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A Black Swan in the Money Market. (2008). Williams, John ; Taylor, John.
In: NBER Working Papers.
RePEc:nbr:nberwo:13943.

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  18. TAF Effect on Liquidity Risk Exposure. (2015). Puddu, Stefano ; Waelchli, Andreas .
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  40. Monetary policy under financial uncertainty. (2012). Williams, Noah.
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    RePEc:eee:moneco:v:59:y:2012:i:5:p:449-465.

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  41. “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads. (2012). Wohar, Mark ; Olson, Eric ; Miller, Scott .
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  42. The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis. (2012). Maharaj, Elizabeth ; Cui, Jin ; In, Francis.
    In: Journal of International Money and Finance.
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  44. Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads. (2012). Ji, Philip Inyeob.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:4:p:647-657.

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    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:326-340.

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  46. Market response to policy initiatives during the global financial crisis. (2012). Tamirisa, Natalia ; Nowak, Sylwia ; Jobst, Andreas ; Andritzky, Jochen ; Ait-Sahalia, Yacine.
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    In: Cambridge Working Papers in Economics.
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  49. Monetary transmission right from the start: On the information content of the eurosystems main refinancing operations. (2011). Nautz, Dieter ; Abbassi, Puriya.
    In: Discussion Paper Series 1: Economic Studies.
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  50. Public Debt Tipping Point Studies Ingnore How Exchange Rate Changes May Create A Financial Meltdown. (2011). Selten, Reinhard ; Pope, Robin.
    In: Bonn Econ Discussion Papers.
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  51. Measuring the Impact of Trade Finance on South African Export Flows. (2011). Saville, Adrian ; Kohler, Marcel .
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  52. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, .
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  53. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Simplice A., Asongu, ; Simplice A., Asongu, .
    In: MPRA Paper.
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  55. Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis. (2011). Spiegel, Mark ; Rose, Andrew.
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  56. Too TAF Towards the Risk. (2011). Puddu, Stefano ; Waelchli, Andreas .
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  57. Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far. (2011). Stone, Mark ; Fujita, Kenji ; Ishi, Kotaro.
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  58. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
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  59. Central bank dollar swap lines and overseas dollar funding costs. (2011). Goldberg, Linda ; Kennedy, Craig ; Miu, Jason .
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    RePEc:fip:fednep:y:2011:i:may:p:3-20:n:v.17no.1.

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  60. Dollar illiquidity and central bank swap arrangements during the global financial crisis. (2011). Spiegel, Mark ; Rose, Andrew ; AndrewK. Rose, .
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  61. Did the commercial paper funding facility prevent a Great Depression-style money market meltdown?. (2011). Duca, John.
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  63. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
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  65. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
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  66. The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds. (2011). Kastl, Jakub ; Hortacsu, Ali ; Cassola, Nuno.
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  67. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral.
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  68. Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis. (2011). Spiegel, Mark ; Rose, Andrew.
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  81. Bank activity and funding strategies: The impact on risk and returns. (2010). Huizinga, Harry ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
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  82. The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads. (2010). In, Francis ; Ji, Philip Inyeob.
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  87. Transmission of the U.S. Subprime Crisis to Emerging Markets: Evidence on the Decoupling-Recoupling Hypothesis. (2009). Hutchison, Michael ; Dooley, Michael.
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  88. From Lombard Street to Avenida Paulista; Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09. (2009). Yasui, Yosuke ; Walker, Christopher W ; Stone, Mark R.
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  89. The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis. (2009). Frank, Nathaniel ; Hesse, Heiko.
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  90. Lenders of Last Resort in a Globalized World. (2009). Obstfeld, Maurice.
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  92. Financial stress: what is it, how can it be measured, and why does it matter?. (2009). Hakkio, Craig S. ; Keeton, William R..
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  93. The Federal Home Loan Bank System: the lender of next-to-last resort?. (2009). Frame, W ; Bech, Morten ; Ashcraft, Adam.
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  94. Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis. (2009). Hutchison, Michael ; Dooley, Michael.
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  95. Liquidity shocks, size and the relative performance of hedge fund strategies. (2009). Ding, Bill ; Tian, Jianbo ; Shawky, Hany A..
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  108. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2008). Packer, Frank ; Baba, Naohiko .
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  2. Bond Risk Premia and Gaussian Term Structure Models. (2014). Fontaine, Jean-Sebastien ; Feunou, Bruno.
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  3. The Euro-dividend: public debt and interest rates in the Monetary Union. (2010). Salotti, Simone ; Marattin, Luigi.
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  4. A black swan in the money market. (2009). Williams, John ; Taylor, John.
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  5. A Black Swan in the Money Market. (2009). Williams, John ; Taylor, John.
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  6. A Black Swan in the Money Market. (2008). Williams, John ; Taylor, John.
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