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The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate
7 references·16 citing·49 second hop
The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate (2008)The Effect of the Term Auction Facility o…Stress Test: Reflections on Financial Crises (2014)Stress Test: Reflections on F…A model of liquidity hoarding and term premia in inter-bank markets (2011)A model of liquidity hoarding…Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads (2010)Mind the Gap: Disentangling C…The Theory of Corporate Finance (2006)The Theory of Corporate Finan…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Swap Rates and Credit Quality (1996)Swap Rates and Credit QualityA nonlinear general equilibrium model of the term structure of interest rates (1989)A nonlinear general equilibri…What Is a Prime Bank? A Euribor–OIS Spread Perspective (2014)What Is a Prime Bank? A Eurib…Identification and Inference Using Event Studies (2013)Identification and Inference …Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 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(2011)The Interbank Market after Au…Precautionary Reserves and the Interbank Market (2011)Precautionary Reserves and th…A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets (2011)A Model of Liquidity Hoarding…Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis (2010)Effects of Central Bank Inter…Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs (2010)Central Bank Dollar Swap Line…Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08 (2009)Interpreting deviations from …Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity (2009)Capital Constraints, Counterp…The Federal Home Loan Bank System: The Lender of Next-to-Last Resort? 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this work references cited by second hop

References

  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2006The Theory of Corporate Finance1,171 cited
  • 1996Swap Rates and Credit Quality480 cited
  • 2014Stress Test: Reflections on Financial Crises425 cited
  • 2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
  • 1989A nonlinear general equilibrium model of the term structure of interest rates244 cited
  • 2011A model of liquidity hoarding and term premia in inter-bank markets224 cited

Cited by

  • 2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08205 cited
  • 2011The Interbank Market after August 2007: What Has Changed, and Why?203 cited
  • 2011Precautionary Reserves and the Interbank Market193 cited
  • 2012The Term Structure of Interbank Risk193 cited
  • 2012Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking192 cited
  • 2008The Credit Crunch of 2007-2008: A Discussion of the Background, Market Reactions, and Policy Responses176 cited
  • 2010Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs176 cited
  • 2014What Is a Prime Bank? A Euribor–OIS Spread Perspective

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175 cited
  • 2008A Black Swan in the Money Market174 cited
  • 2009Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity142 cited
  • 2008The Federal Home Loan Bank System: The Lender of Next-to-Last Resort?124 cited
  • 2010Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis105 cited
  • 2013Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?104 cited
  • 2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets98 cited
  • 2013Identification and Inference Using Event Studies93 cited
  • 2012The effectiveness of monetary policy in steering money market rates during the financial crisis80 cited