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Leverage Regulations and Treasury Market Participation: Evidence from Credit Line Drawdowns
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Leverage Regulations and Treasury Market Participation: Evidence from Credit Line Drawdowns (2022)Leverage Regulations and Treasury Market …Are Intermediary Constraints Priced? (2022)Are Intermediary Constraints …Treasury inconvenience yields during the COVID-19 crisis (2021)Treasury inconvenience yields…Currency Mispricing and Dealer Balance Sheets (2021)Currency Mispricing and Deale…U.S. Banks and Global Liquidity (2020)U.S. Banks and Global Liquidi…The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID (2020)The Risk of Being a Fallen An…Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives (2020)Renting Balance Sheet Space: …Banks as Lenders of First Resort: Evidence from the COVID-19 Crisis (2020)Banks as Lenders of First Res…Currency Mispricing and Dealer Balance Sheets (2019)Currency Mispricing and Deale…Funding Value Adjustments (2018)Funding Value AdjustmentsDeviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…Strengthening and Streamlining Bank Capital Regulation (2017)Strengthening and Streamlinin…Financial Regulatory Reform After the Crisis: An Assessment (2017)Financial Regulatory Reform A…Double bank runs and liquidity risk management (2016)Double bank runs and liquidit…Regulatory Arbitrage in Repo Markets (2015)Regulatory Arbitrage in Repo …A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Determinants of corporate borrowing (1977)Risk in Banking and Capital Regulation (1988)Corporate Bond Market Transaction Costs and Transparency (2007)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Financial Regulation in a Quantitative Model of the Modern Banking System (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Regulation: Still Unsettled a Decade After the Crisis (2019)Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs? (2023)Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs? (2024)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Bank Systemic Risk around COVID-19: A Cross-Country Analysis (2020)Corporate Immunity to the COVID-19 Pandemic (2020)Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (2021)The Dynamics of Non-Performing Loans during Banking Crises: A New Database with Post-COVID-19 Implications (2021)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Wholesale Funding Dry‐Ups (2017)Monetary policy at work: Security and credit application registers evidence (2021)The design and transmission of central bank liquidity provisions (2021)Agency Costs, Net Worth, And Business Fluctuations (1988)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit migration and covered interest rate parity (2020)Risk-free interest rates (2021)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Renegotiation of financial contracts: Evidence from private credit agreements (2009)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Securitized banking and the run on repo (2011)The Aggregate Demand for Treasury Debt (2012)Intermediary Asset Pricing (2013)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity (2020)In sickness and in debt: The COVID-19 impact on sovereign credit risk (2021)The determinants and implications of corporate cash holdings (1999)The Cash Flow Sensitivity of Cash (2004)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)Banking sector performance during the COVID-19 crisis (2021)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)The Use and Effectiveness of Macroprudential Policies (2015)
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References

  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2020The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID514 cited
  • 2020Banks as Lenders of First Resort: Evidence from the COVID-19 Crisis312 cited
  • 2021Treasury inconvenience yields during the COVID-19 crisis308 cited
  • 2018Funding Value Adjustments187 cited
  • 2017Financial Regulatory Reform After the Crisis: An Assessment185 cited
  • 2016Double bank runs and liquidity risk management135 cited
  • 2017Strengthening and Streamlining Bank Capital Regulation104 cited
  • 2020U.S. Banks and Global Liquidity104 cited
  • 2021Currency Mispricing and Dealer Balance Sheets86 cited
  • 2022Are Intermediary Constraints Priced?81 cited
  • 2020Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives75 cited
  • 2015Regulatory Arbitrage in Repo Markets71 cited
  • 2019Currency Mispricing and Dealer Balance Sheets

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