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Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation
16 references·1 citing·41 second hopsampled
Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation (2013)Bank Liquidity Hoarding and the Financial…Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis (2012)Precautionary Hoarding of Liq…The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market (2011)The Evolution of a Financial …Precautionary Reserves and the Interbank Market (2011)Precautionary Reserves and th…Liquidity risk management and credit supply in the financial crisis (2011)Liquidity risk management and…A model of liquidity hoarding and term premia in inter-bank markets (2011)A model of liquidity hoarding…Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Liquidity Hoarding and Interb…Information, Liquidity, and the (Ongoing) Panic of 2007 (2009)Information, Liquidity, and t…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Bank Liquidity Creation (2009)Bank Liquidity CreationBank lending during the financial crisis of 2008 (2009)Bank lending during the finan…The Role of Liquidity in Financial Crises (2008)The Role of Liquidity in Fina…Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (2007)Managing Bank Liquidity Risk:…Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Deposit insurance, bank regulation, and financial system risks (2006)Deposit insurance, bank regul…Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market (2006)Banks' Advantage in Hedging L…Financial Contagion (2000)Financial ContagionEntangling Credit and Funding Shocks in Interbank Markets (2016)Entangling Credit and Funding…Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Common risk factors in the returns on stocks and bonds (1993)Bank Capital and Value in the Cross-Section (2010)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Option pricing: A simplified approach (1979)Explaining the Rate Spread on Corporate Bonds (2001)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Attributing Systemic Risk to Individual Institutions (2010)Measuring the systemic importance of interconnected banks (2013)The real effects of financial constraints: Evidence from a financial crisis (2010)Securitized banking and the run on repo (2011)Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007–2009 Crisis (2013)Sizing Up Repo (2014)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Journal of monetary economics (1987)Maxmin expected utility with non-unique prior (1989)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Neglected risks, financial innovation, and financial fragility (2011)Contagion in Financial Networks (2016)Determinants of corporate borrowing (1977)Credit Rationing in Markets with Imperfect Information (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)Illiquidity and All Its Friends (2011)Liquidity hoarding and interbank market rates: The role of counterparty risk (2015)Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel (2016)Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)A Crisis of Banks as Liquidity Providers (2014)Supply chain finance: a literature review (2016)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)What's different about banks? (1985)Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations (2009)Stock Market Declines and Liquidity (2010)Renegotiation of financial contracts: Evidence from private credit agreements (2009)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Systemic Risk and Stability in Financial Networks (2015)
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References

  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2009Bank Liquidity Creation1,308 cited
  • 2011Liquidity risk management and credit supply in the financial crisis1,201 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 2006Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market611 cited
  • 2011The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market413 cited
  • 2012Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis354 cited
  • 2006Deposit insurance, bank regulation, and financial system risks310 cited
  • 2009Information, Liquidity, and the (Ongoing) Panic of 2007309 cited
  • 2009Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk261 cited
  • 2007Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions246 cited
  • 2011A model of liquidity hoarding and term premia in inter-bank markets224 cited
  • 2011Precautionary Reserves and the Interbank Market

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193 cited
  • 2008The Role of Liquidity in Financial Crises138 cited
  • Cited by

    • 2016Entangling Credit and Funding Shocks in Interbank Markets31 cited