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Banks, maturity transformation, and monetary policy
16 references·0 citing·29 second hop
Banks, maturity transformation, and monetary policy (2022)Banks, maturity transformation, and monet…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…The Deposits Channel of Monetary Policy* (2017)The Deposits Channel of Monet…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Intermediary Asset Pricing (2013)Intermediary Asset PricingHigh Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)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)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)CoVaR (2016)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)Interest and Prices (2004)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Uncertainty about Government Policy and Stock Prices (2012)
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References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2017The Deposits Channel of Monetary Policy*989 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry

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778 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
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