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It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities
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Cited by:
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "COVID Response: The Municipal Liquidity Facility," Staff Reports 985, Federal Reserve Bank of New York.
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022. "In sickness and in debt: The COVID-19 impact on sovereign credit risk," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1251-1274.
- 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.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021.
"Corporate Bond Market Distress,"
Staff Reports
957, Federal Reserve Bank of New York.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2024. "Corporate Bond Market Distress," Working Paper 24-09, Federal Reserve Bank of Richmond.
- 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.
- 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.
- 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.
- Pegoraro, Stefano & Montagna, Mattia, 2021. "Issuance and valuation of corporate bonds with quantitative easing," Working Paper Series 2520, European Central Bank.
- Cimon, David A. & Walton, Adrian, 2024.
"Central bank liquidity facilities and market making,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- David Cimon & Adrian Walton, 2022. "Central Bank Liquidity Facilities and Market Making," Staff Working Papers 22-9, Bank of Canada.
- Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022.
"COVID-19 as a stress test: Assessing the bank regulatory framework,"
Journal of Financial Stability, Elsevier, vol. 61(C).
- Alice Abboud & Elizabeth Duncan & Akos Horvath & Diana A. Iercosan & Bert Loudis & Francis Martinez & Timothy Mooney & Ben Ranish & Ke Wang & Missaka Warusawitharana & Carlo Wix, 2021. "COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework," Finance and Economics Discussion Series 2021-024, Board of Governors of the Federal Reserve System (U.S.).
- He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022.
"Treasury inconvenience yields during the COVID-19 crisis,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers 2020-79, Becker Friedman Institute for Research In Economics.
- Dmitry Khametshin, 2021. "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers 2110, Banco de España.
- 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, 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.
- 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, 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.
- 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.
- 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.
- 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.
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2022. "The Municipal Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
- Metrick, Andrew, 2022. "Market Support Programs: COVID-19 Crisis," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 4(2), pages 179-219, April.
- 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.
- John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
- Valentin Haddad & Alan Moreira & Tyler Muir, 2025. "Whatever It Takes? The Impact of Conditional Policy Promises," American Economic Review, American Economic Association, vol. 115(1), pages 295-329, January.
- Kenechukwu E. Anadu & Sean Baker & John Levin & Victoria Liu & Antoine Malfroy-Camine & Noam Tanner, 2022. "Swing Pricing Calibration: A Simple Thought Exercise Using ETF Pricing Dynamics to Infer Swing Factors for Mutual Funds," Supervisory Research and Analysis Notes, Federal Reserve Bank of Boston, issue 2022-06, pages 1-18, January.
- Anderson, Christopher S. & McArthur, David C. & Wang, Ke, 2023. "Internal risk limits of dealers and corporate bond market making," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19," Staff Reports 988, Federal Reserve Bank of New York.
- 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.).
- Filippo Occhino, 2020. "Quantitative Easing and Direct Lending in Response to the COVID-19 Crisis," Working Papers 20-29, Federal Reserve Bank of Cleveland.