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The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds
16 references·13 citing·49 second hop
The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds (2013)The 2007 Subprime Market Crisis Through t…Demand Reduction and Inefficiency in Multi-Unit Auctions (2014)Demand Reduction and Ineffici…Securitization without risk transfer (2012)Securitization without risk t…Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)Stressed, Not Frozen: The Fed…Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market (2010)Mechanism Choice and Strategi…Affine Term Structure Models (2010)Affine Term Structure ModelsDeciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…Valuation in Over-the-Counter Markets (2007)Valuation in Over-the-Counter…Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter…PUTTING AUCTION THEORY TO WORK (2004)PUTTING AUCTION THEORY TO WORKOver-the-Counter Markets (2004)Over-the-Counter MarketsAuctioning divisible goods (2002)Auctioning divisible goodsPrivate and Public Supply of Liquidity (1998)Private and Public Supply of …Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)Auctions of Divisible Goods: …Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Auctions of Shares (1979)Auctions of SharesA Black Swan in the Money MarketA Black Swan in the Money Mar…The cost of steering in financial markets: Evidence from the mortgage market (2021)The cost of steering in finan…Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort (2021)Systemic Risk and Monetary Po…Policy uncertainty, lender of last resort and the real economy (2020)Policy uncertainty, lender of…Liquidity Risk and Funding Cost (2019)Liquidity Risk and Funding Co…Demand Analysis Using Strategic Reports: An Application to a School Choice Mechanism (2018)Demand Analysis Using Strateg…Bid Shading and Bidder Surplus in the US Treasury Auction System (2018)Bid Shading and Bidder Surplu…Tax Advantages and Imperfect Competition in Auctions for Municipal Bonds (2017)Tax Advantages and Imperfect …Systemic risk in clearing houses: Evidence from the European repo market (2017)Systemic risk in clearing hou…The role of interbank relationships and liquidity needs (2015)The role of interbank relatio…The Euro and the Geography of International Debt Flows (2014)The Euro and the Geography of…The Euro and The Geography of International Debt Flows (2014)The Euro and The Geography of…ON THE POSSIBILITY OF INFORMATIONALLY EFFICIENT MARKETS (2014)ON THE POSSIBILITY OF INFORMA…Central bank liquidity provision and collateral quality (2014)Central bank liquidity provis…Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Optimal Auction Design (1981)A Theory of Auctions and Competitive Bidding (1982)Putting Auction Theory to Work: The Simultaneous Ascending Auction (2000)Ascending Auctions with Package Bidding (2002)An Efficient Ascending-Bid Auction for Multiple Objects (2004)Auctions and Bidding (1986)Why new issues are underpriced (1986)Special Repo Rates (1996)Asset Pricing under Asymmetric Information (2001)Tradeable carbon permit auctions (2002)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Limits of Arbitrage (2010)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Regulatory pressure and fire sales in the corporate bond market (2011)Preference 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Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Market Liquidity and Funding Liquidity (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Financial Intermediation and Delegated Monitoring (1984)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)A Crisis of Banks as Liquidity Providers (2014)The “greatest” carry trade ever? Understanding eurozone bank risks (2014)Firm incentives to promote technological change in pollution control: Reply (1992)Liquidity and Asset Prices (2006)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)
this work references cited by second hop

References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2012Securitization without risk transfer922 cited
  • 2014Demand Reduction and Inefficiency in Multi-Unit Auctions800 cited
  • 1979Auctions of Shares733 cited
  • n.d.A Black Swan in the Money Market610 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 1993Auctions of Divisible Goods: On the Rationale for the Treasury Experiment517 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 2010Affine Term Structure Models384 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-08344 cited
  • 2006Valuation in Over-the-Counter Markets338 cited
  • 2010Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market296 cited
  • 2002Auctioning divisible goods280 cited
  • 2004PUTTING AUCTION THEORY TO WORK247 cited

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Cited by

  • 2018Demand Analysis Using Strategic Reports: An Application to a School Choice Mechanism170 cited
  • 2021The cost of steering in financial markets: Evidence from the mortgage market126 cited
  • 2014ON THE POSSIBILITY OF INFORMATIONALLY EFFICIENT MARKETS94 cited
  • 2018Bid Shading and Bidder Surplus in the US Treasury Auction System79 cited
  • 2017Systemic risk in clearing houses: Evidence from the European repo market77 cited
  • 2015The role of interbank relationships and liquidity needs52 cited
  • 2014Central bank liquidity provision and collateral quality52 cited
  • 2020Policy uncertainty, lender of last resort and the real economy37 cited
  • 2017Tax Advantages and Imperfect Competition in Auctions for Municipal Bonds35 cited
  • 2019Liquidity Risk and Funding Cost33 cited
  • 2014The Euro and the Geography of International Debt Flows32 cited
  • 2014The Euro and The Geography of International Debt Flows31 cited
  • 2021Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort25 cited