”” Review of Financial Studies 22(6), 2201-2238.

  13. Calomiris, Charles W. (1994), ““Is the Discount Window Necessary? A Penn Central Perspective,”” Federal Reserve Bank of St. Louis Review 76 (May/June), pp. 31––56.
    Paper not yet in RePEc: Add citation now
  14. Calomiris, Charles W., Charles P. Himmelberg, and Paul Wachtel, Commercial Paper and Corporate Finance: A Microeconomic Perspective, Carnegie-Rochester Conference Series on Public Policy, XLI (1995), 203-250.
    Paper not yet in RePEc: Add citation now

  15. Campello, Murillo, Erasmo Giabona, John Graham, and Campell Harvey (2009), ““Liquidity Management and Corporate Investment during a Financial Crisis,”” Duke University, working paper.

  16. Carey, Mark, Ricardo Correa, and Jason Kotter (2009), Revenge of the Steamroller: ABCP as a Window on Risk Choices, Board of Governors of the Federal Reserve System, working paper.

  17. Carr, Peter and Liuren Wu (2006), ““A Tale of Two Indices,”” The Journal of Derivatives (Spring), 13-29.
    Paper not yet in RePEc: Add citation now

  18. Coffey, Niall, Warren Hrung, and Asani Sarkar (2009), ““Capital Constraints, Counterparty Risk and Deviations from Covered Interest Rate Parity,”” New York Federal Reserve Bank, working paper.

  19. Collin-Dufresne, Pierre, Robert Goldstein, and Spencer Martin (2001), ““The Determinants of Credit Spread Changes,”” Journal of Finance Vol. 56, No. 6: 2177-2207.

  20. Corrigan, Danny and Natasha de Terán (2007), Collateral: Securities Lending, Repo, OTC Derivatives and the Future of Finance (Global Custodian; London).
    Paper not yet in RePEc: Add citation now

  21. Covitz, Daniel, Nellie Liang, and Gustavo Suarez (2009), ““The Evolution of a Financial Crisis: Runs in the Asset-Backed Commercial Paper Market,”” Board of Governors of the Federal Reserve System, Working Paper No. 2009-36.

  22. Dang, Tri Vi, Gary Gorton, and Bengt Holmström (2010a), ““Financial Crises and the Optimality of Debt for Liquidity Provision,”” working paper.
    Paper not yet in RePEc: Add citation now
  23. Dang, Tri Vi, Gary Gorton, and Bengt Holmström (2010b), Repo Haircuts: No Title Yet, forthcoming working paper.
    Paper not yet in RePEc: Add citation now

  24. Eichengreen, Barry, Ashoka Mody, Milan Nedeljkovic, and Lucio Sarno (2009), ““How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads,”” NBER Working Paper 14904.

  25. Fabozzi, Frank and Steven Mann (2000), Floating-Rate Securities (Wiley).
    Paper not yet in RePEc: Add citation now

  26. Fegatelli, Paolo (2010), ““The Role of Collateral Requirements in the Crisis: One Tool for Two Objectives?,”” Banque central du Luxembourg, working paper.

  27. Fender, Ingo and Martin Scheicher (2009), ““The Pricing of Subprime Mortgage Risk in Good Times and Bad: Evidence from the ABX.HE Indices,”” BIS Working Papers, No. 279.

  28. Fishback, Price, William Horrace, and Shawn Kantor (2001), ““The Origins of Modern Housing Finance: The Impact of Federal Housing Programs during the Great Depression,”” University of Arizona, working paper.
    Paper not yet in RePEc: Add citation now

  29. Foley, C. Fritz, Jay Hartzell, Sheridan Titman, and Garry Twite (2006), ““Why Do Firms Hold So Much Cash? A Tax-based Explanation,”” NBER working paper no. 12649.

  30. Fontana, Allessandro (2009), ““The Persistent Negative CDS-bond Basis during the 2007/2008 Financial Crisis,”” University of Ca' Foscari Venice, working paper.
    Paper not yet in RePEc: Add citation now

  31. Geanakoplos, John (2010), ““The Leverage Cycle,”” NBER Macroeconomics Annual 2009, vol. 24, 1- 65, ed. D.Acemoglu, K. Rogoff, and M. Woodford (Chicago: University of Chicago Press).

  32. Gorton, Gary (1985), Clearinghouses and the Origin of Central Banking in the U.S., Journal of Economic History 45:2 (June): 277-83.
    Paper not yet in RePEc: Add citation now

  33. Gorton, Gary (2009), ““Information, Liquidity, and the (Ongoing) Panic of 2007,”” American Economic Review, Papers and Proceedings, vol. 99, no. 2, 567-572.

  34. Gorton, Gary (2010), Slapped by the Invisible Hand: The Panic of 2007 (Oxford University Press).

  35. Gorton, Gary and Andrew Metrick (2010), ““Regulating the Shadow Banking System,”” forthcoming in the Brookings Papers on Economic Activity.

  36. Gorton, Gary and Don Mullineaux (1987), The Joint Production of Confidence: Endogenous Regulation and Nineteenth Century Commercial Bank Clearinghouses, Journal of Money, Credit and Banking 19(4): 458-68.

  37. Gorton, Gary and George Pennacchi (1990), Financial Intermediaries and Liquidity Creation, Journal of Finance 45:1 (March): 49-72.

  38. Gorton, Gary and George Pennacchi (1995), Banks and Loan Sales: Marketing Non-Marketable Assets, Journal of Monetary Economics 35(3): 389-411.
    Paper not yet in RePEc: Add citation now
  39. Gorton, Gary and Lixin Huang (2006), ““Banking Panics and Endogenous Coalition Formation,”” Journal of Monetary Economics, Vol. 53 (7): 1613-1629.
    Paper not yet in RePEc: Add citation now
  40. Gorton, Gary and Nicholas Souleles (2006), ““Special Purpose Vehicles and Securitization,”” chapter in The Risks of Financial Institutions, edited by Rene Stulz and Mark Carey (University of Chicago Press).
    Paper not yet in RePEc: Add citation now
  41. Government Finance Officers Association (2001), Considerations for Governments in Developing a Master Repurchase Agreement, third edition.
    Paper not yet in RePEc: Add citation now

  42. Gyntelberg, Jacob and Philip Wooldridge (2008), ““Interbank Rate Fixings During the Recent Turmoil,”” Bank for International Settlements Quarterly Review (March), 59-72.

  43. Hördahl, Peter and Michael King (2008), ““Developments in Repo Markets During the Financial Turmoil,”” Bank for International Settlements Quarterly Review (December), 37-53.

  44. He, Zhiguo and Wei Xiong (2009), ““Dynamic Debt Runs,”” Princeton University, Princeton, Working paper.

  45. He, Zhiguo, In Gu Khang, and Arvind Krishnamurthy (2010), ““Balance Sheet Adjustments during the 2008 Crisis,”” Kellogg School, Northwestern University, working paper.

  46. International Capital Market Association (2010), European Repo Market Survey Number 18- conducted December 2009.
    Paper not yet in RePEc: Add citation now
  47. Investment Company Institute (2009), ““Report of the Money Market Working Group,”” (March 17, 2009).
    Paper not yet in RePEc: Add citation now
  48. Iskandar-Datta, Mai and Yonghong Jia (2010), ““Why Do Firms Hold so Much Cash? The International Evidence,”” Wayne State University, working paper.
    Paper not yet in RePEc: Add citation now
  49. Ivashina, Victoria and David Scharfstein (2008), ““Bank Lending during the Financial Crisis of 2008,”” Working Paper, Harvard Business School.
    Paper not yet in RePEc: Add citation now
  50. Johnson, Christian (1997), ““Derivatives and Rehypothecation Failure: It’’s 3:00 p.m., Do You Know Where Your Collateral Is?,”” Arizona Law Review 30(949).
    Paper not yet in RePEc: Add citation now

  51. Kacperczyk, Marcin and Philipp Schnabl (2010), ““When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009,”” Journal of Economic Perspectives 24(1), 29-50.

  52. King, Matt (2008), ““Are the Brokers Broken?,”” Citibank Global Markets Group.
    Paper not yet in RePEc: Add citation now
  53. Martin, Antoine, David Skeie, and Ernst-Ludwig von Thadden (2010), ““Repo Runs,”” Federal Reserve Bank of New York, Staff Report No. 444.
    Paper not yet in RePEc: Add citation now

  54. Pagano, M. and Volpin, P. 2008. ““Securitization, Transparency, and Liquidity,”” Working Paper.

  55. Pinkowitz, Lee, René Stulz, and Rohan Williamson (2006), ““Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross-country Analysis,”” Journal of Finance 61: 2725-2751.

  56. Reinhart, Carmen and Kenneth Rogoff (2008), ““Is the 2007 U.S. Subprime Financial Crisis So Different? An International Historical Comparison,”” American Economic Review 98, 339- 344.

  57. Report of Anton R. Valukas, In Re Lehman Brothers Holdings Inc., et al. Debtors, Chapter 11 Case No. 08-13555, United States Bankruptcy Court, Southern District of New York, March 10, 2010.
    Paper not yet in RePEc: Add citation now
  58. Report of the Money Market Working Group (2009), submitted to the Board of Governors of the Investment Company Institute (March 17, 2009).
    Paper not yet in RePEc: Add citation now
  59. Schroeder, Jeanne (1996), ““Repo Madness: The Characterization of Repurchase Agreements Under the Bankruptcy Code and the U.C.C.,”” Syracuse Law Review 46, 999-1050.
    Paper not yet in RePEc: Add citation now
  60. Schwarz, Krista (2009), ““Mind the Gap: Disentangling Credit and Liquidity Risk Spreads,”” Wharton School, working paper.
    Paper not yet in RePEc: Add citation now
  61. Schweitzer, Lisa, Seth Grosshandler, and William Gao (2008), ““Bankruptcy Court Rules that Repurchase Agreements Involving Mortgage Loans are Safe Harbored Under the Bankruptcy Code, But That Servicing Rights Are Not,”” Journal of Bankruptcy Law (May/June), 357- 360.
    Paper not yet in RePEc: Add citation now

  62. Shleifer, Andrei and Robert Vishny (2009), ““Unstable Banking””, NBER working paper 14943.

  63. Singh, Manmohan and James Aitken (2009), ““Counterparty Risk, Impact on Collateral Flows, and Role for Central Counterparties,”” IMF Working Paper WP/09/173.

  64. Stanton, Richard and Nancy Wallace (2009), ““The Bear’’s Lair: Indexed Credit Default Swaps and the Subprime Mortgage Crisis,”” Berkeley, working paper.
    Paper not yet in RePEc: Add citation now
  65. Stigum, Marcia and Anthony Crescenzi (2007), Stigum’’s Money Market, 4E (McGraw Hill).
    Paper not yet in RePEc: Add citation now
  66. Task Force on Tri-Party Repo Infrastructure (2009), Payments Risk Committee, ““Progress Report,”” December 22, 2009.
    Paper not yet in RePEc: Add citation now
  67. Task Force on Tri-Party Repo Infrastructure (2010), ““Report,”” May 17, 2010.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR. (2021). Suryanto, Tulus ; Ekananda, Mahjus.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:4:p:162-:d:666813.

    Full description at Econpapers || Download paper

  2. Spanish Economic-Financial Crisis: Social and Academic Interest. (2020). Araujo, Arthur Filipe ; Fraiz-Brea, Jose Antonio ; Araujo-Vila, Noelia.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00045-z.

    Full description at Econpapers || Download paper

  3. Money and credit during normal times and house price booms: evidence from time-frequency analysis. (2020). Ryczkowski, Maciej.
    In: Empirica.
    RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09457-2.

    Full description at Econpapers || Download paper

  4. Measuring banks’ liquidity risk: An option-pricing approach. (2020). Zhang, Jinqing ; Bian, Yun ; He, Liang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302778.

    Full description at Econpapers || Download paper

  5. International Shadow Banking and Macroprudential Policy. (2019). Johnson, Christopher .
    In: 2019 Meeting Papers.
    RePEc:red:sed019:780.

    Full description at Econpapers || Download paper

  6. Does monetary policy influence banks’ risk weights under the internal ratings-based approach?. (2019). Malovana, Simona ; Bro, Vaclav ; Kolcunova, Dominika.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:2:10.

    Full description at Econpapers || Download paper

  7. Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Violon, Aurélien ; Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-09.

    Full description at Econpapers || Download paper

  8. Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification. (2017). Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-06.

    Full description at Econpapers || Download paper

  9. Banks Leverage Procyclicality: Does US Dollar Diversification Really Matter?. (2016). Pedrono, Justine ; Violon, Aurelien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01216658.

    Full description at Econpapers || Download paper

  10. What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

    Full description at Econpapers || Download paper

  11. The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej pro. (2015). Olszak, Małgorzata.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:72-96.

    Full description at Econpapers || Download paper

  12. Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification. (2015). Pedrono, Justine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01203758.

    Full description at Econpapers || Download paper

  13. Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

    Full description at Econpapers || Download paper

  14. Bank Leverage: Does Currency Diversification Really Matter?. (2015). Violon, Aurélien ; Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1543.

    Full description at Econpapers || Download paper

  15. Banking Leverage with Currency Diversification. (2015). Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1539.

    Full description at Econpapers || Download paper

  16. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:64-79.

    Full description at Econpapers || Download paper

  17. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:45156.

    Full description at Econpapers || Download paper

  18. Global Macroeconomic and Financial Supervision: Where Next?. (2013). Charles A. E. Goodhart, ; Charles A. E. Goodhart, .
    In: NBER Chapters.
    RePEc:nbr:nberch:12599.

    Full description at Econpapers || Download paper

  19. Liquidity and asset prices: a VECM approach. (2012). acs, Attila .
    In: MPRA Paper.
    RePEc:pra:mprapa:40331.

    Full description at Econpapers || Download paper

  20. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:236-251.

    Full description at Econpapers || Download paper

  21. Global Macroeconomic and Financial Supervision: Where Next?. (2011). Goodhart, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17682.

    Full description at Econpapers || Download paper

  22. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

  23. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2010-033.

    Full description at Econpapers || Download paper

  24. Does monetary policy lose effectiveness during a credit crunch?. (2010). Bijapur, Mohan .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:56617.

    Full description at Econpapers || Download paper

  25. Does monetary policy lose effectiveness during a credit crunch?. (2010). Bijapur, Mohan .
    In: Economics Letters.
    RePEc:eee:ecolet:v:106:y:2010:i:1:p:42-44.

    Full description at Econpapers || Download paper

  26. Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector. (2010). Nadal De Simone, Francisco ; Stragiotti, Franco .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp045.

    Full description at Econpapers || Download paper

  27. Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15512.

    Full description at Econpapers || Download paper

  28. Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure. (2009). Spiegel, Mark ; Rose, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15358.

    Full description at Econpapers || Download paper

  29. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:316.

    Full description at Econpapers || Download paper

  30. A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Hui, Cho-Hoi ; Wong, Eric.
    In: Working Papers.
    RePEc:hkg:wpaper:0906.

    Full description at Econpapers || Download paper

  31. Cross-country causes and consequences of the 2008 crisis: international linkages and American exposure. (2009). Spiegel, Mark ; Rose, Andrew ; AndrewK. Rose, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2009-18.

    Full description at Econpapers || Download paper

  32. Causes of the Financial Crisis: An Assessment using UK Data. (2009). Milas, Costas ; Martin, Christopher.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:15961.

    Full description at Econpapers || Download paper

  33. Liquidity (risk) concepts: definitions and interactions. (2009). Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091008.

    Full description at Econpapers || Download paper

  34. When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour. (2009). End, Jan Willem ; van den End, Jan Willem ; Tabbae, Mostafa .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:230.

    Full description at Econpapers || Download paper

  35. Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7570.

    Full description at Econpapers || Download paper

  36. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:544.

    Full description at Econpapers || Download paper

  37. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. (2009). Nitschka, Thomas ; Hoffmann, Mathias.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2527.

    Full description at Econpapers || Download paper

  38. The Banking Crisis - A Rational Interpretation. (2009). Minford, A. Patrick.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2009/10.

    Full description at Econpapers || Download paper

  39. Funding liquidity risk in a quantitative model of systemic stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Gai, Prasanna ; Martin, Elizabeth .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0372.

    Full description at Econpapers || Download paper

  40. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:284.

    Full description at Econpapers || Download paper

  41. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

  42. Change and Constancy in the Financial System: Implications for Financial Distress and Policy. (2007). Borio, Claudio.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2007-02.

    Full description at Econpapers || Download paper

  43. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13558.

    Full description at Econpapers || Download paper

  44. The Broad Yen Carry Trade. (2007). Shin, Hyun Song ; Hattori, Masazumi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:07-e-19.

    Full description at Econpapers || Download paper

  45. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert.
    In: Working Papers.
    RePEc:ecl:yaleco:29.

    Full description at Econpapers || Download paper

  46. Liquidity shocks and asset price boom/bust cycles. (2007). Detken, Carsten ; Adalid, Ramon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007732.

    Full description at Econpapers || Download paper

  47. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models. (2007). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1632.

    Full description at Econpapers || Download paper

  48. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6309.

    Full description at Econpapers || Download paper

  49. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models. (2007). Shiller, Robert.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001682.

    Full description at Econpapers || Download paper

  50. Change and constancy in the financial system: implications for financial distress and policy. (2007). BORIO, Claudio ; Claudio E. V. Borio, .
    In: BIS Working Papers.
    RePEc:bis:biswps:237.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 01:21:37 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.