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Banking on Deposits: Maturity Transformation Without Interest Rate Risk
9 references·16 citing·46 second hop
Banking on Deposits: Maturity Transformation Without Interest Rate Risk (2017)Banking on Deposits: Maturity Transformat…Measuring Liquidity Mismatch in the Banking Sector (2017)Measuring Liquidity Mismatch …Interest rate derivatives at commercial banks: An empirical investigation (2006)Interest rate derivatives at …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Deposits and Relationship Lending (1999)Deposits and Relationship Len…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking (1999)Banks as Liquidity Providers:…DEPOSITS AND RELATIONSHIP LENDING (1998)DEPOSITS AND RELATIONSHIP LEN…Microeconomics of Banking (1997)Microeconomics of BankingAgency Costs, Collateral, and Business Fluctuations (1986)Agency Costs, Collateral, and…Monetary Policy, Segmentation, and the Term Structure (2024)Monetary Policy, Segmentation…Financial intermediation services and competition analyses: Review and paths forward for improvement (2024)Financial intermediation serv…Social Media as a Bank Run Catalyst (2023)Social Media as a Bank Run Ca…Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs? (2023)Monetary Tightening and U.S. …Implications of Central Bank Digital Currencies for Monetary Policy Transmission (2023)Implications of Central Bank …Deposit Franchise Runs (2023)Deposit Franchise RunsContagion Effects of the Silicon Valley Bank Run (2023)Contagion Effects of the Sili…The Reversal Interest Rate (2022)The Reversal Interest RateThe economics of central bank digital currency (2022)The economics of central bank…Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets (2022)Liquidity Dependence and the …Tax effects on bank liability structure (2021)Tax effects on bank liability…Information Technology and Bank Competition (2021)Information Technology and Ba…Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy (2020)Expansionary Yet Different: C…Regulatory Limits to Risk Management (2019)Regulatory Limits to Risk Man…The Cross Section of Bank Value (2017)The Cross Section of Bank Val…Monetary Policy and Bank Profitability in a Low Interest Rate Environment (2017)Monetary Policy and Bank Prof…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Moral Hazard and Observability (1979)Time to Build and Aggregate Fluctuations (1982)Financial Intermediation and Delegated Monitoring (1984)Asymmetric Information and Financial Crises: A Historical Perspective (1990)Global Financial Instability: Framework, Events, Issues (1999)House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)Bank Runs, Deposit Insurance, and Liquidity (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)TRANSACTIONS ACCOUNTS AND LOAN MONITORING (2005)Institutional stock trading on loan market information☆ (2010)Banks’ Non-Interest Income and Systemic Risk (2012)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)The determinants of bank margins in European banking (2007)Lending relationships in the interbank market (2008)Real interest rates, leverage, and bank risk-taking (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Econometric Analysis of Cross Section and Panel Data (2001)Originate-to-Distribute Model and the Subprime Mortgage Crisis (2010)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2010)Simple Banking: Profitability and the Yield Curve (2015)Relationship Lending and Lines of Credit in Small Firm Finance (1995)CHECKING ACCOUNTS AND BANK MONITORING (1998)Efficiency in Banking: Theory, Practice, and Evidence (2008)Rescue packages and bank lending (2012)Private and Public Supply of Liquidity (1998)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)The CDS‐bond basis (2018)Maturity mismatches of Chinese listed firms (2021)The Cross-Section of Bank Value (2021)Inconsistent Regulators: Evidence from Banking * (2014)The Deposits Channel of Monetary Policy* (2017)Deposit Franchise Runs (2023)The Failure of Silicon Valley Bank and the Panic of 2023 (2024)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Distance, Lending Relationships, and Competition (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Uncertainty about Government Policy and Stock Prices (2012)
this work references cited by second hop

References

  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1997Microeconomics of Banking1,623 cited
  • 1986Agency Costs, Collateral, and Business Fluctuations884 cited
  • 1999Deposits and Relationship Lending541 cited
  • 1999Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking452 cited
  • 2006Interest rate derivatives at commercial banks: An empirical investigation220 cited
  • 2017Measuring Liquidity Mismatch in the Banking Sector206 cited
  • 1998DEPOSITS AND RELATIONSHIP LENDING177 cited

Cited by

  • 2023Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs?93 cited
  • 2017Monetary Policy and Bank Profitability in a Low Interest Rate Environment90 cited
  • 2023Social Media as a Bank Run Catalyst88 cited
  • 2019Regulatory Limits to Risk Management66 cited
  • 2021Tax effects on bank liability structure56 cited
  • 2022The economics of central bank digital currency55 cited

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  • 2020Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy43 cited
  • 2023Deposit Franchise Runs43 cited
  • 2023Implications of Central Bank Digital Currencies for Monetary Policy Transmission41 cited
  • 2017The Cross Section of Bank Value39 cited
  • 2022Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets37 cited
  • 2024Financial intermediation services and competition analyses: Review and paths forward for improvement36 cited
  • 2022The Reversal Interest Rate35 cited
  • 2024Monetary Policy, Segmentation, and the Term Structure33 cited
  • 2021Information Technology and Bank Competition33 cited
  • 2023Contagion Effects of the Silicon Valley Bank Run33 cited