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Intermediary Asset Pricing
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Cited by:
- Opp, Marcus & Harris, Milton & Opp, Christian, 2020.
"The aggregate demand for bank capital,"
CEPR Discussion Papers
14524, C.E.P.R. Discussion Papers.
- Milton Harris & Christian Opp & Marcus Opp, 2020. "The Aggregate Demand for Bank Capital," NBER Working Papers 27858, National Bureau of Economic Research, Inc.
- Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2018. "A Measure of Risk Appetite for the Macroeconomy," NBER Working Papers 24529, National Bureau of Economic Research, Inc.
- Matyska, Branka, 2021. "Salience, systemic risk and spectral risk measures as capital requirements," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Mohammad (Vahid) Irani & Hugh Hoikwang Kim, 2023. "The consequences of non‐trading institutional investors," Financial Management, Financial Management Association International, vol. 52(3), pages 433-481, September.
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Hengjie Ai & Jun E Li & Kai Li & Christian Schlag, 2020.
"The Collateralizability Premium,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(12), pages 5821-5855.
- Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019. "The collateralizability premium," SAFE Working Paper Series 264, Leibniz Institute for Financial Research SAFE.
- Valentin Haddad & Tyler Muir, 2021. "Do Intermediaries Matter for Aggregate Asset Prices?," Journal of Finance, American Finance Association, vol. 76(6), pages 2719-2761, December.
- Miho Sunaga, 2017. "Capital Adequacy Requirements and Financial Frictions in a Neoclassical Growth Model," Discussion Papers in Economics and Business 17-21, Osaka University, Graduate School of Economics.
- Tobias Adrian & Nina Boyarchenko, 2013.
"Intermediary balance sheets,"
Staff Reports
651, Federal Reserve Bank of New York.
- Nina Boyarchenko & Tobias Adrian, 2015. "Intermediary Balance Sheets," 2015 Meeting Papers 239, Society for Economic Dynamics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017.
"The Deposits Channel of Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
- R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó, 2022.
"Uncertainty Shocks, Capital Flows, and International Risk Spillovers,"
Staff Reports
1016, Federal Reserve Bank of New York.
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queralto, 2022. "Uncertainty Shocks, Capital Flows, and International Risk Spillovers," NBER Working Papers 30026, National Bureau of Economic Research, Inc.
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó, 2022. "Uncertainty Shocks, Capital Flows, and International Risk Spillovers," Staff Reports 1016, Federal Reserve Bank of New York.
- Mittnik, Stefan & Semmler, Willi, 2013.
"The real consequences of financial stress,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
- Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020.
"The (Unintended?) consequences of the largest liquidity injection ever,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016. "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series 31, European Systemic Risk Board.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
- Miguel Faria-e-Castro & Luis Fonseca & Matteo Crosignani, 2016. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," 2016 Meeting Papers 43, Society for Economic Dynamics.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
- Görtz, Christoph & Yeromonahos, Mallory, 2022.
"Asymmetries in risk premia, macroeconomic uncertainty and business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Christoph Görtz & Mallory Yeromonahos, 2019. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," CESifo Working Paper Series 7959, CESifo.
- Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," Working Paper series 21-25, Rimini Centre for Economic Analysis.
- Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," CAMA Working Papers 2021-101, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- van Binsbergen, Jules H. & Diamond, William F. & Grotteria, Marco, 2022.
"Risk-free interest rates,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 1-29.
- van Binsbergen, Jules & Diamond, William & Grotteria, Marco, 2019. "Risk-Free Interest Rates," CEPR Discussion Papers 13899, C.E.P.R. Discussion Papers.
- Jules H. van Binsbergen & William F. Diamond & Marco Grotteria, 2019. "Risk-Free Interest Rates," NBER Working Papers 26138, National Bureau of Economic Research, Inc.
- Hall, R.E., 2016.
"Macroeconomics of Persistent Slumps,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2131-2181,
Elsevier.
- Robert E. Hall, 2016. "Macroeconomics of Persistent Slumps," NBER Working Papers 22230, National Bureau of Economic Research, Inc.
- Santos, Tano & Veronesi, Pietro, 2022. "Leverage," Journal of Financial Economics, Elsevier, vol. 145(2), pages 362-386.
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019.
"Exchange Rate Reconnect,"
NBER Working Papers
26046, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020. "Exchange Rate Reconnect," CEPR Discussion Papers 13869, C.E.P.R. Discussion Papers.
- David L. Dicks & James R. Garven, 2022. "Asymmetric information and insurance cycles," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 449-474, June.
- Wang, Baolian, 2019. "The cash conversion cycle spread," Journal of Financial Economics, Elsevier, vol. 133(2), pages 472-497.
- Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018. "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers 25040, National Bureau of Economic Research, Inc.
- Robin Greenwood & Samuel G. Hanson, 2011. "Issuer Quality and the Credit Cycle," NBER Working Papers 17197, National Bureau of Economic Research, Inc.
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2020.
"Procyclical leverage in Europe and its role in asset pricing,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2019. "Procyclical leverage in Europe and its role in asset pricing," Discussion Papers 10/2019, Deutsche Bundesbank.
- Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Adrian, Tobias & Boyarchenko, Nina, 2018.
"Liquidity policies and systemic risk,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 45-60.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.
- Adrian, Tobias & Boyarchenko, Nina, 2017. "Liquidity Policies and Systemic Risk," CEPR Discussion Papers 12247, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Tobias Adrian, 2014. "Liquidity Policies and Systemic Risk," 2014 Meeting Papers 720, Society for Economic Dynamics.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity Policies and Systemic Risk," Liberty Street Economics 20140417, Federal Reserve Bank of New York.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Ricardo J Caballero & Alp Simsek, 2021.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers 27044, National Bureau of Economic Research, Inc.
- Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016.
"The Financial Stability Dark Side of Monetary Policy,"
BCAM Working Papers
1601, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017. "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers) 1121, Bank of Italy, Economic Research and International Relations Area.
- Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
- Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016.
"Phasing out the GSEs,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2015. "Phasing Out the GSEs," NBER Working Papers 21626, National Bureau of Economic Research, Inc.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2015. "Phasing out the GSEs," 2015 Meeting Papers 977, Society for Economic Dynamics.
- Robin Greenwood & Samuel G. Hanson, 2013.
"Issuer Quality and Corporate Bond Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1483-1525.
- Robin Greenwood & Samuel G. Hanson, 2010. "Issuer Quality and Corporate Bond Returns," Harvard Business School Working Papers 11-065, Harvard Business School.
- Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
- Goldstein, Itay & Razin, Assaf, 2015.
"Three Branches of Theories of Financial Crises,"
Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
- Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
- Jeanne, Olivier & Korinek, Anton, 2019.
"Managing credit booms and busts: A Pigouvian taxation approach,"
Journal of Monetary Economics, Elsevier, vol. 107(C), pages 2-17.
- Olivier Jeanne & Anton Korinek, 2010. "Managing Credit Booms and Busts: A Pigouvian Taxation Approach," NBER Working Papers 16377, National Bureau of Economic Research, Inc.
- Jeanne, O. & Korinek, A., 2010. "Managing Credit Booms and Busts : A Pigouvian Taxation Approach," Other publications TiSEM 045ab049-f4e4-428e-8495-1, Tilburg University, School of Economics and Management.
- Olivier Jeanne & Anton Korinek, 2010. "Managing Credit Booms and Busts: A Pigouvian Taxation Approach," Working Paper Series WP10-12, Peterson Institute for International Economics.
- Jeanne, O. & Korinek, A., 2010. "Managing Credit Booms and Busts : A Pigouvian Taxation Approach," Discussion Paper 2010-108S, Tilburg University, Center for Economic Research.
- Jeanne, O. & Korinek, A., 2010. "Managing Credit Booms and Busts : A Pigouvian Taxation Approach," Other publications TiSEM 8593f3f8-b0cb-48d2-b7e1-9, Tilburg University, School of Economics and Management.
- Jeanne, Olivier & Korinek, Anton, 2010. "Managing Credit Booms and Busts: A Pigouvian Taxation Approach," CEPR Discussion Papers 8015, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- Villacorta, Alonso, 2018. "Business cycles and the balance sheets of the financial and non-financial sectors," ESRB Working Paper Series 68, European Systemic Risk Board.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal Mccann, 2022.
"The Anatomy of the Transmission of Macroprudential Policies,"
Journal of Finance, American Finance Association, vol. 77(5), pages 2533-2575, October.
- Acharya, Viral & Bergant, Katharina & Crosignani, Matteo & Eisert, Tim & McCann, Fergal, 2020. "The Anatomy of the Transmission of Macroprudential Policies," CEPR Discussion Papers 14959, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," NBER Working Papers 27292, National Bureau of Economic Research, Inc.
- Stefania D'Amico & Tim Seida, 2020. "Unexpected Supply Effects of Quantitative Easing and Tightening," Working Paper Series WP-2020-17, Federal Reserve Bank of Chicago.
- Herrenbrueck, Lucas, 2014.
"Quantitative Easing and the Liquidity Channel of Monetary Policy,"
MPRA Paper
70686, University Library of Munich, Germany, revised 10 Apr 2016.
- Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
- Lucas Herrenbrueck, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012.
"Self-Fulfilling Risk Panics,"
American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
- Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
- Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
- Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
- Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
- Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
- Liao, Gordon Y., 2020.
"Credit migration and covered interest rate parity,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
- Gordon Y. Liao, 2016. "Credit Migration and Covered Interest Rate Parity," Working Paper 468601, Harvard University OpenScholar.
- Gordon Y. Liao, 2019. "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers 1255, Board of Governors of the Federal Reserve System (U.S.).
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2013. "The ins and outs of LSAPs," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City.
- Kai Li & Chenjie Xu, 2023. "Asset pricing with a financial sector," Financial Management, Financial Management Association International, vol. 52(1), pages 67-95, March.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2021. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1091-1143, June.
- Christopher Anderson, 2021. "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series 2021-015, Board of Governors of the Federal Reserve System (U.S.).
- Meradj Morteza Pouraghdam, 2016. "Three essays on the role of frictions in the economy [Trois essais sur le rôle du désaccord en économie]," SciencePo Working papers Main tel-03498781, HAL.
- Aramonte, Sirio & Szerszeń, Paweł J., 2020. "Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets," Journal of Financial Markets, Elsevier, vol. 51(C).
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2019.
"Credit Supply and the Housing Boom,"
Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1317-1350.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2014. "Credit Supply and the Housing Boom," Working Paper Series WP-2014-21, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2015. "Credit Supply and the Housing Boom," NBER Working Papers 20874, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2015. "Credit Supply and the Housing Boom," Liberty Street Economics 20150420, Federal Reserve Bank of New York.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2015. "Credit supply and the housing boom," Staff Reports 709, Federal Reserve Bank of New York.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2015. "Credit Supply and the Housing Boom," CEPR Discussion Papers 10358, C.E.P.R. Discussion Papers.
- Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2014. "Credit Supply and the Housing Boom," 2014 Meeting Papers 766, Society for Economic Dynamics.
- Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021.
"Financial Fragility with SAM?,"
Journal of Finance, American Finance Association, vol. 76(2), pages 651-706, April.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.
- Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios, 2024.
"Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 636-669.
- Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023. "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers 34837, University of Essex, Essex Business School.
- Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020. "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016.
"Securities trading by banks and credit supply: Micro-evidence from the crisis,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 569-594.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R. Tous, 2015. "Securities trading by banks and credit supply: Micro-evidence from the crisis," Economics Working Papers 1654, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & R.-Tous, Francesc, 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," EconStor Preprints 216791, ZBW - Leibniz Information Centre for Economics.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," ESRB Working Paper Series 5, European Systemic Risk Board.
- John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
- Javier Donna & Andre Trindade & Pedro Pereira & Tiago Pires, 2018.
"Measuring the Welfare of Intermediation in Vertical Markets,"
2018 Meeting Papers
984, Society for Economic Dynamics.
- Donna, Javier D. & Pereira, Pedro & Pires, Tiago & Trindade, Andre, 2018. "Measuring the Welfare of Intermediation in Vertical Markets," MPRA Paper 90240, University Library of Munich, Germany.
- Javier D. Donna & Pedro Pereira & Tiago Pires & André Trindade, 2018. "Measuring the Welfare of Intermediation in Vertical Markets," GEE Papers 00103, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2018.
- Jukka Isohätälä & Feodor Kusmartsev & Alistair Milne & Donald Robertson, 2015.
"Leverage Constraints and Real Interest Rates,"
Manchester School, University of Manchester, vol. 83, pages 83-109, December.
- Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014. "Leverage constraints and real interest rates," Bank of Finland Research Discussion Papers 27/2014, Bank of Finland.
- Denis Gromb & Dimitri Vayanos, 2018.
"The Dynamics of Financially Constrained Arbitrage,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
- Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
- Gabriel Chodorow‐Reich & Antonio Falato, 2022.
"The Loan Covenant Channel: How Bank Health Transmits to the Real Economy,"
Journal of Finance, American Finance Association, vol. 77(1), pages 85-128, February.
- Gabriel Chodorow-Reich & Antonio Falato, 2017. "The Loan Covenant Channel: How Bank Health Transmits to the Real Economy," NBER Working Papers 23879, National Bureau of Economic Research, Inc.
- Joseph G. Haubrich, 2020.
"How Cyclical Is Bank Capital?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers (Old Series) 1504, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers 15-04R, Federal Reserve Bank of Cleveland.
- Atkeson, Andrew G. & Eisfeldt, Andrea L. & Weill, Pierre-Olivier, 2017.
"Measuring the financial soundness of U.S. firms, 1926–2012,"
Research in Economics, Elsevier, vol. 71(3), pages 613-635.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the Financial Soundness of U.S. Firms, 1926-2012," NBER Working Papers 19204, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the financial soundness of U.S. firms, 1926-2012," Staff Report 484, Federal Reserve Bank of Minneapolis.
- Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
- Werner, Maximilian, 2023. "Occasionally binding liquidity constraints and macroeconomic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Daniel Barth & Phillip Monin, 2020. "Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds," Working Papers 20-03, Office of Financial Research, US Department of the Treasury.
- Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2018.
"International credit supply shocks,"
Journal of International Economics, Elsevier, vol. 112(C), pages 219-237.
- Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017. "International Credit Supply Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2017, National Bureau of Economic Research, Inc.
- Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2017. "International credit supply shocks," Bank of England working papers 680, Bank of England.
- Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017. "International Credit Supply Shocks," NBER Working Papers 23841, National Bureau of Economic Research, Inc.
- Rebucci, Alessandro & Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2017. "International Credit Supply Shocks," CEPR Discussion Papers 12501, C.E.P.R. Discussion Papers.
- Sebastian Di Tella, 2018. "A Neoclassical Theory of Liquidity Traps," 2018 Meeting Papers 96, Society for Economic Dynamics.
- Cao, Dan & Lorenzoni, Guido & Walentin, Karl, 2019.
"Financial frictions, investment, and Tobin’s q,"
Journal of Monetary Economics, Elsevier, vol. 103(C), pages 105-122.
- Guido Lorenzoni & Karl Walentin, 2006. "Financial Frictions, Investment and Tobin's q," 2006 Meeting Papers 844, Society for Economic Dynamics.
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