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The Collateral Channel of Monetary Policy: Evidence from China
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The Collateral Channel of Monetary Policy: Evidence from China (2020)The Collateral Channel of Monetary Policy…Chinese Bond Market and Interbank Market (2019)Chinese Bond Market and Inter…The Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…Identification in Macroeconomics (2018)Identification in Macroeconom…Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)Whatever It Takes: The Real E…The Effects of Quantitative Easing on Bank Lending Behavior (2017)The Effects of Quantitative E…Municipal Bond Liquidity and Default Risk (2017)Municipal Bond Liquidity and …ECB Policies Involving Government Bond Purchases: Impact and Channels (2017)ECB Policies Involving Govern…How Quantitative Easing Works: Evidence on the Refinancing Channel (2016)How Quantitative Easing Works…Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Quantitative Easing and Uncon…Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes (2011)Tranching, CDS and Asset Pric…Securitized banking and the run on repo (2011)Securitized banking and the r…Margin-based Asset Pricing and Deviations from the Law of One Price (2011)Margin-based Asset Pricing an…The central-bank balance sheet as an instrument of monetarypolicy (2010)The central-bank balance shee…A model of unconventional monetary policy (2010)A model of unconventional mon…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Two Monetary Tools: Interest-Rates and HaircutsTwo Monetary Tools: Interest-…A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Bond Supply and Excess Bond Returns (2008)Bond Supply and Excess Bond Returns (2014)Unconventional monetary policies: a re-appraisal (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)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Time to Build and Aggregate Fluctuations (1982)The equity premium: A puzzle (1985)Local Projection Inference Is Simpler and More Robust Than You Think (2021)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)The Slope of the Phillips Curve: Evidence from U.S. States (2022)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Financial Dependence and Growth (1996)Identifying credit supply shocks with bank-firm data: Methods and applications (2019)Life below Zero: Bank Lending under Negative Policy Rates (2019)Credit Misallocation During the European Financial Crisis (2021)Editor's Choice Digesting Anomalies: An Investment ApproachThe 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)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Agency Costs, Net Worth, And Business Fluctuations (1988)Monetary Stimulus and Bank Lending (2016)How Quantitative Easing Works: Evidence on the Refinancing Channel (2019)Interest and Prices (2004)Methods of Policy Accommodation at the Interest-Rate Lower Bound (2012)The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Liquidity Premium of Near-Money Assets* (2016)The Determinants of Credit Spread Changes (2001)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2017Whatever It Takes: The Real Effects of Unconventional Monetary Policy706 cited
  • 2011Margin-based Asset Pricing and Deviations from the Law of One Price653 cited
  • 2010The central-bank balance sheet as an instrument of monetarypolicy573 cited
  • 2018Identification in Macroeconomics429 cited
  • 2012Quantitative Easing and Unconventional Monetary Policy – an Introduction423 cited
  • 2017The Effects of Quantitative Easing on Bank Lending Behavior325 cited
  • 2017ECB Policies Involving Government Bond Purchases: Impact and Channels262 cited
  • 2017Municipal Bond Liquidity and Default Risk261 cited
  • 2019Chinese Bond Market and Interbank Market114 cited
  • n.d.Two Monetary Tools: Interest-Rates and Haircuts101 cited
  • 2016How Quantitative Easing Works: Evidence on the Refinancing Channel94 cited
  • 2011

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Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
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