Bin Wei
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020.
"The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF,"
NBER Working Papers
27809, National Bureau of Economic Research, Inc.
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper 2020-18, Federal Reserve Bank of Atlanta.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," Working Papers 24-2, Federal Reserve Bank of Boston.
- Simon Gilchrist & Bin Wei & Vivian Z Yue & Egon Zakrajšek, 2021. "The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF," BIS Working Papers 963, Bank for International Settlements.
- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers 15258, C.E.P.R. Discussion Papers.
Mentioned in:
- Understanding How Central Banks Use Their Balance Sheets: A Critical Categorization
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-06-07 11:57:45
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:Mentioned in:
Working papers
- Junko Koeda & Bin Wei, 2023.
"Forward Guidance and Its Effectiveness: A Macro Finance Shadow-Rate Framework,"
FRB Atlanta Working Paper
2023-16, Federal Reserve Bank of Atlanta.
Cited by:
- NAKAJIMA, Jouchi, 2024. "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series 758, Institute of Economic Research, Hitotsubashi University.
- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021.
"Sovereign Risk and Financial Risk,"
CEPR Discussion Papers
16750, C.E.P.R. Discussion Papers.
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
- Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
- Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
Cited by:
- Kalemli-Özcan, Sebnem & Baskaya, Soner, 2016.
"Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake,"
CEPR Discussion Papers
11313, C.E.P.R. Discussion Papers.
- Baṣkaya, Yusuf Soner & Hardy, Bryan & Kalemli-Özcan, Ṣebnem & Yue, Vivian, 2024. "Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake," Journal of International Economics, Elsevier, vol. 150(C).
- Yusuf Soner Başkaya & Bryan Hardy & Sebnem Kalemli-Ozcan & Vivian Yue, 2023. "Sovereign risk and bank lending: evidence from 1999 Turkish earthquake," BIS Working Papers 1093, Bank for International Settlements.
- Yusuf Soner Baskaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Yue, 2016. "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," NBER Working Papers 22335, National Bureau of Economic Research, Inc.
- Melo-Velandia, Luis Fernando & Romero-Chamorro, José Vicente & Ramírez-González, Mahicol Stiben, 2023.
"The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach,"
Working papers
105, Red Investigadores de Economía.
- Luis Fernando Melo-Velandia & José Vicente Romero & Mahicol Stiben Ramírez-González, 2023. "The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach," Borradores de Economia 1231, Banco de la Republica de Colombia.
- Ozge Akinci, 2013.
"Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries,"
International Finance Discussion Papers
1085, Board of Governors of the Federal Reserve System (U.S.).
- Akıncı, Özge, 2013. "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," Journal of International Economics, Elsevier, vol. 91(2), pages 358-371.
- Florent Kanga GBONGUE & Lambert N’Galadjo BAMBA, 2023. "Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 57, pages 101-145.
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023.
"Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds,"
Journal of International Economics, Elsevier, vol. 140(C).
- Mikhail Chernov & Drew Creal & Peter Hördahl, 2021. "Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds," BIS Working Papers 918, Bank for International Settlements.
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers 14986, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Drew D. Creal & Peter Hördahl, 2020. "Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds," NBER Working Papers 27500, National Bureau of Economic Research, Inc.
- J. Scott Davis & Eric van Wincoop, 2022.
"A Theory of Gross and Net Capital Flows over the Global Financial Cycle,"
NBER Working Papers
30738, National Bureau of Economic Research, Inc.
- J. Scott Davis & Eric Van Wincoop, 2021. "A Theory of Gross and Net Capital Flows over the Global Financial Cycle," Globalization Institute Working Papers 410, Federal Reserve Bank of Dallas, revised 20 Dec 2022.
- Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2023. "Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk," Working Papers of Romania Fiscal Council 230201, Romania Fiscal Council.
- Epstein, Brendan & Finkelstein Shapiro, Alan & González Gómez, Andrés, 2019. "Global financial risk, aggregate fluctuations, and unemployment dynamics," Journal of International Economics, Elsevier, vol. 118(C), pages 351-418.
- Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
- István Ábel & Ádám Kóbor, 2022. "Macroeconomic Components of the Risks to Fiscal Sustainability in Hungary," Risks, MDPI, vol. 10(11), pages 1-13, October.
- Yusuf Soner Başkaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Z. Yue, 2023. "Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster," FRB Atlanta Working Paper 2023-01, Federal Reserve Bank of Atlanta.
- Melo-Velandia, Luis Fernando & Romero, José Vicente & Ramírez-González, Mahicol Stiben, 2025.
"The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach,"
Research in International Business and Finance, Elsevier, vol. 73(PA).
- Luis Fernando Melo-Velandia & José Vicente Romero & Mahicol Stiben Ramírez-González, 2023. "The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach," Borradores de Economia 1231, Banco de la Republica de Colombia.
- Simon Gilchrist & Bin Wei & Vivian Z Yue & Egon Zakrajšek, 2021.
"The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF,"
BIS Working Papers
963, Bank for International Settlements.
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper 2020-18, Federal Reserve Bank of Atlanta.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," Working Papers 24-2, Federal Reserve Bank of Boston.
- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers 15258, C.E.P.R. Discussion Papers.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," NBER Working Papers 27809, National Bureau of Economic Research, Inc.
Cited by:
- Viral V. Acharya & Ryan Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022.
"Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels,"
NBER Working Papers
29777, National Bureau of Economic Research, Inc.
- Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," BIS Working Papers 1002, Bank for International Settlements.
- Acharya, Viral & Banerjee, Ryan & Crosignani, Matteo & Eisert, Tim & Spigt, Renée, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," CEPR Discussion Papers 17032, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," Staff Reports 1004, Federal Reserve Bank of New York.
- Zaghini, Andrea, 2023.
"Unconventional green,"
CFS Working Paper Series
710, Center for Financial Studies (CFS).
- Andrea Zaghini, 2024. "Unconventionally green," Temi di discussione (Economic working papers) 1453, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2024. "Unconventional green," Journal of Corporate Finance, Elsevier, vol. 85(C).
- Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
- W. Blake Marsh & Padma Sharma, 2021. "Government Loan Guarantees during a Crisis: The Effect of the PPP on Bank Lending and Profitability," Research Working Paper RWP 21-03, Federal Reserve Bank of Kansas City.
- Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021.
"Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
- Weill, Pierre-Olivier & Kargar, Mahyar & Lester, Benjamin & Lindsay, David & Liu, Shuo & Zúñiga, Diego, 2020. "Corporate Bond Liquidity During the COVID-19 Crisis," CEPR Discussion Papers 15231, C.E.P.R. Discussion Papers.
- Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2020. "Corporate Bond Liquidity During the COVID-19 Crisis," NBER Working Papers 27355, National Bureau of Economic Research, Inc.
- Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zuniga, 2020. "Corporate Bond Liquidity During the COVID-19 Crisis," Working Papers WP 20-43, Federal Reserve Bank of Philadelphia.
- Kamate, Vidya, 2023. "Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices," Finance Research Letters, Elsevier, vol. 55(PB).
- Craig L. Johnson & Tima T. Moldogaziev & Martin J. Luby & Ruth Winecoff, 2021. "The Federal Reserve Municipal Liquidity Facility (MLF): Where the municipal securities market and fed finally meet," Public Budgeting & Finance, Wiley Blackwell, vol. 41(3), pages 42-73, September.
- Heidorn, Thomas & Schlamann, Sara, 2022. "The dynamics of rating based credit benchmark curves," Frankfurt School - Working Paper Series 231, Frankfurt School of Finance and Management.
- Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
- Michael D. Bordo & Mickey D. Levy, 2020. "Do Enlarged Fiscal Deficits Cause Inflation: The Historical Record," NBER Working Papers 28195, National Bureau of Economic Research, Inc.
- Annette Vissing-Jørgensen, 2021.
"The Treasury market in spring 2020 and the response of the Federal Reserve,"
BIS Working Papers
966, Bank for International Settlements.
- Vissing-Jørgensen, Annette, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," CEPR Discussion Papers 16410, C.E.P.R. Discussion Papers.
- Annette Vissing-Jorgensen, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," NBER Working Papers 29128, National Bureau of Economic Research, Inc.
- Vissing-Jorgensen, Annette, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 19-47.
- Grahame Johnson, 2023. "A Review of the Bank of Canada’s Market Operations related to COVID-19," Discussion Papers 2023-6, Bank of Canada.
- Marsh, W. Blake, 2023. "Supervisory stringency, payout restrictions, and bank equity prices," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Cohen, Lior & Furman, Itai, 2024. "The impact of the ECB's PEPP project on the COVID-19-Induced crisis in the corporate bond market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 235.
- Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021.
"Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions,"
AMSE Working Papers
2138, Aix-Marseille School of Economics, France.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021. "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," Working Papers halshs-03297198, HAL.
- Bo Becker & Efraim Benmelech, 2021. "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers 28868, National Bureau of Economic Research, Inc.
- David Cimon & Adrian Walton, 2022.
"Central Bank Liquidity Facilities and Market Making,"
Staff Working Papers
22-9, Bank of Canada.
- Cimon, David A. & Walton, Adrian, 2024. "Central bank liquidity facilities and market making," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Eric Jondeau & Benoit Mojon & Jean-Guillaume Sahuc, 2024.
"Bank Rollover Risk and Liquidity Supply Regimes,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 373-454, July.
- Jean-Guillaume Sahuc & Eric Jondeau & Benoit Mojon, 2024. "Bank Rollover Risk and Liquidity Supply Regimes," Post-Print hal-04445236, HAL.
- Dmitry Khametshin, 2021. "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers 2110, Banco de España.
- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020.
"The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF,"
CEPR Discussion Papers
15258, C.E.P.R. Discussion Papers.
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Simon Gilchrist & Bin Wei & Vivian Z Yue & Egon Zakrajšek, 2021. "The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF," BIS Working Papers 963, Bank for International Settlements.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," NBER Working Papers 27809, National Bureau of Economic Research, Inc.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper 2020-18, Federal Reserve Bank of Atlanta.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," Working Papers 24-2, Federal Reserve Bank of Boston.
- Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.
- Chen, Zhuo & Li, Pengfei & Liao, Li & Liu, Lu & Wang, Zhengwei, 2024. "Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices," China Economic Review, Elsevier, vol. 85(C).
- Antonio Falato & Itay Goldstein & Ali Hortaçsu, 2020.
"Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets,"
NBER Working Papers
27559, National Bureau of Economic Research, Inc.
- Falato, Antonio & Goldstein, Itay & Hortaçsu, Ali, 2021. "Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 35-52.
- Huixin Bi & W. Blake Marsh, 2020. "Flight to Liquidity or Safety? Recent Evidence from the Municipal Bond Market," Research Working Paper RWP 20-19, Federal Reserve Bank of Kansas City.
- Bordo, Michael D. & Duca, John V., 2022. "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Ulf Lewrick & Stijn Claessens, 2021.
"Open-ended bond funds: systemic risks and policy implications,"
BIS Quarterly Review, Bank for International Settlements, December.
- Stijn Claessens & Ulf Lewrick, 2022. "Open-ended bond funds: Systemic risks and policy implications," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 45-62, December.
- Rebucci, Alessandro & Hartley, Jonathan, 2020.
"An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies,"
CEPR Discussion Papers
14841, C.E.P.R. Discussion Papers.
- Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2020. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," NBER Working Papers 27339, National Bureau of Economic Research, Inc.
- Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2022. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 291-322, Emerald Group Publishing Limited.
- Haque, Sharjil & Varghese, Richard, 2023. "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
- Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021.
"Dash for Dollars,"
CEPR Discussion Papers
16415, C.E.P.R. Discussion Papers.
- Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023. "Dash for Dollars," Discussion Papers 2314, Centre for Macroeconomics (CFM).
- Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando, 2021. "Dash for dollars," Bank of England working papers 932, Bank of England.
- Zaghini, Andrea, 2021.
"The Covid pandemic in the market: Infected, immune and cured bonds,"
CFS Working Paper Series
653, Center for Financial Studies (CFS).
- Zaghini, Andrea, 2021. "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series 2563, European Central Bank.
- Bouri, Elie & Alsagr, Naif, 2024. "Hedging investment-grade and high-yield bonds with credit VIX," Economics Letters, Elsevier, vol. 237(C).
- Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022.
"It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," CESifo Working Paper Series 8679, CESifo.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," Staff Reports 935, Federal Reserve Bank of New York.
- Xu, Hui & Pennacchi, George G., 2023. "Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds," Journal of Financial Markets, Elsevier, vol. 64(C).
- Breckenfelder, Johannes & Hoerova, Marie, 2023.
"Do non-banks need access to the lender of last resort? Evidence from fund runs,"
Working Paper Series
2805, European Central Bank.
- Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers 18122, C.E.P.R. Discussion Papers.
- Nozawa, Yoshio & Qiu, Yancheng, 2021. "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Bin Wei, 2022. "Quantifying "Quantitative Tightening" (QT): How Many Rate Hikes Is QT Equivalent To?," FRB Atlanta Working Paper 2022-8, Federal Reserve Bank of Atlanta.
- Wang, Haiyang, 2023. "Liquidity of corporate bonds and credit spread," Finance Research Letters, Elsevier, vol. 55(PB).
- Dubravko Mihaljek, 2021. "Interactions between fiscal and monetary policies: a brief history of a long relationship," Public Sector Economics, Institute of Public Finance, vol. 45(4), pages 419-432.
- Patricia C. Mosser, 2020. "Central bank responses to COVID-19," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 55(4), pages 191-201, October.
- Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Credit and Liquidity Policies during Large Crises," Working Papers 2020-035, Federal Reserve Bank of St. Louis, revised 22 Feb 2024.
- John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
- Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2022. "Determinants of cryptocurrency returns: A LASSO quantile regression approach," Finance Research Letters, Elsevier, vol. 49(C).
- Patrick Aldridge & David Cimon & Rishi Vala, 2023. "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Discussion Papers 2023-30, Bank of Canada.
- Camelia Minoiu & Rebecca Zarutskie & Andrei Zlate, 2021. "Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program," Finance and Economics Discussion Series 2021-078, Board of Governors of the Federal Reserve System (U.S.).
- Kuong, John Chi-Fong & O’Donovan, James & Zhang, Jinyuan, 2024. "Monetary policy and fragility in corporate bond mutual funds," Journal of Financial Economics, Elsevier, vol. 161(C).
- Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67, October –.
- Bin Wei, 2022. "How Many Rate Hikes Does Quantitative Tightening Equal?," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2022(11), July.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019.
"The Two-Pillar Policy for the RMB,"
FRB Atlanta Working Paper
2019-8, Federal Reserve Bank of Atlanta.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022. "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
Cited by:
- Zhang, Chen & Fang, Ying & Niu, Linlin, 2022.
"Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition,"
Economic Modelling, Elsevier, vol. 116(C).
- Chen Zhang & Ying Fang & Linlin Niu, 2022. "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Working Papers 2022-08-24, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Feng, Ling & Le, Duong Thuy & Yuan, Fan, 2023. "Inclusion of the RMB in SDRs and the impossible trinity in China," Economic Systems, Elsevier, vol. 47(2).
- Eugenio Cerutti & Haonan Zhou, 2024.
"Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 196-252, March.
- Mr. Eugenio M Cerutti & Haonan Zhou, 2023. "Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants and Disconnect," IMF Working Papers 2023/028, International Monetary Fund.
- Jeffrey Frankel, 2023.
"Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes,"
CID Working Papers
429, Center for International Development at Harvard University.
- Jeffrey A. Frankel & Yao Hou & Danxia Xie, 2024. "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," NBER Working Papers 32644, National Bureau of Economic Research, Inc.
- Ji Shen & Bin Wei & Hongjun Yan, 2018.
"Financial Intermediation Chains in an OTC Market,"
FRB Atlanta Working Paper
2018-15, Federal Reserve Bank of Atlanta.
- Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
Cited by:
- Friewald, Nils & Nagler, Florian, 2018. "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers 13345, C.E.P.R. Discussion Papers.
- Yu An & Zeyu Zheng, 2023. "Immediacy Provision and Matchmaking," Management Science, INFORMS, vol. 69(2), pages 1245-1263, February.
- Shuo Liu, 2024.
"Social Optimal Search Intensity in Over-the-Counter Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
- Shuo Liu, 2024. "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes 22-80, Review of Economic Dynamics.
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"Optimal Long-Term Contracting with Learning,"
FRB Atlanta Working Paper
2016-10, Federal Reserve Bank of Atlanta.
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CEPR Discussion Papers
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- Julien Prat, 2011. "Dynamic Incentive Contracts Under Parameter Uncertainty," 2011 Meeting Papers 249, Society for Economic Dynamics.
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"Renegotiation and Dynamic Inconsistency: Contracting with Non-Exponential Discounting,"
Working Papers
2021-58, Princeton University. Economics Department..
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"Robust Contracts in Continuous Time,"
Econometrica, Econometric Society, vol. 84(4), pages 1405-1440, July.
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"Dynamic Contracting for Innovation Under Ambiguity,"
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Journal of Economic Theory, Elsevier, vol. 205(C).
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"Uncertainty, risk, and incentives: theory and evidence,"
Finance and Economics Discussion Series
2013-18, Board of Governors of the Federal Reserve System (U.S.).
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014. "Uncertainty, Risk, and Incentives: Theory and Evidence," Management Science, INFORMS, vol. 60(1), pages 206-226, January.
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"Forecasts of inflation and interest rates in no-arbitrage affine models,"
FRB Atlanta Working Paper
2016-3, Federal Reserve Bank of Atlanta.
Cited by:
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"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
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"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
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"Liquidity backstops and dynamic debt runs,"
FRB Atlanta Working Paper
2015-13, Federal Reserve Bank of Atlanta.
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Cited by:
- Bin Wei & Vivian Z. Yue, 2020. "The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2020(5), pages 1-10, May.
- Bin Wei & Vivian Z. Yue, 2015.
"Liquidity backstops and dynamic debt runs,"
FRB Atlanta Working Paper
2015-13, Federal Reserve Bank of Atlanta.
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- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2013.
"Uncertainty, risk, and incentives: theory and evidence,"
Finance and Economics Discussion Series
2013-18, Board of Governors of the Federal Reserve System (U.S.).
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014. "Uncertainty, Risk, and Incentives: Theory and Evidence," Management Science, INFORMS, vol. 60(1), pages 206-226, January.
Cited by:
- Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017. "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, vol. 123(2), pages 395-414.
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- Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016.
"Optimal Long-Term Contracting with Learning,"
FRB Atlanta Working Paper
2016-10, Federal Reserve Bank of Atlanta.
- Jianfeng Yu & Bin Wei & Zhiguo He, 2012. "Optimal Long-term Contracting with Learning," 2012 Meeting Papers 221, Society for Economic Dynamics.
- Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017. "Optimal Long-Term Contracting with Learning," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2006-2065.
- Qi Liu & Lei Lu & Bo Sun, 2017. "Incentive Contracting Under Ambiguity Aversion," International Finance Discussion Papers 1195, Board of Governors of the Federal Reserve System (U.S.).
- Röell, Ailsa & Peng, Lin & Tang, Hongfei, 2016. "CEO Incentives: Measurement, Determinants, and Impact on Performance," CEPR Discussion Papers 11417, C.E.P.R. Discussion Papers.
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"Revisiting the Trade-off Between Risk and Incentives: The Shocking Effect of Random Shocks?,"
Post-Print
halshs-01937875, HAL.
- Brice Corgnet & Roberto Hernán-González, 2019. "Revisiting the Trade-off Between Risk and Incentives: The Shocking Effect of Random Shocks?," Management Science, INFORMS, vol. 65(3), pages 1096-1114, March.
- Brice Corgnet & Roberto Hernán-González, 2015. "Revisiting the Tradeoff between Risk and Incentives: The Shocking Effect of Random Shocks," Working Papers 15-05, Chapman University, Economic Science Institute.
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"Entrepreneurial orientation, risk and incentives: the case of franchising,"
Post-Print
halshs-01611633, HAL.
- Cintya Lanchimba & Josef Windsperger & Muriel Fadairo, 2018. "Entrepreneurial orientation, risk and incentives: the case of franchising," Small Business Economics, Springer, vol. 50(1), pages 163-180, January.
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- Sebastian Gryglewicz & Barney Hartman-Glaser & Geoffery Zheng, 2020. "Growth Options, Incentives, and Pay for Performance: Theory and Evidence," Management Science, INFORMS, vol. 66(3), pages 1248-1277, March.
- Huang, Rachel J. & Jeng, Vivian & Wang, Cheng-Wei & Yue, Jack C., 2021. "Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
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- Samir Jahjah & Bin Wei & Vivian Z. Yue, 2012.
"Exchange rate policy and sovereign bond spreads in developing countries,"
International Finance Discussion Papers
1049, Board of Governors of the Federal Reserve System (U.S.).
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
- Miss Zhanwei Z. Yue & Mr. Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers 2004/210, International Monetary Fund.
- Jahjah, Samir & Wei, Bin & Yue, Zhanwei, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," MPRA Paper 74924, University Library of Munich, Germany.
Cited by:
- Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018.
"Does governing law affect bond spreads?,"
Emerging Markets Review, Elsevier, vol. 36(C), pages 60-78.
- Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016. "Does governing law affect bond spreads ?," Policy Research Working Paper Series 7863, The World Bank.
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- Wajebo Temesgen Woldamanuel, 2022. "Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies," Economics and Business, Sciendo, vol. 36(1), pages 149-163, January.
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- Tunio, Mohsin Waheed, 2023. "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper 116030, University Library of Munich, Germany.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019.
"Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?,"
Post-Print
halshs-02316227, HAL.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019. "Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?," Working Papers halshs-02019063, HAL.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019. "Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?," CERDI Working papers halshs-02019063, HAL.
- Ismailescu, Iuliana & Phillips, Blake, 2015. "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 43-61.
- Dionísio Dias Carneiro & Thomas Wu, 2010. "Sovereign Risk and Out‐of‐Equilibrium Exchange Rate Dynamics," Review of Development Economics, Wiley Blackwell, vol. 14(4), pages 699-711, November.
- Eijffinger, Sylvester C.W. & Karataş, Bilge, 2023.
"Three sisters: The interlinkage between sovereign debt, currency, and banking crises,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Eijffinger, Sylvester & Karatas, Bilge, 2013. "Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises," CEPR Discussion Papers 9369, C.E.P.R. Discussion Papers.
- Chuku Chuku & Alexandre Kopoin, 2022. "Working Paper 367 - Debt Distress and Recovery Episodes in Africa: Good Policy or Good Luck?," Working Paper Series 2493, African Development Bank.
- Thornton, John & Vasilakis, Chrysovalantis, 2016. "Does inflation targeting reduce sovereign risk? Further evidence," Finance Research Letters, Elsevier, vol. 18(C), pages 237-241.
- Christian Senga & Danny Cassimon & Dennis Essers, 2018.
"Sub-Saharan African Eurobond yields: What really matters beyond global factors?,"
BeFinD Working Papers
0123, University of Namur, Department of Economics.
- Christian Senga & Danny Cassimon & Dennis Essers, 2018. "Sub-Saharan African Eurobond yields: What really matters beyond global factors?," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 8(1), pages 49-62.
- Ge, Futing & Zhang, Weiguo, 2022. "The determinants of cross-border bond risk premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Mr. Bernardin Akitoby & Mr. Thomas Stratmann, 2006.
"Fiscal Policy and Financial Markets,"
IMF Working Papers
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- Bernardin Akitoby & Thomas Stratmann, 2008. "Fiscal Policy and Financial Markets," Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
- Bernardin Akitoby & Thomas Stratmann, 2008. "Fiscal Policy and Financial Markets," Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
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- Wälti, Sébastien & Weder, Ghislaine, 2009. "Recovering from bond market distress: Good luck and good policy," Emerging Markets Review, Elsevier, vol. 10(1), pages 36-50, March.
- Mita Bhattacharya & John Inekwe, 2021. "Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 792-811, June.
- Kimakova, Alena, 2008. "The political economy of exchange rate regime determination: Theory and evidence," Economic Systems, Elsevier, vol. 32(4), pages 354-371, December.
- Mr. Sergio Sola & Mr. Geremia Palomba, 2015. "Sub-National Government’s Risk Premia: Does Fiscal Performance Matter?," IMF Working Papers 2015/117, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers 845, Society for Economic Dynamics.
- Lee, Hei Wai & Xie, Yan Alice & Yau, Jot, 2011. "The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 441-451, June.
- Nazim Belhocine & Mr. Salvatore Dell'Erba, 2013. "The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads," IMF Working Papers 2013/093, International Monetary Fund.
- Tebaldi, Edinaldo & Nguyen, Hana & Zuluaga, John, 2018. "Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads," Research in International Business and Finance, Elsevier, vol. 45(C), pages 82-93.
- Asonuma, Tamon, 2014.
"Sovereign defaults, external debt and real exchange rate dynamics,"
MPRA Paper
55133, University Library of Munich, Germany.
- Mr. Tamon Asonuma, 2016. "Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics," IMF Working Papers 2016/037, International Monetary Fund.
- Alex Luiz Ferreira, 2007. "On the Transmission Mechanism of Monetary Constraints to the Real Side of the Economy," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 43-54.
- Inci Gumus, 2011. "Exchange Rate Policy and Sovereign Spreads in Emerging Market Economies," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 649-663, September.
- Mohsin Waheed & Zulfiqar Hyder, 2023. "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series 112, State Bank of Pakistan, Research Department.
- Jianjun Miao & Bin Wei & Hao Zhou, 2012.
"Ambiguity Aversion and Variance Premium,"
Boston University - Department of Economics - Working Papers Series
WP2012-009, Boston University - Department of Economics.
- Jianjun Miao & Bin Wei & Hao Zhou, 2019. "Ambiguity Aversion and the Variance Premium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-36, June.
- Jianjun Miao & Bin Wei & Hao Zhou, 2018. "Ambiguity Aversion and Variance Premium," FRB Atlanta Working Paper 2018-14, Federal Reserve Bank of Atlanta.
Cited by:
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"A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility,"
FEP Working Papers
414, Universidade do Porto, Faculdade de Economia do Porto.
- Gonçalo Faria & João Correia-da-Silva, 2014. "A closed-form solution for options with ambiguity about stochastic volatility," Review of Derivatives Research, Springer, vol. 17(2), pages 125-159, July.
- Adoukonou, Olivier & André, Florence & Viviani, Jean-Laurent, 2021. "The determinants of the convertible bonds call policy of Western European companies," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Bin Wei, 2021. "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper 2021-21, Federal Reserve Bank of Atlanta.
- Konstantinidi, Eirini & Skiadopoulos, George, 2016.
"How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns,"
Journal of Banking & Finance, Elsevier, vol. 62(C), pages 62-75.
- Eirini Konstantinidi & George Skiadopoulos, 2014. "How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns," Working Papers 732, Queen Mary University of London, School of Economics and Finance.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Panagiotidis, Theodore & Printzis, Panagiotis, 2020.
"What is the investment loss due to uncertainty?,"
Global Finance Journal, Elsevier, vol. 45(C).
- Theodore Panagiotidis & Panagiotis Printzis, 2019. "What is the Investment Loss due to Uncertainty?," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 138, Hellenic Observatory, LSE.
- Panagiotidis, Theodore & Printzis, Panagiotis, 2019. "What is the investment loss due to uncertainty?," LSE Research Online Documents on Economics 102648, London School of Economics and Political Science, LSE Library.
- Theodore Panagiotidis & Panagiotis Printzis, 2019. "What is the Investment Loss due to Uncertainty?," Working Papers 383, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Theodore Panagiotidis & Panagiotis Printzis, 2019. "What is the Investment Loss due to Uncertainty?," Working Paper series 19-06, Rimini Centre for Economic Analysis.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Bruno Feunou & Mohammad R Jahan-Parvar & Cédric Okou, 2018.
"Downside Variance Risk Premium,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 341-383.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015. "Downside Variance Risk Premium," Staff Working Papers 15-36, Bank of Canada.
- Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou, 2015. "Downside Variance Risk Premium," Finance and Economics Discussion Series 2015-20, Board of Governors of the Federal Reserve System (U.S.).
- Park, Yang-Ho, 2015. "Volatility-of-volatility and tail risk hedging returns," Journal of Financial Markets, Elsevier, vol. 26(C), pages 38-63.
- Lin, Mei-Chen, 2018. "The impact of aggregate uncertainty on herding in analysts' stock recommendations," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 90-105.
- Hening Liu & Yuzhao Zhang, 2022. "Financial Uncertainty with Ambiguity and Learning," Management Science, INFORMS, vol. 68(3), pages 2120-2140, March.
- Luis García‐Feijóo & Ariel M. Viale, 2023. "Ambiguity and risk factors in bank stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(4), pages 993-1019, December.
- Julian Thimme & Clemens Völkert, 2015. "Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 418-429, July.
- Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020. "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 65-97, March.
- Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2015, January-A.
- Wei‐Shao Wu & Sandy Suardi, 2021. "Economic Uncertainty and Bank Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2037-2069, December.
- Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung, 2024. "Why do rational investors like variance at the peak of a crisis? A learning-based explanation," Journal of Monetary Economics, Elsevier, vol. 142(C).
- Aramonte, Sirio, 2014. "Macroeconomic uncertainty and the cross-section of option returns," Journal of Financial Markets, Elsevier, vol. 21(C), pages 25-49.
Articles
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022.
"Sovereign risk and financial risk,"
Journal of International Economics, Elsevier, vol. 136(C).
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
- Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
- Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021.
"The Term Structure of the Excess Bond Premium: Measures and Implications,"
Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(12), September.
Cited by:
- Kevin Benson & Ing-Haw Cheng & John Hull & Charles Martineau & Yoshio Nozawa & Vasily Strela & Yuntao Wu & Jun Yuan, 2024. "Understanding the Excess Bond Premium," Papers 2412.04063, arXiv.org.
- Wei, Bin & Yue, Vivian Z., 2020.
"Liquidity backstops and dynamic debt runs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
See citations under working paper version above.
- Bin Wei & Vivian Z. Yue, 2015. "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper 2015-13, Federal Reserve Bank of Atlanta.
- Jianjun Miao & Bin Wei & Hao Zhou, 2019.
"Ambiguity Aversion and the Variance Premium,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-36, June.
See citations under working paper version above.
- Jianjun Miao & Bin Wei & Hao Zhou, 2018. "Ambiguity Aversion and Variance Premium," FRB Atlanta Working Paper 2018-14, Federal Reserve Bank of Atlanta.
- Jianjun Miao & Bin Wei & Hao Zhou, 2012. "Ambiguity Aversion and Variance Premium," Boston University - Department of Economics - Working Papers Series WP2012-009, Boston University - Department of Economics.
- Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017.
"Optimal Long-Term Contracting with Learning,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2006-2065.
See citations under working paper version above.
- Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016. "Optimal Long-Term Contracting with Learning," FRB Atlanta Working Paper 2016-10, Federal Reserve Bank of Atlanta.
- Jianfeng Yu & Bin Wei & Zhiguo He, 2012. "Optimal Long-term Contracting with Learning," 2012 Meeting Papers 221, Society for Economic Dynamics.
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014.
"Uncertainty, Risk, and Incentives: Theory and Evidence,"
Management Science, INFORMS, vol. 60(1), pages 206-226, January.
See citations under working paper version above.
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2013. "Uncertainty, risk, and incentives: theory and evidence," Finance and Economics Discussion Series 2013-18, Board of Governors of the Federal Reserve System (U.S.).
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013.
"Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
See citations under working paper version above.- Samir Jahjah & Bin Wei & Vivian Z. Yue, 2012. "Exchange rate policy and sovereign bond spreads in developing countries," International Finance Discussion Papers 1049, Board of Governors of the Federal Reserve System (U.S.).
- Miss Zhanwei Z. Yue & Mr. Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers 2004/210, International Monetary Fund.
- Jahjah, Samir & Wei, Bin & Yue, Zhanwei, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," MPRA Paper 74924, University Library of Munich, Germany.
- Albert S. Kyle & Hui Ou-Yang & Bin Wei, 2011.
"A Model of Portfolio Delegation and Strategic Trading,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3778-3812.
Cited by:
- Han, Min-Yeon & Jun, Sang-Gyung & Oh, Ji Yeol Jimmy & Kang, Hyoung-Goo, 2023. "Who should choose the money managers? Institutional sponsors' equity manager performance," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Bade, Marco & Hirth, Hans, 2016. "Liquidity cost vs. real investment efficiency," Journal of Financial Markets, Elsevier, vol. 28(C), pages 70-90.
- Sheng, Jiliang & Wang, Jian & Wang, Xiaoting & Yang, Jun, 2014. "Asymmetric contracts, cash flows and risk taking of mutual funds," Economic Modelling, Elsevier, vol. 38(C), pages 435-442.
- Piccotti, Louis R., 2020. "Strategic trade when securitized portfolio values are unknown," Journal of Banking & Finance, Elsevier, vol. 115(C).
- Wang, Jian & Sheng, Jiliang & Yang, Jun, 2013. "Optimism bias and incentive contracts in portfolio delegation," Economic Modelling, Elsevier, vol. 33(C), pages 493-499.
- Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021. "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, vol. 42(C).
- Wassim Daher & Harun Aydilek & Elias G. Saleeby, 2020.
"Insider trading with different risk attitudes,"
Journal of Economics, Springer, vol. 131(2), pages 123-147, October.
- Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017. "Insider Trading With Different Risk Attitudes," MPRA Paper 81733, University Library of Munich, Germany.
- Taylor, Daniel J. & Verrecchia, Robert E., 2015. "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 8-32.
- Moreno, David & Rodríguez, Rosa & Zambrana, Rafael, 2018. "Management sub-advising in the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 127(3), pages 567-587.
- Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
- Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024. "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1117-1168, December.
- Guido Maretto, 2017. "Diversification and screening," Nova SBE Working Paper Series wp610, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Akihiko Ikeda & Hiroshi Osano, 2020. "Information Investment Regulation and Portfolio Delegation," KIER Working Papers 1032, Kyoto University, Institute of Economic Research.
- Sheng, Jiliang & Wang, Xiaoting & Yang, Jun, 2012. "Incentive contracts in delegated portfolio management under VaR constraint," Economic Modelling, Elsevier, vol. 29(5), pages 1679-1685.
- Savitar Sundaresan & Jaromir Nosal & Marcin Kacperczyk, 2017. "Market Power and Informational Efficiency," 2017 Meeting Papers 356, Society for Economic Dynamics.
- Yutong Lu & Gesine Reinert & Mihai Cucuringu, 2022. "Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets," Papers 2209.10334, arXiv.org, revised Mar 2024.
- S. Viswanathan & Bin Wei, 2008.
"Endogenous Events and Long-Run Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 855-888, April.
Cited by:
- Frank, Murray Z. & Nezafat, Mahdi, 2019. "Testing the credit-market-timing hypothesis using counterfactual issuing dates," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 187-207.
- Duchin, Ran & Schmidt, Breno, 2013. "Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions," Journal of Financial Economics, Elsevier, vol. 107(1), pages 69-88.
- Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018. "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, vol. 37(C), pages 70-96.
- Matthew Pritsker, 2006. "A fully-rational liquidity-based theory of IPO underpricing and underperformance," Finance and Economics Discussion Series 2006-12, Board of Governors of the Federal Reserve System (U.S.).
- Joanna Lizińska & Leszek Czapiewski, 2019. "Is Window-Dressing around Going Public Beneficial? Evidence from Poland," JRFM, MDPI, vol. 12(1), pages 1-16, January.
- G. Kling & U. Weitzel, 2009.
"Endogenous mergers: Bidder momentum and market reaction,"
Working Papers
09-22, Utrecht School of Economics.
- Gerhard Kling & Utz Weitzel, 2010. "Endogenous mergers: bidder momentum and market reaction," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 243-254.
- Dahlquist, Magnus & de Jong, Frank, 2004.
"Pseudo Market Timing: Fact or Fiction?,"
SIFR Research Report Series
24, Institute for Financial Research.
- de Jong, Frank & Dahlquist, Magnus, 2004. "Pseudo Market Timing: Fact or Fiction?," CEPR Discussion Papers 4609, C.E.P.R. Discussion Papers.
- Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
- Robert Hull & Sungkyu Kwak & Rosemary Walker, 2012. "Explanation for market response to seasoned equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 634-661, July.
- Abhay Abhyankar & Keng-Yu Ho & Huainan Zhao, 2005. "Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 15(10), pages 679-690.
- Lee, Dong Wook & Park, Kyung Suh, 2009. "Does institutional activism increase shareholder wealth? Evidence from spillovers on non-target companies," Journal of Corporate Finance, Elsevier, vol. 15(4), pages 488-504, September.
Chapters
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021.
"Sovereign Risk and Financial Risk,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
See citations under working paper version above.Sorry, no citations of chapters recorded.- Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
- Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
- Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.