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The Liquidity Coverage Ratio and security prices
16 references·4 citing·57 second hopsampled
The Liquidity Coverage Ratio and security prices (2016)The Liquidity Coverage Ratio and security…The Liquidity Premium of Near-Money Assets* (2016)The Liquidity Premium of Near…How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act (2015)How do insured deposits affec…Tracking Global Demand for Advanced Economy Sovereign Debt (2014)Tracking Global Demand for Ad…Collateralization, Bank Loan Rates, and Monitoring (2014)Collateralization, Bank Loan …Money and liquidity in financial markets (2013)Money and liquidity in financ…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Liquidity, Monetary Policy, and the Financial Crisis: A New Monetarist Approach (2012)Liquidity, Monetary Policy, a…Two Monetary Tools: Interest Rates and Haircuts (2010)Two Monetary Tools: Interest …Asset prices and liquidity in an exchange economy (2010)Asset prices and liquidity in…Microeconometrics of Banking Methods, Applications, and Results (2009)Microeconometrics of Banking …Liquidity in Asset Markets With Search Frictions (2009)Liquidity in Asset Markets Wi…Liquidity and Asset Prices (2006)Liquidity and Asset PricesHow the Eurosystem's Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and What to Do About it) (2005)How the Eurosystem's Treatmen…A Unified Framework for Monetary Theory and Policy Analysis (2005)A Unified Framework for Monet…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Two Monetary Tools: Interest-Rates and HaircutsTwo Monetary Tools: Interest-…A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory (2022)A Dilemma between Liquidity R…The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations (2020)The Effects of Liquidity Regu…Liquidity Risk Management in Islamic Banks: Evidences from Malaysia (2019)Liquidity Risk Management in …Covered interest rate parity, relative funding liquidity and cross-currency repos (2019)Covered interest rate parity,…Perfect Equilibrium in a Bargaining Model (1982)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Course in Game Theory (1994)Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality (2014)Liquidity: A New Monetarist Perspective (2017)The federal funds rate and the channels of monetary transmission (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Exchange Rates, Interest Rates, and the Risk Premium (2016)An intertemporal CAPM with stochastic volatility (2018)Banking on Deposits: Maturity Transformation without Interest Rate Risk (2021)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)American Economic Review (2019)Banks, Liquidity Management, and Monetary Policy (2022)Should Central Banks Issue Digital Currency? (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)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)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Recursive Methods in Economic Dynamics (1989)A Model of Money and Credit, with Application to the Credit Card Debt Puzzle (2008)Money and capital (2011)Liquidity and the Threat of Fraudulent Assets (2012)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Valuation in Over-the-Counter Markets (2007)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Does Earnings Quality Affect Information Asymmetry? Evidence from Trading Costs* (2012)Legal Determinants of External Finance (1997)Law and Finance (1998)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)How collateral laws shape lending and sectoral activity (2016)Bank monitoring: Evidence from syndicated loans (2020)Does bankruptcy law improve the fate of distressed firms? The role of credit channels (2020)Optimal fiscal and monetary policy in an economy without capital (1983)Indivisible labor and the business cycle (1985)Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)The Econometrics of DSGE Models (2009)Some simple bitcoin economics (2019)CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)The global saving glut and the U.S. current account deficit (2005)Staff Guidance Note for Public Debt Sustainability Analysis in Market-Access Countries (2013)Exchange Rates and Sovereign Risk (2021)A cross-country database of fiscal space (2022)
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References

  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2005A Unified Framework for Monetary Theory and Policy Analysis1,525 cited
  • 2006Liquidity and Asset Prices821 cited
  • 2016The Liquidity Premium of Near-Money Assets*445 cited
  • 2009Liquidity in Asset Markets With Search Frictions397 cited
  • 2014Collateralization, Bank Loan Rates, and Monitoring286 cited
  • 2010Asset prices and liquidity in an exchange economy236 cited
  • 2012Liquidity, Monetary Policy, and the Financial Crisis: A New Monetarist Approach229 cited
  • 2014Tracking Global Demand for Advanced Economy Sovereign Debt165 cited
  • 2009Microeconometrics of Banking Methods, Applications, and Results156 cited
  • 2010Two Monetary Tools: Interest Rates and Haircuts138 cited
  • n.d.Two Monetary Tools: Interest-Rates and Haircuts101 cited
  • 2015How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act101 cited
  • 2005How the Eurosystem's Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and What to Do About it)88 cited

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  • 2013Money and liquidity in financial markets83 cited
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    • 2022A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory23 cited
    • 2020The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations21 cited
    • 2019Liquidity Risk Management in Islamic Banks: Evidences from Malaysia17 cited
    • 2019Covered interest rate parity, relative funding liquidity and cross-currency repos10 cited