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Liquidity effects of the events of September 11, 2001

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Operational Risk and Financial Stability
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-09-18 16:56:01
  2. Cyber Risk, Financial Stability and the Payments System
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-07-26 15:50:41

Citations

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Cited by:

  1. Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
  2. Afonso, Gara, 2011. "Liquidity and congestion," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 324-360, July.
  3. Ilhyock Shim & Goetz Von Peter, 2007. "Distress Selling and Asset Market Feedback," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 16(5), pages 243-291, December.
  4. Gara Minguez Afonso, 2008. "Liquidity and Congestion," 2008 Meeting Papers 926, Society for Economic Dynamics.
  5. Adam Ashcraft & Darrell Duffie, 2007. "Over the Counter Search Frictions: A Case Study of the Federal Funds Market," 2007 Meeting Papers 999, Society for Economic Dynamics.
  6. Hans Degryse & Grégory Nguyen, 2004. "Interbank exposures: an empirical examination of systemic risk in the Belgian banking system," Working Paper Research 43, National Bank of Belgium.
  7. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
  8. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 630-653, Winter.
  9. Denbee, Edward & Garratt, Rodney & Zimmerman, Peter, 2014. "Variations in liquidity provision in real-time payment systems," Bank of England working papers 513, Bank of England.
  10. Tallman, Ellis W. & Moen, Jon R., 2012. "Liquidity creation without a central bank: Clearing house loan certificates in the banking panic of 1907," Journal of Financial Stability, Elsevier, vol. 8(4), pages 277-291.
  11. Lester Benjamin, 2009. "Settlement Systems," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-35, May.
  12. Mohammad M Rahaman, 2016. "Chinese import competition and the provisions for external debt financing in the US," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(8), pages 898-928, October.
  13. Charles M. Kahn & William Roberds, 2009. "Payments Settlement: Tiering in Private and Public Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
  14. Jon R. Moen & Ellis W. Tallman, 2007. "Liquidity creation without a lender of last resort: clearinghouse loan certificates in the Banking Panic of 1907," FRB Atlanta Working Paper 2006-23, Federal Reserve Bank of Atlanta.
  15. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 875, Banco de la Republica de Colombia.
  16. Morten L. Bech & Rodney J. Garratt, 2012. "Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
  17. Soramäki, Kimmo & Bech, Morten L. & Arnold, Jeffrey & Glass, Robert J. & Beyeler, Walter E., 2007. "The topology of interbank payment flows," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 317-333.
  18. Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.
  19. Eisenbach, Thomas M. & Kovner, Anna & Lee, Michael Junho, 2022. "Cyber risk and the U.S. financial system: A pre-mortem analysis," Journal of Financial Economics, Elsevier, vol. 145(3), pages 802-826.
  20. Gara Afonso & Hyun Song Shin, 2011. "Precautionary Demand and Liquidity in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 589-619, October.
  21. Luca Arciero & Claudia Biancotti & Leandro D'Aurizio & Claudio Impenna, 2009. "Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 12(1), pages 1-2.
  22. Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May.
  23. Lacker, Jeffrey M., 2004. "Payment system disruptions and the federal reserve following September 11, 2001," Journal of Monetary Economics, Elsevier, vol. 51(5), pages 935-965, July.
  24. Rodney J. Garratt & Zhentong Lu & Phoebe Tian, 2023. "How Banks Create Gridlock to Save Liquidity in Canada's Large Value Payment System," Staff Working Papers 23-26, Bank of Canada.
  25. Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
  26. Beyeler, Walter E. & Glass, Robert J. & Bech, Morten L. & Soramäki, Kimmo, 2007. "Congestion and cascades in payment systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 693-718.
  27. Morten L. Bech & Antoine Martin & James J. McAndrews, 2012. "Settlement liquidity and monetary policy implementation—lessons from the financial crisis," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Mar), pages 3-20.
  28. Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
  29. Arvind Krishnamurthy, 2010. "Amplification Mechanisms in Liquidity Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 1-30, July.
  30. Todd Keister & Antoine Martin & James J. McAndrews, 2008. "Divorcing money from monetary policy," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 41-56.
  31. Neville Arjani, 2006. "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers 06-20, Bank of Canada.
  32. Anneke Kosse & Zhentong Lu, 2022. "Transmission of Cyber Risk Through the Canadian Wholesale Payment System," Staff Working Papers 22-23, Bank of Canada.
  33. Constanza Martínez & Freddy Cepeda, 2016. "Free-riding on Liquidity in the Colombian LVPS," Borradores de Economia 977, Banco de la Republica de Colombia.
  34. Hellqvist, Matti & Laine, Tatu (ed.), 2012. "Diagnostics for the financial markets: computational studies of payment system: Simulator Seminar Proceedings 2009-2011," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_045, July.
  35. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," NBER Working Papers 9956, National Bureau of Economic Research, Inc.
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