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Liquidity Regulation and Financial Intermediaries
15 references·0 citing·46 second hopsampled
Liquidity Regulation and Financial Intermediaries (2020)Liquidity Regulation and Financial Interm…Stress tests and small business lending (2019)Stress tests and small busine…Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)Providing liquidity in an ill…A Survey of the Microstructure of Fixed-Income Markets (2019)A Survey of the Microstructur…The Volcker Rule and corporate bond market making in times of stress (2018)The Volcker Rule and corporat…The Regulatory and Monetary Policy Nexus in the Repo Market (2018)The Regulatory and Monetary P…The Impact of Post Stress Tests Capital on Bank Lending (2018)The Impact of Post Stress Tes…Capital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…Bank Liquidity Provision and Basel Liquidity Regulations (2018)Bank Liquidity Provision and …Lending Implications of U.S. Bank Stress Tests: Costs or Benefits? (2017)Lending Implications of U.S. …Is Post-Crisis Bond Liquidity Lower? (2017)Is Post-Crisis Bond Liquidity…Inventory Management by Corporate Bond Dealers (2017)Inventory Management by Corpo…Dealer balance sheets and bond liquidity provision (2017)Dealer balance sheets and bon…Regulatory Arbitrage in Repo Markets (2015)Regulatory Arbitrage in Repo …Regulation and Market Liquidity (2015)Regulation and Market Liquidi…Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2011)Corporate Bond Liquidity Befo…Bank Runs, Deposit Insurance, and Liquidity (1983)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Bank lending during the financial crisis of 2008 (2009)Deviations from Covered Interest Rate Parity (2016)Deviations from Covered Interest Rate Parity (2016)Life after LIBOR (2021)Deposit Insurance, Risk, and Market Power in Banking (1988)A Macroeconomic Model with a Financial Sector (2014)CoVaR (2016)Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs (2017)Cyclical investment behavior across financial institutions (2018)Over‐the‐Counter Market Frictions and Yield Spread Changes (2019)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets (2023)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Banks and the real economy: An assessment of the research (2019)The impact of COVID-19 pandemic on bank lending around the world (2021)Why Do Firms Borrow Directly from Nonbanks? (2022)Leaning against the windEstimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Corporate bond mutual funds and asset fire sales (2020)Automatic Lag Selection in Covariance Matrix Estimation (1994)Corporate Yield Spreads and Bond Liquidity (2007)The Illiquidity of Corporate Bonds (2011)Climate Risk and Capital Structure (2019)Where's the Greenium? (2019)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)Time Variation of the Equity Term Structure (2017)The Effect of Tax Avoidance Crackdown on Corporate Innovation (2020)Modeling Corporate Bond Returns (2023)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Economic policy uncertainty and bank liquidity hoarding (2020)Banking research in the time of COVID-19 (2021)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Investor flows and fragility in corporate bond funds (2017)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)
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References

  • 2011Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis826 cited
  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited
  • 2018The Volcker Rule and corporate bond market making in times of stress283 cited
  • 2019Stress tests and small business lending233 cited
  • 2017Lending Implications of U.S. Bank Stress Tests: Costs or Benefits?210 cited
  • 2019Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds154 cited
  • 2019A Survey of the Microstructure of Fixed-Income Markets148 cited
  • 2017Dealer balance sheets and bond liquidity provision130 cited
  • 2017Is Post-Crisis Bond Liquidity Lower?97 cited
  • 2015Regulatory Arbitrage in Repo Markets71 cited
  • 2015Regulation and Market Liquidity66 cited
  • 2017Inventory Management by Corporate Bond Dealers64 cited
  • 2018The Impact of Post Stress Tests Capital on Bank Lending42 cited
  • 2018Bank Liquidity Provision and Basel Liquidity Regulations29 cited
  • 2018The Regulatory and Monetary Policy Nexus in the Repo Market24 cited

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