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Monetary Policy and Leverage Shocks
16 references·1 citing·45 second hop
Monetary Policy and Leverage Shocks (2016)Monetary Policy and Leverage ShocksFinancial Intermediaries and the Cross‐Section of Asset Returns (2014)Financial Intermediaries and …Intermediary Asset Pricing (2013)Intermediary Asset PricingComplexity, concentration and contagion (2011)Complexity, concentration and…Contagion in financial networks (2010)Contagion in financial networ…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageWhat are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation forecast targeting:…The Limits of Arbitrage (1995)The Limits of ArbitrageInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Financial intermediary leverage and monetary policy transmission (2022)Financial intermediary levera…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)Monetary Policy and Asset Price Volatility (2000)Open-Economy Inflation Targeting (2000)Monetary Policy Rules Based on Real-Time Data (2001)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2008Liquidity and leverage2,557 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2010Contagion in financial networks1,143 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns847 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7

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  • 2022Financial intermediary leverage and monetary policy transmission14 cited