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The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
14 references·16 citing·45 second hopsampled
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity (2019)The Dollar, Bank Leverage, and Deviations…Deviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…The Share of Systematic Variation in Bilateral Exchange Rates (2017)The Share of Systematic Varia…International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Dollar Funding and the Lending Behavior of Global Banks* (2015)Dollar Funding and the Lendin…Financial Intermediaries and the Cross‐Section of Asset Returns (2014)Financial Intermediaries and …Cross-Border Banking and Global Liquidity (2014)Cross-Border Banking and Glob…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Procyclical Leverage and Value-at-Risk (2013)Procyclical Leverage and Valu…Intermediary Asset Pricing (2013)Intermediary Asset PricingCapital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Margin-based Asset Pricing and Deviations from the Law of One Price (2011)Margin-based Asset Pricing an…A Model of Capital and Crises (2011)A Model of Capital and CrisesMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets (2023)Exchange Rate Dynamics and Mo…Dollar and Exports (2023)Dollar and ExportsThe Global Financial Cycle (2022)The Global Financial CycleLiquidity and Exchange Rates: An Empirical Investigation (2022)Liquidity and Exchange Rates:…Gross Capital Flows by Banks, Corporates, and Sovereigns (2022)Gross Capital Flows by Banks,…Are Intermediary Constraints Priced? (2022)Are Intermediary Constraints …A Tale of Two Global Monetary Policies (2022)A Tale of Two Global Monetary…Volatility, intermediaries, and exchange rates (2021)Volatility, intermediaries, a…Global Risk and the Dollar (2021)Global Risk and the DollarFive Facts about the UIP Premium (2021)Five Facts about the UIP Prem…Covered interest parity deviations: Macrofinancial determinants (2021)Covered interest parity devia…Exchange Rate Reconnect (2020)Exchange Rate ReconnectBond Risk Premia and The Exchange Rate (2020)Bond Risk Premia and The Exch…U.S. monetary policy and fluctuations of international bank lending (2018)U.S. monetary policy and fluc…Liquidity and Exchange Rates: An Empirical Investigation (2018)Liquidity and Exchange Rates:…Bank-Intermediated Arbitrage (2018)Bank-Intermediated ArbitrageFinancial Intermediation and Delegated Monitoring (1984)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Another look at the instrumental variable estimation of error-components models (1995)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Macro-prudential policies to mitigate financial system vulnerabilities (2013)The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis (2018)Asset pricing and the bid-ask spread (1986)The Limits of Arbitrage (1995)Limits of Arbitrage (2010)Evaporating Liquidity (2012)Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)Macroeconomics and Reality (1980)Forward and spot exchange rates (1984)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Household Debt and Business Cycles Worldwide* (2017)U.S. Monetary Policy and the Global Financial Cycle (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)CoVaR (2016)Noise Trader Risk in Financial Markets (1990)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Intermediary asset pricing: New evidence from many asset classes (2017)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Taming the Factor Zoo: A Test of New Factors (2020)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)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)Asset Prices in an Exchange Economy (1978)The Deposits Channel of Monetary Policy* (2017)
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
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2014Cross-Border Banking and Global Liquidity941 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns847 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2011Margin-based Asset Pricing and Deviations from the Law of One Price653 cited
  • 2013Procyclical Leverage and Value-at-Risk581 cited
  • 2011A Model of Capital and Crises499 cited
  • 2015Dollar Funding and the Lending Behavior of Global Banks*357 cited
  • 2017The Share of Systematic Variation in Bilateral Exchange Rates257 cited

Cited by

  • 2020Exchange Rate Reconnect151 cited
  • 2022The Global Financial Cycle

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132 cited
  • 2018Liquidity and Exchange Rates: An Empirical Investigation97 cited
  • 2020Bond Risk Premia and The Exchange Rate90 cited
  • 2022Gross Capital Flows by Banks, Corporates, and Sovereigns88 cited
  • 2022Liquidity and Exchange Rates: An Empirical Investigation85 cited
  • 2022Are Intermediary Constraints Priced?81 cited
  • 2021Covered interest parity deviations: Macrofinancial determinants75 cited
  • 2022A Tale of Two Global Monetary Policies73 cited
  • 2021Five Facts about the UIP Premium64 cited
  • 2021Volatility, intermediaries, and exchange rates62 cited
  • 2018U.S. monetary policy and fluctuations of international bank lending61 cited
  • 2023Dollar and Exports59 cited
  • 2018Bank-Intermediated Arbitrage59 cited
  • 2021Global Risk and the Dollar57 cited
  • 2023Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets55 cited