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Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging
16 references·4 citing·47 second hopsampled
Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging (2020)Demand Effects in the FX Forward Market: …Deviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…Dollar Funding and the Lending Behavior of Global Banks* (2015)Dollar Funding and the Lendin…Limits to arbitrage and hedging: Evidence from commodity markets (2013)Limits to arbitrage and hedgi…Banking Globalization and Monetary Transmission (2012)Banking Globalization and Mon…Securitized banking and the run on repo (2011)Securitized banking and the r…Regulatory pressure and fire sales in the corporate bond market (2011)Regulatory pressure and fire …Margin-based Asset Pricing and Deviations from the Law of One Price (2011)Margin-based Asset Pricing an…Liquidity in Asset Markets With Search Frictions (2009)Liquidity in Asset Markets Wi…Credit Market Competition and Capital Regulation (2009)Credit Market Competition and…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)A Search‐Based Theory of the …Valuation in Over-the-Counter Markets (2007)Valuation in Over-the-Counter…Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter…Over-the-Counter Markets (2004)Over-the-Counter MarketsA Theory of Bank Capital (2000)A Theory of Bank CapitalThe Daily Market for Federal Funds (1996)The Daily Market for Federal …Arbitraging Covered Interest rate Parity Deviations and Bank Lending (2024)Arbitraging Covered Interest …CIP deviations, the dollar, and frictions in international capital markets (2022)CIP deviations, the dollar, a…CIP Deviations, the Dollar, and Frictions in International Capital Markets (2021)CIP Deviations, the Dollar, a…Global Banks, Dollar Funding, and Regulation (2019)Global Banks, Dollar Funding,…Asset pricing and the bid-ask spread (1986)The Limits of Arbitrage (1995)Credit Cycles (1997)Limits of Arbitrage (2010)Evaporating Liquidity (2012)Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Theory of Bank Risk Taking and Competition Revisited (2005)How Do Large Banking Organizations Manage Their Capital Ratios? (2008)How does competition affect bank systemic risk? (2013)Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States (2016)Credit Rationing in Markets with Imperfect Information (1981)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)Global Banking Glut and Loan Risk Premium (2012)A Crisis of Banks as Liquidity Providers (2014)The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis (2018)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Rating Agencies in the Face of Regulation (2011)Vulnerable banks (2014)Agency Costs, Net Worth, And Business Fluctuations (1988)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Exchange Rate Disconnect in General Equilibrium (2021)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Bank Liquidity Creation (2009)Liquidity risk management and credit supply in the financial crisis (2011)How does capital affect bank performance during financial crises? (2013)The Determinants of Credit Spread Changes (2001)Bank lending during the financial crisis of 2008 (2009)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)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· second hop is a sample of the most-cited connections

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2000A Theory of Bank Capital1,407 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2012Banking Globalization and Monetary Transmission776 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2011Margin-based Asset Pricing and Deviations from the Law of One Price653 cited
  • 2009Credit Market Competition and Capital Regulation616 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 1996The Daily Market for Federal Funds426 cited
  • 2009Liquidity in Asset Markets With Search Frictions397 cited
  • 2013Limits to arbitrage and hedging: Evidence from commodity markets371 cited
  • 2008A Search‐Based Theory of the On‐the‐Run Phenomenon363 cited
  • 2015Dollar Funding and the Lending Behavior of Global Banks*357 cited
  • 2006Valuation in Over-the-Counter Markets338 cited

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Cited by

  • 2022CIP deviations, the dollar, and frictions in international capital markets54 cited
  • 2019Global Banks, Dollar Funding, and Regulation50 cited
  • 2021CIP Deviations, the Dollar, and Frictions in International Capital Markets45 cited
  • 2024Arbitraging Covered Interest rate Parity Deviations and Bank Lending30 cited