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Liquidating illiquid collateral
16 references·7 citing·46 second hop
Liquidating illiquid collateral (2013)Liquidating illiquid collateralThe Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Securitized banking and the run on repo (2011)Securitized banking and the r…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageDoes Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…Optimal execution of portfolio transactions (2001)Optimal execution of portfoli…Differential Games in Economics and Management Science (2000)Differential Games in Economi…Optimal control of execution costs (1998)Optimal control of execution …Dynamic Noncooperative Game Theory, 2nd Edition (1998)Dynamic Noncooperative Game T…Optimal Debt Structure and the Number of Creditors (1996)Optimal Debt Structure and th…Market microstructure theory (1995)Market microstructure theoryDynamic noncooperative game theory (1995)Dynamic noncooperative game t…Long-Lived Private Information and Imperfect Competition (1992)Long-Lived Private Informatio…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Dynamic Noncooperative Game Theory (1982)Dynamic Noncooperative Game T…A Theory of Collateral Requirements for Central Counterparties (2022)A Theory of Collateral Requir…Self-Fulfilling Fire Sales: Fragility of Collateralized Short-Term Debt Markets (2020)Self-Fulfilling Fire Sales: F…Collateral, Rehypothecation, and Efficiency (2017)Collateral, Rehypothecation, …The End of the Waterfall: Default Resources of Central Counterparties (2015)The End of the Waterfall: Def…Heterogeneity and Stability: Bolster the Strong, Not the Weak (2014)Heterogeneity and Stability: …Strategic execution in the presence of an uninformed arbitrageur (2012)Strategic execution in the pr…Should Derivatives Be Privileged in Bankruptcy? (2012)Should Derivatives Be Privile…Common stock repurchases (1981)Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism? (1999)Does Algorithmic Trading Improve Liquidity? (2011)60 Years of portfolio optimization: Practical challenges and current trends (2013)Dynamic Trading with Predictable Returns and Transaction Costs (2013)On financial contracting (1979)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Relationship Banking: What Do We Know? (2000)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)The Determinants of Credit Spread Changes (2001)Bank lending during the financial crisis of 2008 (2009)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)The Voracity Effect (1999)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Coalitional game theory for communication networks (2009)Collective Reputation and Quality (2005)Planning Marketing-Mix Strategies in the Presence of Interaction Effects (2005)Lock‐in situations in supply chains: A social exchange theoretic study of sourcing arrangements in buyer–supplier relationships (2008)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1982Dynamic Noncooperative Game Theory4,057 cited
  • 2008Liquidity and leverage2,557 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2001Optimal execution of portfolio transactions1,598 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2000Differential Games in Economics and Management Science1,559 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1996Optimal Debt Structure and the Number of Creditors1,440 cited
  • 1995Market microstructure theory1,305 cited
  • 1998Dynamic Noncooperative Game Theory, 2nd Edition1,185 cited
  • 1995Dynamic noncooperative game theory1,096 cited
  • 1998Optimal control of execution costs1,056 cited
  • 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
  • 1992Long-Lived Private Information and Imperfect Competition802 cited

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2014
Heterogeneity and Stability: Bolster the Strong, Not the Weak
54 cited
  • 2017Collateral, Rehypothecation, and Efficiency43 cited
  • 2012Strategic execution in the presence of an uninformed arbitrageur43 cited
  • 2015The End of the Waterfall: Default Resources of Central Counterparties34 cited
  • 2012Should Derivatives Be Privileged in Bankruptcy?32 cited
  • 2020Self-Fulfilling Fire Sales: Fragility of Collateralized Short-Term Debt Markets30 cited
  • 2022A Theory of Collateral Requirements for Central Counterparties26 cited