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Rollover Risk and Market Freezes
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Cited by:
- Spiros Bougheas, 2014.
"Pooling, tranching, and credit expansion,"
Oxford Economic Papers, Oxford University Press, vol. 66(2), pages 557-579.
- Spiros Bougheas, 2012. "Pooling, Tranching and Credit Expansion," CESifo Working Paper Series 3859, CESifo.
- Spiros Bougheas, 2012. "Pooling, Tranching and Credit Expansion," Discussion Papers 12/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Kashefi Pour, Eilnaz & Lasfer, Meziane, 2019. "Taxes, governance, and debt maturity structure: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 136-161.
- Georgescu, Oana-Maria, 2015. "Contagion in the interbank market: Funding versus regulatory constraints," Journal of Financial Stability, Elsevier, vol. 18(C), pages 1-18.
- Fricke, Christoph & Fricke, Daniel, 2021.
"Vulnerable asset management? The case of mutual funds,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
- Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
- Lasse Pedersen, 2009.
"When Everyone Runs for the Exit,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 177-199, December.
- Lasse Heje Pedersen, 2009. "When Everyone Runs for the Exit," NBER Working Papers 15297, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje, 2009. "When Everyone Runs for the Exit," CEPR Discussion Papers 7436, C.E.P.R. Discussion Papers.
- Bernardo, Antonio E. & Welch, Ivo, 2013. "Leverage and preemptive selling of financial institutions," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 123-151.
- Heller, David, 2024. "Financial market integration and the effects of financing constraints on innovation," Research Policy, Elsevier, vol. 53(4).
- Jingxian Zou & Guangjun Shen, 2023. "The impact of tax policy on firm debt maturity: Evidence from China's VAT reform," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(2), pages 295-317, April.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012.
"Rollover risk, network structure and systemic financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Robert McDonald & Anna Paulson, 2015.
"AIG in Hindsight,"
Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 81-106, Spring.
- Robert McDonald & Anna L. Paulson, 2014. "AIG in Hindsight," Working Paper Series WP-2014-7, Federal Reserve Bank of Chicago.
- Robert L. McDonald & Anna Paulson, 2015. "AIG in Hindsight," NBER Working Papers 21108, National Bureau of Economic Research, Inc.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, October –.
- Cheng, Feiyang & Chiao, Chaoshin & Fang, Zhenming & Wang, Chunfeng & Yao, Shouyu, 2020. "Raising short-term debt for long-term investment and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 33(C).
- Yunus Aksoy & Henrique S. Basso, 2014.
"Liquidity, Term Spreads and Monetary Policy,"
Economic Journal, Royal Economic Society, vol. 124(581), pages 1234-1278, December.
- Yunus Aksoy & Henrique S. Basso, 2012. "Liquidity, term spreads and monetary policy," Working Papers 1223, Banco de España.
- Yunus Aksoy & Henriqu S Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," Birkbeck Working Papers in Economics and Finance 1211, Birkbeck, Department of Economics, Mathematics & Statistics.
- Yunus Aksoy & Henrique S. Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," CESifo Working Paper Series 3988, CESifo.
- Sophia Chen, 2015. "Uncertainty and Investment: The Financial Intermediary Balance Sheet Channel," IMF Working Papers 2015/065, International Monetary Fund.
- Banti, Chiara & Phylaktis, Kate, 2015. "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 114-134.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015.
"The impact of CCPs' margin policies on repo markets,"
BIS Working Papers
515, Bank for International Settlements.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
- Ramana Nanda & Matthew Rhodes-Kropf, 2016.
"Financing Entrepreneurial Experimentation,"
Innovation Policy and the Economy, University of Chicago Press, vol. 16(1), pages 1-23.
- Ramana Nanda & Matthew Rhodes-Kropf, 2015. "Financing Entrepreneurial Experimentation," NBER Chapters, in: Innovation Policy and the Economy, Volume 16, pages 1-23, National Bureau of Economic Research, Inc.
- Ramana Nanda & Matthew Rhodes-Kropf, 2015. "Financing Entrepreneurial Experimentation," NBER Working Papers 21278, National Bureau of Economic Research, Inc.
- Reale, Jessica, 2024. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Nath, Golaka, 2013. "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper 51590, University Library of Munich, Germany.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Varotto, Simone & Zhao, Lei, 2018.
"Systemic risk and bank size,"
Journal of International Money and Finance, Elsevier, vol. 82(C), pages 45-70.
- Simone Varotto & Lei Zhao, 2014. "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance icma-dp2014-17, Henley Business School, University of Reading.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Hong Qu, 2013. "How Do Market Prices and Cheap Talk Affect Coordination?," Journal of Accounting Research, Wiley Blackwell, vol. 51(5), pages 1221-1260, December.
- Roukny, Tarik & Georg, Co-Pierre & Battiston, Stefano, 2014.
"A network analysis of the evolution of the German interbank market,"
Discussion Papers
22/2014, Deutsche Bundesbank.
- Co-Pierre Georg & Stefano Battiston & Tarik Roukny, 2014. "A Network Analysis of the Evolution of the German Interbank Market," Working Papers 461, Economic Research Southern Africa.
- Gao, Xing & Lai, Xiaobing & Huang, Ting & Lai, Huisu, 2024. "Does social dishonesty accelerate corporate maturity mismatch of investment and financing?," Finance Research Letters, Elsevier, vol. 64(C).
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2019.
"Brokers and Order Flow Leakage: Evidence from Fire Sales,"
Journal of Finance, American Finance Association, vol. 74(6), pages 2707-2749, December.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers 24089, National Bureau of Economic Research, Inc.
- Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series 17-61, Swiss Finance Institute, revised Jun 2018.
- Spiros Bougheas & Alan Kirman, 2016.
"Bank Insolvencies, Priority Claims and Systemic Risk,"
Lecture Notes in Economics and Mathematical Systems, in: Pasquale Commendatore & Mariano Matilla-García & Luis M. Varela & Jose S. Cánovas (ed.), Complex Networks and Dynamics, pages 195-208,
Springer.
- Spiros Bougheas & Alan Kirman, 2015. "Bank Insolvencies, Priority Claims and Systemic Risk," Discussion Papers 2015/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Alan Kirman, 2016. "Bank Insolvencies, Priority Claims and Systemic Risk," Post-Print hal-03589797, HAL.
- Gregory Connor, 2009. "The Risky Lending Gap," Economics Department Working Paper Series n2010809.pdf, Department of Economics, National University of Ireland - Maynooth.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012.
"Asset commonality, debt maturity and systemic risk,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011.
"Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking,"
Other publications TiSEM
58ac9f00-92d7-497b-a76f-e, Tilburg University, School of Economics and Management.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
- Mr. Gianni De Nicolo & Mr. Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers 2012/072, International Monetary Fund.
- De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012. "Capital regulation, liquidity requirements and taxation in a dynamic model of banking," Discussion Papers 10/2012, Deutsche Bundesbank.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Other publications TiSEM 0f34a0b6-9a62-4158-9b5c-7, Tilburg University, School of Economics and Management.
- Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017.
"The interbank network across the global financial crisis: Evidence from Italy,"
Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
- Massimiliano Affinito & Alberto Franco Pozzolo, 2017. "The interbank network across the global financial crisis: evidence from Italy," Temi di discussione (Economic working papers) 1118, Bank of Italy, Economic Research and International Relations Area.
- Anatoli Segura & Javier Suarez, 2017.
"How Excessive Is Banks’ Maturity Transformation?,"
Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3538-3580.
- Segura, Anatoli & Suarez, Javier, 2016. "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers 11111, C.E.P.R. Discussion Papers.
- Anatoli Segura & Javier Suarez, 2016. "How excessive is banks’ maturity transformation?," ESRB Working Paper Series 03, European Systemic Risk Board.
- Anatoli Segura & Javier Suarez, 2016. "How excessive is banks’ maturity transformation?," Temi di discussione (Economic working papers) 1065, Bank of Italy, Economic Research and International Relations Area.
- Anatoli Segura & Javier Suarez, 2016. "How Excessive is Banks’ Maturity Transformation?," Working Papers wp2016_1602, CEMFI, revised Sep 2016.
- Enrico Perotti & Javier Suarez, 2011.
"A Pigovian Approach to Liquidity Regulation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 3-41, December.
- Perotti, Enrico & Suarez, Javier, 2011. "A Pigovian Approach to Liquidity Regulation," CEPR Discussion Papers 8271, C.E.P.R. Discussion Papers.
- Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
- Naoto Okahara, 2019.
"Banks’ disclosure of information and financial stability regulations,"
Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 91-115, June.
- Okahara, Naoto, 2018. "Banks' Disclosure of Information and Financial Stability Regulations," MPRA Paper 86409, University Library of Munich, Germany.
- 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.
- Arnoud W.A. Boot & Matej Marinč, 2012. "Financial Innovations, Marketability and Stability in Banking," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 22, Edward Elgar Publishing.
- S. Gabrieli & C.-P. Georg, 2014.
"A network view on interbank market freezes,"
Working papers
531, Banque de France.
- Co-Pierre Georg & Silvia Gabrieli, 2015. "A Network View on Interbank Market Freezes," Working Papers 488, Economic Research Southern Africa.
- Gabrieli, Silvia & Georg, Co-Pierre, 2014. "A network view on interbank market freezes," Discussion Papers 44/2014, Deutsche Bundesbank.
- Iwaki, Hiromichi & Saito, Junyu, 2022. "Does rollover risk matter to payout policies? Evidence from Japanese listed firms," Journal of Economics and Business, Elsevier, vol. 120(C).
- Pierre Durand & Gaëtan Le Quang, 2020.
"Banks to basics! Why banking regulation should focus on equity,"
EconomiX Working Papers
2020-2, University of Paris Nanterre, EconomiX.
- Pierre Durand & Gaëtan Le Quang, 2022. "Banks to basics! Why banking regulation should focus on equity," Post-Print hal-03411360, HAL.
- Konstantin Milbradt & Martin Oehmke, 2014. "Maturity Rationing and Collective Short-Termism," NBER Working Papers 19946, National Bureau of Economic Research, Inc.
- Franklin Allen & Ana Babus & Elena Carletti, 2010.
"Financial Connections and Systemic Risk,"
NBER Working Papers
16177, National Bureau of Economic Research, Inc.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
- Georg, Co-Pierre, 2014.
"Contagious herding and endogenous network formation in financial networks,"
Working Paper Series
1700, European Central Bank.
- Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
- repec:dau:papers:123456789/14986 is not listed on IDEAS
- Xu, Meng & Yang, Zhonghai & Lin, Yu-En & Li, Gaobo, 2024. "Maturity mismatched investment, digital financial inclusion, and digital orientation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Hongsheng Fang & Lexin Zhao & Xiufen Liu, 2024. "Value‐added Tax and Leverage: Evidence from China's Value‐added Tax Rate Reform," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 32(2), pages 200-234, March.
- Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni, 2011.
"The Federal Reserve’s Commercial Paper Funding Facility,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 17(May), pages 25-39.
- Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni, 2010. "The Federal Reserve's Commercial Paper Funding Facility," Staff Reports 423, Federal Reserve Bank of New York.
- Kox, Henk L.M. & Leeuwen, George van, 2012.
"Dynamic market selection in EU business services,"
MPRA Paper
41016, University Library of Munich, Germany.
- Henk Kox & George van Leeuwen, 2012. "Dynamic market selection in EU business services," CPB Discussion Paper 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Norden, Lars & Roosenboom, Peter & Wang, Teng, 2016. "The effects of corporate bond granularity," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 25-34.
- Şebnem Kalemli-Özcan & Luc Laeven & David Moreno, 2022.
"Debt Overhang, Rollover Risk, and Corporate Investment: Evidence from the European Crisis,"
Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2353-2395.
- Ṣebnem Kalemli-Özcan & Luc Laeven & David Moreno, 2018. "Debt Overhang, Rollover Risk, and Corporate Investment: Evidence from the European Crisis," NBER Working Papers 24555, National Bureau of Economic Research, Inc.
- Kalemli-Ozcan, Sebnem & Laeven, Luc & Moreno, David, 2019. "Debt overhang, rollover risk, and corporate investment: evidence from the European crisis," Working Paper Series 2241, European Central Bank.
- Kalemli-Özcan, Sebnem & Laeven, Luc & Moreno, David, 2018. "Debt Overhang, Rollover Risk, and Corporate Investment: Evidence from the European Crisis," CEPR Discussion Papers 13336, C.E.P.R. Discussion Papers.
- Laeven, Luc & Kalemli-Özcan, Sebnem & Moreno, David, 2018. "Debt Overhang, Rollover Risk, and Corporate Investment: Evidence from the European Crisis," CEPR Discussion Papers 12881, C.E.P.R. Discussion Papers.
- Kapan, Tümer & Minoiu, Camelia, 2013.
"Balance sheet strength and bank lending during the global financial crisis,"
Discussion Papers
33/2013, Deutsche Bundesbank.
- Mr. Tümer Kapan & Ms. Camelia Minoiu, 2013. "Balance Sheet Strength and Bank Lending During the Global Financial Crisis," IMF Working Papers 2013/102, International Monetary Fund.
- Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2021.
"Granularity of Corporate Debt,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(4), pages 1127-1162, June.
- Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2013. "Granularity of corporate debt," CFS Working Paper Series 2013/26, Center for Financial Studies (CFS).
- Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2018.
"Corporate debt maturity profiles,"
Journal of Financial Economics, Elsevier, vol. 130(3), pages 484-502.
- Zechner, Josef & Choi, Jaewon & Hackbarth, Dirk, 2017. "Corporate Debt Maturity Profiles," CEPR Discussion Papers 12289, C.E.P.R. Discussion Papers.
- Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019.
"Bond Funds and Credit Risk,"
CEPR Discussion Papers
14134, C.E.P.R. Discussion Papers.
- Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022. "Bond funds and credit risk," LSE Research Online Documents on Economics 118856, London School of Economics and Political Science, LSE Library.
- Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2019.
"Corporate debt maturity and future firm performance volatility,"
International Review of Economics & Finance, Elsevier, vol. 60(C), pages 216-237.
- Meg Adachi-Sato & Chaiporn Vithessonthi, 2016. "Corporate Debt Maturity and Future Firm Performance Volatility," PIER Discussion Papers 29, Puey Ungphakorn Institute for Economic Research.
- Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014.
"The fragility of short-term secured funding markets,"
Journal of Economic Theory, Elsevier, vol. 149(C), pages 15-42.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "The Fragility of Short-Term Secured Funding Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 449, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
- Chen, Lirong & Gao, Feiyang & Guo, Tongtong & Huang, Xuanhao, 2023. "Mixed ownership reform and the short-term debt for long-term investment of non-state-owned enterprises: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Suarez, Javier & Segura, Anatoli, 2011. "Liquidity shocks, roll-over risk and debt maturity," CEPR Discussion Papers 8324, C.E.P.R. Discussion Papers.
- Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
- Anand, Kartik & Gauthier, Céline & Gai, Prasanna S. & Souissi, Moez, 2016. "Capturing information contagion in a stress-testing framework," Discussion Papers 29/2016, Deutsche Bundesbank.
- Ca Nguyen, 2022. "Does amortization matter? Evidence from the syndicated loan market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 92-123, March.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Michiel Bijlsma & Wim Suyker, 2008. "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Lexin Zhao & Hongsheng Fang, 2022. "Investment incentives and leverage: Evidence from China’s accelerated depreciation policy," The World Economy, Wiley Blackwell, vol. 45(11), pages 3625-3649, November.
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015.
"Financial Stability Monitoring,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
- 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.
- Carré, Sylvain, 2022. "Disclosures, rollover risk, and debt runs," Journal of Banking & Finance, Elsevier, vol. 142(C).
- William H. Janeway & Ramana Nanda & Matthew Rhodes-Kropf, 2021.
"Venture Capital Booms and Start-Up Financing,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 111-127, November.
- Janeway, W. & Nanda, R. & Rhodes-Kropf, M., 2021. "Venture Capital Booms and Startup Financing," Cambridge Working Papers in Economics 2147, Faculty of Economics, University of Cambridge.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Gary Gorton & Andrew Metrick, 2010. "Regulating the Shadow Banking System," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 261-312.
- Durand, Pierre & Le Quang, Gaëtan, 2022. "Banks to basics! Why banking regulation should focus on equity," European Journal of Operational Research, Elsevier, vol. 301(1), pages 349-372.
- Massimiliano Affinito, 2013.
"Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system,"
Temi di discussione (Economic working papers)
928, Bank of Italy, Economic Research and International Relations Area.
- Affinito, Massimiliano, 2013. "Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Working Paper Series 1607, European Central Bank.
- Sabrina T. Howell & Josh Lerner & Ramana Nanda & Richard R. Townsend, 2020. "How Resilient is Venture-Backed Innovation? Evidence from Four Decades of U.S. Patenting," NBER Working Papers 27150, National Bureau of Economic Research, Inc.
- Bougheas, Spiros, 2022. "Contagion in networks: Stability and efficiency," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 64-77.
- Gregory Phelan, 2017.
"Collateralized borrowing and increasing risk,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 471-502, February.
- Gregory Phelan, 2015. "Collateralized Borrowing and Increasing Risk," Department of Economics Working Papers 2015-03, Department of Economics, Williams College, revised Jun 2015.
- Angelo Baglioni & Andrea Monticini, 2013.
"Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(2), pages 175-186, October.
- Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers 4/2010, University of Genoa, Research Doctorate in Public Economics.
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