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Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort
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Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort (2021)Systemic Risk and Monetary Policy: The Ha…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Hazardous Times for Monetary …Monetary Policy as Financial Stability Regulation (2012)Monetary Policy as Financial …Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts (2012)Collective Moral Hazard, Matu…The Microeconomics of Banking (2009)The Microeconomics of BankingToo many to fail—An analysis of time-inconsistency in bank closure policies (2006)Too many to fail—An analysis …Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)Coordination Failures and the…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionHandbook of monetary economics (1990)Handbook of monetary economicsBank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Lombard Street: A Description of the Money Market (1873)Lombard Street: A Description…Monopolistic Competition with Outside Goods (1979)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Liquidity and leverage (2008)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Credit Rationing in Markets with Imperfect Information (1981)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Deposits Channel of Monetary Policy* (2017)Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Credit Cycles (1997)Dynamic Conditional Correlation (2002)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Conditional Tail-Risk in Cryptocurrency Markets (2018)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Networks and Contagion (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)A Monetary History of the United States 1867-1960 (1964)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Understanding the Soft Budget Constraint (2003)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2000Financial Contagion3,393 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1873Lombard Street: A Description of the Money Market1,998 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,328 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2012Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts1,121 cited
  • 1990Handbook of monetary economics961 cited
  • 2012Monetary Policy as Financial Stability Regulation856 cited
  • 2004Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?818 cited
  • 2009The Microeconomics of Banking

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749 cited
  • 2006Too many to fail—An analysis of time-inconsistency in bank closure policies730 cited
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