Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis

13 references·2 citing·50 second hop

FromToDepth

this work references cited by second hop

References

2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
2008Deciphering the Liquidity and Credit Crunch 2007-08344 cited
2008The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate212 cited
2008Did Securitization Lead to Lax Screening? Evidence from Subprime Loans196 cited
2008A Black Swan in the Money Market174 cited
2007The subprime mortgage market122 cited
2001Determinants of the Japan premium: actions speak louder than words106 cited
2001Expectations, Open Market Operations, and Changes in the Federal Funds Rate102 cited
2007Housing, housing finance, and monetary policy83 cited
2008Further Results on a Black Swan in the Money Market56 cited
2008On the Effectiveness of the Federal Reserve’s New Liquidity Facilities55 cited
2007Volatility spillovers across international swap markets: The US, Japan, and the UK41 cited
2004A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium32 cited

Cited by

2016Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs24 cited
2012The 2011 Japanese earthquake, tsunami and nuclear crisis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

19 cited