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Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis
16 references·11 citing·39 second hop
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this work references cited by second hop

References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1985Debt, Deficits, and Finite Horizons2,391 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1964A Monetary History of the United States, 1867-19601,752 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited

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2024
Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression
1,701 cited

Cited by

  • 2017The real effects of credit default swaps73 cited
  • 2016Bank Lines of Credit as Contingent Liquidity: Covenant Violations and Their Implications68 cited
  • 2019Prone to Fail: The Pre-Crisis Financial System67 cited
  • 2018Agency Conflicts around the World58 cited
  • 2020Self-Fulfilling Runs: Evidence from the US Life Insurance Industry57 cited
  • 2012The Costs of Closing Failed Banks: A Structural Estimation of Regulatory Incentives55 cited
  • 2014Credit market frictions and capital structure dynamics45 cited
  • 2016Self-Fulfilling Runs: Evidence from the U.S. Life Insurance Industry40 cited
  • 2021Wealth Management Products, Banking Competition, and Stability: Evidence from China31 cited
  • 2020Banking Crises without Panics27 cited
  • 2020Reputation and investor activism: A structural approach25 cited