Discussion of “Precautionary Reserves and the Interbank Market”
Author
Abstract
Suggested Citation
DOI: 10.1111/j.1538-4616.2011.00439.x
Download full text from publisher
References listed on IDEAS
- Ricardo J. Caballero & Arvind Krishnamurthy, 2008.
"Collective Risk Management in a Flight to Quality Episode,"
Journal of Finance, American Finance Association, vol. 63(5), pages 2195-2230, October.
- Ricardo J. Caballero & Arvind Krishnamurthy, 2007. "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers 12896, National Bureau of Economic Research, Inc.
- Arvind Krishnamurthy, 2010.
"Amplification Mechanisms in Liquidity Crises,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 1-30, July.
- Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011.
"Precautionary Reserves and the Interbank Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 311-348, October.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011. "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 311-348, October.
- Adam B. Ashcraft & James J. McAndrews & David R. Skeie, 2009. "Precautionary reserves and the interbank market," Staff Reports 370, Federal Reserve Bank of New York.
- Arvind Krishnamurthy, 2010.
"How Debt Markets Have Malfunctioned in the Crisis,"
Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 3-28, Winter.
- Arvind Krishnamurthy, 2009. "How Debt Markets have Malfunctioned in the Crisis," NBER Working Papers 15542, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hertrich Markus, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Acharya, Viral V. & Skeie, David, 2011.
"A model of liquidity hoarding and term premia in inter-bank markets,"
Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
- Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
- Acharya, Viral & Skeie, David, 2011. "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers 8705, C.E.P.R. Discussion Papers.
- Jose M. Berrospide, 2013. "Bank liquidity hoarding and the financial crisis: an empirical evaluation," Finance and Economics Discussion Series 2013-03, Board of Governors of the Federal Reserve System (U.S.).
- Rudiger Ahrend & Cyrille Schwellnus, 2013. "Do investors disproportionately shed assets of distant countries during global financial crises?: The role of increased uncertainty," OECD Journal: Economic Studies, OECD Publishing, vol. 2012(1), pages 1-20.
- Iyer, Rajkamal & Da-Rocha-Lopes, Samuel & Peydró, José-Luis & Schoar, Antoinette, 2014.
"Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 27(1), pages 347-372.
- Rajkamal Iyer & José-Luis Peydró & Samuel da-Rocha-Lopes & Antoinette Schoar, 2014. "Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 27(1), pages 347-372, January.
- Rajkamal Iyer & Samuel Da-Rocha-Lopes & José-Luis Peydró & Antoinette Schoar, 2013. "Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis," Working Papers 687, Barcelona School of Economics.
- Rajkamal Iyer & Samuel Da-Rocha-Lopes & José-Luis Peydró & Antoinette Schoar, 2013. "Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis," Economics Working Papers 1365, Department of Economics and Business, Universitat Pompeu Fabra.
- Stefan Nagel, 2016.
"The Liquidity Premium of Near-Money Assets,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1927-1971.
- Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
- Abankwa, Samuel & Blenman, Lloyd P., 2021. "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Arvind Krishnamurthy, 2010.
"Amplification Mechanisms in Liquidity Crises,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 1-30, July.
- Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc.
- Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
- Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022.
"Unsecured and Secured Funding,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Favara, Giovanni & Gao, Janet & Giannetti, Mariassunta, 2021.
"Uncertainty, access to debt, and firm precautionary behavior,"
Journal of Financial Economics, Elsevier, vol. 141(2), pages 436-453.
- Giannetti, Mariassunta & Favara, Giovanni & Gao, Janet, 2019. "Uncertainty, Access to Debt, and Firm Precautionary Behavior," CEPR Discussion Papers 13531, C.E.P.R. Discussion Papers.
- , & Yorulmazer, Tanju, 2013.
"Liquidity hoarding,"
Theoretical Economics, Econometric Society, vol. 8(2), May.
- Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports 488, Federal Reserve Bank of New York.
- Gale, Douglas & Yorulmazer, Tanju, 2011. "Liquidity Hoarding," Working Papers 11-33, University of Pennsylvania, Wharton School, Weiss Center.
- Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity Hoarding," FMG Discussion Papers dp682, Financial Markets Group.
- Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
- Matthew Canzoneri & Robert Cumby & Behzad Diba, 2017. "Should the Federal Reserve Pay Competitive Interest on Reserves?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 663-693, June.
- Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
- Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
- Pacces Alessio M, 2017. "The Role of the Future in Law and Finance," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 23(2), pages 1-14, December.
- Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:349-353. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.