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Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds
[Dealer financial conditions and lender-of-last-resort facilities]
Citations
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Cited by:
- Wang, Wenhao & Lin, Zhitao & Hu, Bing, 2023. "Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies," Finance Research Letters, Elsevier, vol. 53(C).
- Huberto M. Ennis & Jeffrey M. Lacker & John A. Weinberg, 2023.
"Money Market Fund Reform: Dealing with the Fundamental Problem,"
JRFM, MDPI, vol. 16(1), pages 1-14, January.
- Huberto M. Ennis & Jeffrey M. Lacker & John A. Weinberg, 2022. "Money Market Fund Reform: Dealing with the Fundamental Problem," Working Paper 22-08, Federal Reserve Bank of Richmond.
- Ross Levine & Chen Lin & Mingzhu Tai & Wensi Xie, 2021.
"How Did Depositors Respond to COVID-19? [A crisis of banks as liquidity providers],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5438-5473.
- Ross Levine & Chen Lin & Mingzhu Tai & Wensi Xie, 2020. "How Did Depositors Respond to COVID-19?," NBER Working Papers 27964, National Bureau of Economic Research, Inc.
- Ling, Aifan & Huang, Xinrui & Ling, Boya (Vivye), 2022. "Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman, 2024.
"The Financial Stability Implications of Digital Assets,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 30(2), pages 1-48, November.
- Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman, 2022. "The Financial Stability Implications of Digital Assets," Staff Reports 1034, Federal Reserve Bank of New York.
- Garth Baughman & Francesca Carapella & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis, 2022. "The Financial Stability Implications of Digital Assets," Finance and Economics Discussion Series 2022-058, Board of Governors of the Federal Reserve System (U.S.).
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
- Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
- Itay Goldstein & Ralph S J Koijen & Holger M Mueller, 2021. "COVID-19 and Its Impact on Financial Markets and the Real Economy [A model of endogenous risk intolerance and LSAPs: Asset prices and aggregate demand in a “COVID-19” shock]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5135-5148.
- Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023. "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 54(C).
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023.
"Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?,"
Staff Reports
1073, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Working Papers 23-11, Federal Reserve Bank of Boston.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers SRA 23-02, Federal Reserve Bank of Boston, revised 26 Mar 2024.
- Rafael Matta & Enrico Perotti, 2024. "Pay, Stay, or Delay? How to Settle a Run," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1368-1407.
- Francesca Carapella & Jin-Wook Chang & Sebastian Infante & Melissa Leistra & Arazi Lubis & Alexandros Vardoulakis, 2024. "Financial Stability Implications of CBDC," Finance and Economics Discussion Series 2024-021, Board of Governors of the Federal Reserve System (U.S.).
- Panetti, Ettore, 2022. "Banks’ liquidity provision and panic runs with recursive preferences," Finance Research Letters, Elsevier, vol. 47(PA).
- Wang, Wei & Li, Lin, 2024. "Digital payment, money market fund and investment behavior," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023.
"Non-bank financial intermediaries and financial stability,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170,
Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022. "Non-bank Financial Intermediaries and Financial Stability," CEPR Discussion Papers 16962, C.E.P.R. Discussion Papers.
- Li, Pan & Chen, Kecai & Zhu, Xiaoneng, 2024. "Extreme Sentiment and Jumps in Analyst Forecast Dispersion," Finance Research Letters, Elsevier, vol. 62(PA).
- Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022.
"Money Market Fund Vulnerabilities: A Global Perspective,"
Finance and Economics Discussion Series
2022-012, Board of Governors of the Federal Reserve System (U.S.).
- Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022. "Money Market Fund Vulnerabilities: A Global Perspective," Staff Reports 1009, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & John Levin & Lina Lu & Antoine Malfroy-Camine & Nico Oefele, 2025. "Are retail prime money market fund investors increasingly more sensitive to stress events?," Supervisory Research and Analysis Notes, Federal Reserve Bank of Boston, issue 2025-01, pages 1-15, January.
- Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.
- Yuteng Cheng & Roberto Robatto, 2024. "Fire Sales and Liquidity Requirements," Staff Working Papers 24-18, Bank of Canada.
- Antoine Baena & Thomas Garcia, 2023. "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers 914, Banque de France.
- Anbil, Sriya & Carlson, Mark & Styczynski, Mary-Frances, 2023. "The effect of the Federal Reserve’s lending facility on PPP lending by commercial banks," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2024. "You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform," Journal of International Economics, Elsevier, vol. 147(C).
- Huang, Xuesong, 2024. "Sophisticated banking contracts and fragility when withdrawal information is public," Theoretical Economics, Econometric Society, vol. 19(1), January.
- Xiaole Tong & Jingfei Wang, 2023. "Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-7.
- Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).