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Fragility in money market funds: Sponsor support and regulation
16 references·8 citing·50 second hop
Fragility in money market funds: Sponsor support and regulation (2016)Fragility in money market funds: Sponsor …Runs on Money Market Mutual Funds (2016)Runs on Money Market Mutual F…Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Mutual Funds (2014)Frictions in Shadow Banking: …Overborrowing and Systemic Externalities in the Business Cycle (2011)Overborrowing and Systemic Ex…Fire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…A Model of Capital and Crises (2011)A Model of Capital and CrisesThe Cross Section of Money Market Fund Risks and Financial Crises (2010)The Cross Section of Money Ma…Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)Payoff complementarities and …How Safe Are Money Market Funds?* (2010)How Safe Are Money Market Fun…Inefficient Credit Booms (2008)Inefficient Credit BoomsFrom Cash-in-the-Market Pricing to Financial Fragility (2005)From Cash-in-the-Market Prici…Securities and Exchange Commission (2004)Securities and Exchange Commi…Liquidity and Financial Market Runs (2004)Liquidity and Financial Marke…Demand Curves and the Pricing of Money Management (2002)Demand Curves and the Pricing…Coordinating Coordination Failures in Keynesian Models (1988)Coordinating Coordination Fai…Delegated portfolio management (1985)Delegated portfolio managementBank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Bank heterogeneity and financial stability (2024)Bank heterogeneity and financ…While stability lasts: A stochastic model of noncustodial stablecoins (2022)While stability lasts: A stoc…Sophisticated and Unsophisticated Runs (2021)Sophisticated and Unsophistic…Off-Balance Sheet Funding, Voluntary Support and Investment Efficiency (2018)Off-Balance Sheet Funding, Vo…Competition, reach for yield, and money market funds (2018)Competition, reach for yield,…A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System (2018)A Model of Endogenous Loan Qu…Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues (2017)Why Did Sponsor Banks Rescue …Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility (2017)Monetary Policy Implementatio…Credit Rationing in Markets with Imperfect Information (1981)Credit Cycles (1997)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Capital Inflows (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Capital Control Measures: A New Dataset (2016)Liquidity Preference as Behavior Towards Risk (1958)Essays in the Theory of Risk-Bearing. (1972)The Economic Theory of Agency: The Principal's Problem. (1973)Collateral and Competitive Equilibria with Moral Hazard and Private Information (1987)The market for information and the origin of financial intermediation (1990)Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem (2003)Continuous Auctions and Insider Trading (1985)Illiquidity and stock returns: cross-section and time-series effects (2002)Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (2015)Where the Risks Lie: A Survey on Systemic Risk (2015)Investor flows and fragility in corporate bond funds (2017)Aggregate Demand Management in Search Equilibrium (1982)Moral Hazard in Teams (1982)Multimarket Oligopoly: Strategic Substitutes and Complements (1985)The O-Ring Theory of Economic Development (1993)The Financial Accelerator and the Flight to Quality (1996)Returns to Scale in U.S. Production: Estimates and Implications (1997)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)The Leverage Cycle (2010)CoVaR (2011)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)Risk Taking by Mutual Funds as a Response to Incentives (1997)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2011)Banks as patient fixed-income investors (2015)Banking on Deposits: Maturity Transformation without Interest Rate Risk (2021)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Limits of Arbitrage (1995)The Economics of Structured Finance (2009)How likely is contagion in financial networks? (2014)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)Liquidity Risk and Expected Stock Returns (2003)Liquidity risk of corporate bond returns: conditional approach (2013)What Do We Know About the Effects of Macroprudential Policy? (2017)The Dollar, Bank Leverage, and Deviations from Covered Interest Parity (2019)The Failure of Competition in the Credit Card Market (1991)PISA (2009)Inter-linking issues and dimensions in sustainability reporting (2010)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1988Coordinating Coordination Failures in Keynesian Models1,668 cited
  • 2011Overborrowing and Systemic Externalities in the Business Cycle952 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2008Inefficient Credit Booms804 cited
  • 2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
  • 2011A Model of Capital and Crises499 cited
  • 2010How Safe Are Money Market Funds?*423 cited
  • 1985Delegated portfolio management308 cited
  • 2004Securities and Exchange Commission287 cited
  • 2016Runs on Money Market Mutual Funds283 cited
  • 2004Liquidity and Financial Market Runs269 cited
  • 2002Demand Curves and the Pricing of Money Management232 cited
  • 2014Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Mutual Funds215 cited
  • 2005From Cash-in-the-Market Pricing to Financial Fragility160 cited
  • 2010The Cross Section of Money Market Fund Risks and Financial Crises70 cited

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Cited by

  • 2018Competition, reach for yield, and money market funds44 cited
  • 2017Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility35 cited
  • 2021Sophisticated and Unsophisticated Runs35 cited
  • 2017Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues33 cited
  • 2018A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System33 cited
  • 2022While stability lasts: A stochastic model of noncustodial stablecoins31 cited
  • 2018Off-Balance Sheet Funding, Voluntary Support and Investment Efficiency20 cited
  • 2024Bank heterogeneity and financial stability20 cited