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A Model of Monetary Policy and Risk Premia
16 references·2 citing·39 second hop
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this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited

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  • 2013Risk Shocks1,342 cited
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    • 2022Intermediary Balance Sheets and the Treasury Yield Curve26 cited
    • 2015Inflation targeting and financial stability: providing policymakers with relevant information16 cited