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Currency Mispricing and Dealer Balance Sheets
16 references·10 citing·48 second hopsampled
Currency Mispricing and Dealer Balance Sheets (2021)Currency Mispricing and Dealer Balance Sh…Deviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…Intermediary asset pricing: New evidence from many asset classes (2017)Intermediary asset pricing: N…Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel (2016)Does Credit Crunch Investment…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 …Intermediary Asset Pricing (2013)Intermediary Asset PricingSimple formulas for standard errors that cluster by both firm and time (2010)Simple formulas for standard …Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Tracing the Impact of Bank Li…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Arbitrage in the foreign exchange market: Turning on the microscope (2008)Arbitrage in the foreign exch…Valuation in Over-the-Counter Markets (2007)Valuation in Over-the-Counter…Over-the-Counter Markets (2004)Over-the-Counter MarketsHigh Wage Workers and High Wage Firms (1999)High Wage Workers and High Wa…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…Central Bank–Driven Mispricing (2025)Central Bank–Driven MispricingThe Term Structure of Covered Interest Rate Parity Violations (2024)The Term Structure of Covered…The Hedging Channel of Exchange Rate Determination (2024)The Hedging Channel of Exchan…Arbitraging Covered Interest rate Parity Deviations and Bank Lending (2024)Arbitraging Covered Interest …Leverage Regulations and Treasury Market Participation: Evidence from Credit Line Drawdowns (2022)Leverage Regulations and Trea…International macroeconomics with imperfect financial markets (2022)International macroeconomics …Covered Interest Parity Arbitrage (2022)Covered Interest Parity Arbit…CIP deviations, the dollar, and frictions in international capital markets (2022)CIP deviations, the dollar, a…Covered interest parity deviations: Macrofinancial determinants (2021)Covered interest parity devia…The Hedging Channel of Exchange Rate Determination * (2020)The Hedging Channel of Exchan…Agency Costs, Net Worth, And Business Fluctuations (1988)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)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)Common risk factors in the returns on stocks and bonds (1993)Liquidity Risk and Expected Stock Returns (2003)A five-factor asset pricing model (2014)Short and Long Horizon Behavioral Factors (2017)Taming the Factor Zoo: A Test of New Factors (2020)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)On the Pooling of Time Series and Cross Section Data (1978)Specification Tests in Econometrics (1978)Performance Pay and Top-Management Incentives (1990)Panel Data Models With Interactive Fixed Effects (2009)What Determines Productivity? (2011)Workplace Heterogeneity and the Rise of West German Wage Inequality* (2013)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Biases in Dynamic Models with Fixed Effects (1981)Low-Latency Trading (2011)High-Frequency Trading and Price Discovery (2014)Corporate Immunity to the COVID-19 Pandemic (2020)Asset Prices in an Exchange Economy (1978)Credit Cycles (1997)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Deposits Channel of Monetary Policy* (2017)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1999High Wage Workers and High Wage Firms2,654 cited
  • 2008Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market1,850 cited
  • 2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns847 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes792 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 2015Dollar Funding and the Lending Behavior of Global Banks*357 cited
  • 2008Arbitrage in the foreign exchange market: Turning on the microscope341 cited
  • 2016Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel

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312 cited

Cited by

  • 2022Covered Interest Parity Arbitrage86 cited
  • 2021Covered interest parity deviations: Macrofinancial determinants75 cited
  • 2022CIP deviations, the dollar, and frictions in international capital markets54 cited
  • 2020The Hedging Channel of Exchange Rate Determination *51 cited
  • 2022International macroeconomics with imperfect financial markets50 cited
  • 2024The Hedging Channel of Exchange Rate Determination33 cited
  • 2024Arbitraging Covered Interest rate Parity Deviations and Bank Lending30 cited
  • 2025Central Bank–Driven Mispricing25 cited
  • 2022Leverage Regulations and Treasury Market Participation: Evidence from Credit Line Drawdowns24 cited
  • 2024The Term Structure of Covered Interest Rate Parity Violations21 cited