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Repos, fire sales, and bankruptcy policy
16 references·2 citing·48 second hop
Repos, fire sales, and bankruptcy policy (2014)Repos, fire sales, and bankruptcy policySizing Up Repo (2014)Sizing Up RepoRepo Runs (2014)Repo RunsTransaction Consistency and the New Finance in Bankruptcy (2012)Transaction Consistency and t…Repo and Securities Lending (2012)Repo and Securities LendingA Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements (2012)A Dialogue on the Costs and B…The role of institutional investors in propagating the crisis of 2007–2008 (2011)The role of institutional inv…Should Derivatives be Privileged in Bankruptcy? (2011)Should Derivatives be Privile…Securitized banking and the run on repo (2011)Securitized banking and the r…Fire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…Explaining asset pricing puzzles associated with the 1987 market crash (2011)Explaining asset pricing puzz…The Squam Lake Report: Fixing the Financial System* (2010)The Squam Lake Report: Fixing…Regulating the Shadow Banking System (2010)Regulating the Shadow Banking…Inefficient Credit Booms (2008)Inefficient Credit BoomsUnderstanding Financial Crises (2007)Understanding Financial CrisesPayment Intermediation and the Origins of Banking (2006)Payment Intermediation and th…Matching, Search, and Heterogeneity (2001)Matching, Search, and Heterog…A theory of repurchase agreements, collateral re-use, and repo intermediation (2019)A theory of repurchase agreem…Resaleable debt and systemic risk (2017)Resaleable debt and systemic …A Monetary History of the United States 1867-1960 (1964)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Model of Shadow Banking (2013)Macro-prudential policies to mitigate financial system vulnerabilities (2013)The Growth of Finance (2013)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Credit Cycles (1997)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)The Leverage Cycle (2010)CoVaR (2011)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Repo Runs: Evidence from the Tri‐Party Repo Market (2014)Banks as patient fixed-income investors (2015)Treasury inconvenience yields during the COVID-19 crisis (2021)The equity premium: A puzzle (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Limits of Arbitrage (1995)Why Do Borrowers Make Mortgage Refinancing Mistakes? (2015)Parameter Learning in General Equilibrium: The Asset Pricing Implications (2016)Micro Data and Macro Technology (2021)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Economics of Structured Finance (2009)How likely is contagion in financial networks? (2014)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)Continuous Auctions and Insider Trading (1985)Illiquidity and stock returns: cross-section and time-series effects (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Mutual Funds (2014)An Overview of Macroprudential Policy Tools (2015)Institutional herding and its price impact: Evidence from the corporate bond market (2018)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Systemic risk in clearing houses: Evidence from the European repo market (2017)Credit booms, financial crises, and macroprudential policy (2020)Global syndicated lending during the COVID-19 pandemic (2021)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)Bubbles, Financial Crises, and Systemic Risk (2013)Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy (2015)Credit Supply and the Price of Housing (2015)Contingent Capital with a Capital-Ratio Trigger (2012)Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View (2016)Grey matter in shadow banking: international organizations and expert strategies in global financial governance (2016)
this work references cited by second hop

References

  • 2011Securitized banking and the run on repo1,708 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2008Inefficient Credit Booms804 cited
  • 2007Understanding Financial Crises630 cited
  • 2010Regulating the Shadow Banking System570 cited
  • 2014Sizing Up Repo373 cited
  • 2011The role of institutional investors in propagating the crisis of 2007–2008317 cited
  • 2011Explaining asset pricing puzzles associated with the 1987 market crash229 cited
  • 2010The Squam Lake Report: Fixing the Financial System*152 cited
  • 2014Repo Runs116 cited
  • 2001Matching, Search, and Heterogeneity98 cited
  • 2012Repo and Securities Lending90 cited
  • 2012A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements82 cited
  • 2011Should Derivatives be Privileged in Bankruptcy?65 cited
  • 2012Transaction Consistency and the New Finance in Bankruptcy53 cited
  • 2006Payment Intermediation and the Origins of Banking44 cited

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  • 2019A theory of repurchase agreements, collateral re-use, and repo intermediation58 cited
  • 2017Resaleable debt and systemic risk24 cited