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The price of liquidity: The effects of market conditions and bank characteristics
16 references·11 citing·38 second hop
The price of liquidity: The effects of market conditions and bank characteristics (2011)The price of liquidity: The effects of ma…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Does function follow organiza…Financial Intermediaries and Markets (2004)Financial Intermediaries and …An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Empirical Analysis of Stoc…Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Small Business Credit Availab…Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Banks as Liquidity Providers:…Common factors in prices, order flows, and liquidity (2001)Common factors in prices, ord…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionCommonality in liquidity (2000)Commonality in liquidityGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…A model of reserves, bank runs, and deposit insurance (1980)A model of reserves, bank run…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Reservation Rates in Interbank Money Markets (2023)Reservation Rates in Interban…The Interest of Being Eligible (2021)The Interest of Being EligibleMonetary Policy and Bank Liquidity Creation: Does Bank Size Matter? (2021)Monetary Policy and Bank Liqu…Does the lack of financial stability impair the transmission of monetary policy? (2020)Does the lack of financial st…CoCo issuance and bank fragility (2020)CoCo issuance and bank fragil…Liquidity Risk and Funding Cost (2019)Liquidity Risk and Funding Co…A dynamic network model of the unsecured interbank lending market (2018)A dynamic network model of th…Re‐Use of Collateral in the Repo Market (2016)Re‐Use of Collateral in the R…Identifying central bank liquidity super-spreaders in interbank funds networks (2016)Identifying central bank liqu…The role of interbank relationships and liquidity needs (2015)The role of interbank relatio…Money and liquidity in financial markets (2013)Money and liquidity in financ…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)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)Rethinking Bank Regulation: Till Angels Govern (2005)A more complete conceptual framework for SME finance (2006)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)A Monetary History of the United States, 1867-1960 (2017)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Market Liquidity and Trading Activity (2001)Market liquidity as a sentiment indicator (2004)Do liquidity measures measure liquidity?☆ (2009)The Nature of the Firm (1937)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Specification Tests in Econometrics (1978)Distance, Lending Relationships, and Competition (2005)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Renegotiation of financial contracts: Evidence from private credit agreements (2009)Securitized banking and the run on repo (2011)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)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)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)A Theory of Bank Capital (2000)Bank Liquidity Creation (2009)How does capital affect bank performance during financial crises? (2013)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2002Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure1,888 cited
  • 2005Does function follow organizational form? Evidence from the lending practices of large and small banks1,888 cited
  • 2000Commonality in liquidity1,748 cited
  • 2002Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking1,447 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 1980A model of reserves, bank runs, and deposit insurance1,069 cited
  • 2001Common factors in prices, order flows, and liquidity1,067 cited
  • 2004An Empirical Analysis of Stock and Bond Market Liquidity

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900 cited
  • 2004Financial Intermediaries and Markets759 cited
  • Cited by

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    • 2013Money and liquidity in financial markets83 cited
    • 2020CoCo issuance and bank fragility71 cited
    • 2018A dynamic network model of the unsecured interbank lending market63 cited
    • 2016Identifying central bank liquidity super-spreaders in interbank funds networks61 cited
    • 2016Re‐Use of Collateral in the Repo Market53 cited
    • 2015The role of interbank relationships and liquidity needs52 cited
    • 2021The Interest of Being Eligible38 cited
    • 2019Liquidity Risk and Funding Cost33 cited
    • 2023Reservation Rates in Interbank Money Markets32 cited
    • 2021Monetary Policy and Bank Liquidity Creation: Does Bank Size Matter?31 cited