create a website

The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajek, Egon.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:45:y:2013:i:s2:p:29-57.

Full description at Econpapers || Download paper

Cited: 54

Citations received by this document

Cites: 43

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice. (2025). Silva, Beatriz P ; Pinto, Joao M ; Kanda, Joana F.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000166.

    Full description at Econpapers || Download paper

  2. How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing.
    In: BIS Working Papers.
    RePEc:bis:biswps:1286.

    Full description at Econpapers || Download paper

  3. Monetary Policy and Volatility of Value and Growth Stocks (2009-2021). (2024). Vartanian, Pedro ; Musa, Raphael Abs ; de Moura, Alvaro Alves.
    In: International Journal of Business and Management.
    RePEc:ibn:ijbmjn:v:19:y:2024:i:1:p:46.

    Full description at Econpapers || Download paper

  4. Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

    Full description at Econpapers || Download paper

  5. Monetary Policy and Local Industry Structure. (2023). Steininger, Lea ; Popov, Alexander A.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:35832981.

    Full description at Econpapers || Download paper

  6. Monetary Policy and Local Industry Structure. (2023). Steininger, Lea ; Popov, Alexander.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp333.

    Full description at Econpapers || Download paper

  7. Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x.

    Full description at Econpapers || Download paper

  8. Monetary policy and local industry structure. (2023). Steininger, Lea ; Popov, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232778.

    Full description at Econpapers || Download paper

  9. Discovering the true Schumpeter: New insights into the finance and growth nexus. (2022). Haas, Thomas ; Geissendorfer, Lisa ; Mayer, Fabian ; Bofinger, Peter.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:102.

    Full description at Econpapers || Download paper

  10. Market Effects of Central Bank Credit Markets Support Programs in Europe. (2022). Wright, Jonathan ; Kitsul, Yuriy ; Sokolinskiy, Oleg.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1357.

    Full description at Econpapers || Download paper

  11. Credit risk and the transmission of interest rate shocks. (2022). Palazzo, Berardino ; Yamarthy, Ram.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:130:y:2022:i:c:p:120-136.

    Full description at Econpapers || Download paper

  12. Monetary policy uncertainty and gold price in India: Evidence from Reserve Bank of Indias Monetary Policy Committee (MPC) review. (2022). Vallabh, Priyanka ; Shaikh, Imlak.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000915.

    Full description at Econpapers || Download paper

  13. How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

    Full description at Econpapers || Download paper

  14. When does the fed care about stock prices?. (2022). Zaynutdinova, Gulnara ; Kurov, Alexander ; Olson, Eric.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522.

    Full description at Econpapers || Download paper

  15. On the international co-movement of natural interest rates. (2022). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

    Full description at Econpapers || Download paper

  16. Unconventional monetary policy, funding expectations, and firm decisions. (2022). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa.
    In: European Economic Review.
    RePEc:eee:eecrev:v:149:y:2022:i:c:s001429212200157x.

    Full description at Econpapers || Download paper

  17. Quantitative Easing and Bank Risk Taking: Evidence from Lending. (2021). Kandrac, John ; Schlusche, Bernd.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:4:p:635-676.

    Full description at Econpapers || Download paper

  18. Predicting Recessions in Germany Using the German and the US Yield Curve. (2021). Paick, Martin.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00061-7.

    Full description at Econpapers || Download paper

  19. Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2021). Pedio, Manuela ; Guidolin, Massimo ; Massagli, Valentina.
    In: Working Papers.
    RePEc:igi:igierp:676.

    Full description at Econpapers || Download paper

  20. Monetary Policy and Economic Performance Since the Financial Crisis. (2021). Neely, Christopher ; Martínez García, Enrique ; Gagnon, Etienne ; Caldara, Dario ; Martinez-Garcia, Enrique.
    In: Review.
    RePEc:fip:fedlrv:93190.

    Full description at Econpapers || Download paper

  21. US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:650-664.

    Full description at Econpapers || Download paper

  22. Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212520.

    Full description at Econpapers || Download paper

  23. Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Kryzanowski, Lawrence ; Zhang, Jie.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

    Full description at Econpapers || Download paper

  24. Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, Xu.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-54.

    Full description at Econpapers || Download paper

  25. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  26. Credit Risk and the Transmission of Interest Rate Shocks. (2020). Palazzo, Berardino ; Yamarthy, Ram.
    In: Working Papers.
    RePEc:ofr:wpaper:20-05.

    Full description at Econpapers || Download paper

  27. Monetary Policy and Economic Performance since the Financial Crisis. (2020). Martinez-Garcia, Enrique.
    In: Working Papers.
    RePEc:fip:fedlwp:88673.

    Full description at Econpapers || Download paper

  28. Unexpected Supply Effects of Quantitative Easing and Tightening. (2020). D'Amico, Stefania ; Seida, Tim.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92698.

    Full description at Econpapers || Download paper

  29. Unconventional monetary policy and bank risk taking. (2020). Vander Vennet, Rudi ; Meuleman, Elien ; Matthys, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301893.

    Full description at Econpapers || Download paper

  30. Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

    Full description at Econpapers || Download paper

  31. U.S. Monetary Policy and International Bond Markets. (2019). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:s1:p:127-161.

    Full description at Econpapers || Download paper

  32. Do SMEs Benefit from Unconventional Monetary Policy and How? Microevidence from the Eurozone. (2019). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:4:p:895-928.

    Full description at Econpapers || Download paper

  33. Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s037842661930233x.

    Full description at Econpapers || Download paper

  34. The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

    Full description at Econpapers || Download paper

  35. The Response of European Energy Prices to ECB Monetary Policy. (2019). Torro, Hipolit.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-02-1.

    Full description at Econpapers || Download paper

  36. Sovereign Stress, Banking Stress, and the Monetary Transmission Mechanism in the Euro Area. (2018). Holtemöller, Oliver ; Holtemoller, Oliver ; Scherer, Jan-Christopher.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0811.

    Full description at Econpapers || Download paper

  37. Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads*. (2018). Krehbiel, Timothy L ; Javadi, Siamak ; Nejadmalayeri, Ali.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:5:p:1877-1909..

    Full description at Econpapers || Download paper

  38. US Monetary Policy and International Bond Markets. (2018). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajsek, Egon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-14.

    Full description at Econpapers || Download paper

  39. Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq.
    In: Erudite Ph.D Dissertations.
    RePEc:eru:erudph:ph18-01.

    Full description at Econpapers || Download paper

  40. Who benefits from the corporate QE? A regression discontinuity design approach. (2018). Miquel-Flores, Ixart ; Abidi, Nordine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182145.

    Full description at Econpapers || Download paper

  41. Three essays on agricultural insurance and farm real estate investment. (2017). Feng, Xiaoguang.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201701010800007133.

    Full description at Econpapers || Download paper

  42. Unexpected loan losses and bank capital in an estimated DSGE model of the euro area. (2017). Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:161-186.

    Full description at Econpapers || Download paper

  43. Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Phelps, Peter ; Arestis, Philip.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:88-102.

    Full description at Econpapers || Download paper

  44. The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1157_17.

    Full description at Econpapers || Download paper

  45. Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1102_17.

    Full description at Econpapers || Download paper

  46. The trade-off between monetary policy and bank stability. (2016). Vander Vennet, Rudi ; Meuleman, Elien ; Mergaerts, Frederik ; Lamers, Martien.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201610-308.

    Full description at Econpapers || Download paper

  47. What is the effect of unconventional monetary policy on bank performance?. (2016). Mamatzakis, Emmanuel ; Bermpei, Theodora.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

    Full description at Econpapers || Download paper

  48. Have Large Scale Asset Purchases Increased Bank Profits?. (2015). Montecino, Juan ; Epstein, Gerald.
    In: Working Papers Series.
    RePEc:thk:wpaper:5.

    Full description at Econpapers || Download paper

  49. Loan supply, credit markets and the euro area financial crisis. (2015). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151861.

    Full description at Econpapers || Download paper

  50. Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison. (2014). Wright, Jonathan ; Scotti, Chiara ; Rogers, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1101.

    Full description at Econpapers || Download paper

  51. Unconventional monetary policies and the corporate bond market. (2014). Pedio, Manuela ; Orlov, Alexei ; Guidolin, Massimo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:3:p:203-212.

    Full description at Econpapers || Download paper

  52. Global corporate bond issuance: what role for US quantitative easing?. (2014). Lo Duca, Marco ; Nicoletti, Giulio ; Martinez, Ariadna Vidal .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141649.

    Full description at Econpapers || Download paper

  53. Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model. (2014). Pedio, Manuela ; Guidolin, Massimo ; Orlov, Alexei G.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1623.

    Full description at Econpapers || Download paper

  54. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:aee:wpaper:1407.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pne58-25351

  1. Adrian, Tobias, and Hyun S. Shin (2010). Liquidity and Leverage. Journal of Financial Intermediation, 19, 418-437.

  2. Adrian, Tobias, Emmanuel Moench, and Hyun S. Shin (2010a). Financial Intermediation, Asset Prices, and Macroeconomic Dynamics. Federal Reserve Bank of New York Staff Report No. 422.
    Paper not yet in RePEc: Add citation now
  3. Adrian, Tobias, Emmanuel Moench, and Hyun S. Shin (2010b). Macro Risk Premium and Intermediary Balance Sheet Quantities. IMF Economic Review 58, 179-207.
    Paper not yet in RePEc: Add citation now
  4. Andrés, Javier, David López Salido, and Edward Nelson (2004). Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium. Journal of Money, Credit and Banking 36, 665-690.

  5. Bassett, William F., Simon Gilchrist, Gretchen C. Weinbach, and Egon Zakrajsek (2013). Improving Our Ability to Monitor Bank Lending. In Systemic Risk and Macro Modeling, edited by Markus K. Brunnermeier and Arvind Krishnammurthy. Forthcoming.
    Paper not yet in RePEc: Add citation now
  6. Brunnermeier, Markus K., and Yuliy Sannikov (Forthcoming). A Macroeconomic Model with a Financial Sector. American Economic Review, forthcoming.
    Paper not yet in RePEc: Add citation now
  7. Clouse, James A., Dale W. Henderson, Athanasios Orphanides, and Peter A. Tinsley (2003). Monetary Policy When the Nominal Short-Term Interest Rate Is Zero. Topics in Macroeconomics 3, 1088-1022.

  8. DAmico, Stefania, and Thomas B. King (2013). Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply. Journal of Financial Economics 108, 425-448.

  9. DAmico, Stefania, William B. English, David López Salido, and Edward Nelson (2012). The Federal Reserve's Large-Scale Asset Purchase Programs Rationale and Effects. Economic Journal 122, F415-F446.

  10. Eggertsson, Gauti B., and Michael Woodford (2003). The Zero Bound on Interest Rates and Optimal Monetary Policy. Brookings Papers on Economic Activity 34, 139-211.

  11. English, William B., Skander J. Van den Heuvel, and Egon Zakrajsek (2012). Interest Rate Risk and Bank Equity Valuations. Finance and Economics Discussion Series Paper No. 2012-26, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now
  12. Gürkaynak, R.S., B.P. Sack, and J.H. Wright (2007). The US Treasury Yield Curve. Journal of Monetary Economics, 54, 2291-2304.
    Paper not yet in RePEc: Add citation now
  13. Gabaix, Xavier, Arvind Krishnamurthy, and Olivier Vigneron (2007). Limits of Arbitrage Theory and Evidence from the Mortgage-Backed Securities Market. Journal of Finance 62, 557-595.

  14. Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack (2011). The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases. International Journal of Central Banking 7, 3-43.

  15. Gilchrist, Simon, and Egon Zakrajsek (2012). Credit Spreads and Business Cycle Fluctuations. American Economic Review 102, 1692-1720.

  16. Glick, Reuven, and Sylvain Leduc (2012). Central Bank Announcements of Asset Purchases and the Impact on Global Financial and Commodity Markets. Journal of International Money and Finance, 31, 2078-2101.

  17. Greenwood, R., and D. Vayanos (2010). Price Pressure in the Government Bond Market. American Economic Review, 100, 585-590

  18. Greenwood, R., and D. Vayanos (2014). Bond Supply and Excess Bond Returns. Review of Financial Studies, Society for Financial Studies, 27, 663-713.

  19. Hamilton, James D., and Jing C. Wu (2012). The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment. Journal of Money, Credit and Banking 44, 3-46.

  20. Hancock, Diana, and Wayne Passmore (2011). Did the Federal Reserve MBS Purchase Program Lower Mortgage Rates? Journal of Monetary Economics, 58, 498-518.

  21. Hansen, Lars P. (1982). Large Sample Properties of Generalized Method of Moment Estimators. Econometrica 50, 1029-1054.

  22. He, Zhiguo, and Arvind Krishnamurthy (2012). A Macroeconomic Framework for Quantifying Systemic Risk. Working Paper, Kellogg School of Management, Northwestern University.

  23. He, Zhiguo, and Arvind Krishnamurthy (2013). Intermediary Asset Pricing. American Economic Review 103, 732-770.

  24. Klein, Roger W., and Francis Vella (2010). Estimating a Class of Triangular Simultaneous Equations Models without Exclusion Restrictions, Journal of Econometrics 154, 154-164.

  25. Kohn, Donald L. (2009). Monetary Policy Research and the Financial Crisis Strengths and Shortcomings. Speech at the Federal Reserve Conference on Key Developments in Monetary Policy, Washington, DC, October 9.

  26. Krishnamurthy, Arvind, and Annette Vissing-Jorgensen (2011). The Effects of Quantitative Easing on Interest Rates Channels and Implications for Policy. Brookings Papers on Economic Activity 42, 215-265.

  27. Krishnamurthy, Arvind, and Annette Vissing-Jorgensen (2012). The Aggregate Demand for Treasury Debt. Journal of Political Economy 120, 233-367.

  28. Laubach, Thomas (2009). New Evidence on the Interest Rate Effects of Budget Deficits and Debt. Journal of the European Economic Association 7, 858-885.

  29. Li, Canlin, and Min Wei (2013). Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs. International Journal of Central Banking, 9, 3-39.

  30. Maronna, Ricardo A., Douglas R. Martin, and Victor J. Yohai (2006). Robust Statistics Theory and Methods. New York, NY: John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  31. Meaning, Jack, and Feng Zhu (2011). The Impact of Recent Central Bank Asset Purchase Programmes. BIS Quarterly Review, December, 73-83.

  32. Modigliani, Franco, and Richard C. Sutch (1966). Innovations in Interest Rate Policy. American Economic Review, 56, 178-197.
    Paper not yet in RePEc: Add citation now
  33. Modigliani, Franco, and Richard C. Sutch (1967). Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience. Journal of Political Economy 75, 569-589.

  34. Rigobon, Roberto (2003). Identification through Heteroskedasticity. Review of Economics and Statistics 85, 777-92.

  35. Rigobon, Roberto, and Brian Sack (2003). Measuring the Response of Monetary Policy to the Stock Market. Quarterly Journal of Economics, 118, 639-669.
    Paper not yet in RePEc: Add citation now
  36. Rigobon, Roberto, and Brian Sack (2004). The Impact of Monetary Policy on Asset Prices. Journal of Monetary Economics, 51, 1553-1575.

  37. Sentana, Enrique, and Gabriele Fiorentini (2001). Identification, Estimation, and Testing of Conditionally Heteroskedastic Factor Models. Journal of Econometrics, 102, 143-164.

  38. Swanson, Eric T. (2011). Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2. Brookings Papers on Economic Activity 42, 151-188.

  39. Tobin, James (1961). Money, Capital, and Other Stores of Value. American Economic Review 51, 26-37.
    Paper not yet in RePEc: Add citation now
  40. Tobin, James (1963). An Essay on the Principles of Debt Management. In Commission on Money and Credit (ed.), Fiscal and Debt Management Policies. Englewood Cliffs, NJ: Prentice Hall. 143-218.
    Paper not yet in RePEc: Add citation now
  41. Vayanos, Dimitri, and Jean-Luc Vila (2009). A Preferred-Habitat Model of the Term Structure of Interest Rates. NBER Working Paper No. 15487.

  42. Wright, Jonathan H. (2012). What Does Monetary Policy Do to Long-Term Interest Rates at the Zero Lower Bound? Economic Journal 122, F447-F466.

  43. Yellen, Janet L. (2011). Unconventional Monetary Policy and Central Bank Communications. Speech at the University of Chicago Booth School of Business U.S. Monetary

Cocites

Documents in RePEc which have cited the same bibliography

  1. International Channels of Transmission of Monetary Policy and the Mundellian Trilemma. (2016). Rey, Helene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21852.

    Full description at Econpapers || Download paper

  2. Regulatory change and monetary policy. (2016). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:55.

    Full description at Econpapers || Download paper

  3. Monetary policy, excessive risk-taking and banking crisis. (2015). Zaghdoudi, Taha.
    In: MPRA Paper.
    RePEc:pra:mprapa:69547.

    Full description at Econpapers || Download paper

  4. Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21162.

    Full description at Econpapers || Download paper

  5. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210.

    Full description at Econpapers || Download paper

  6. Vulnerable banks. (2015). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:471-485.

    Full description at Econpapers || Download paper

  7. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Massa, Massimo ; Zhang, Lei.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10536.

    Full description at Econpapers || Download paper

  8. Globalization of corporate risk taking. (2014). Shin, Hyun Song ; Bruno, Valentina.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:45:y:2014:i:7:p:800-820.

    Full description at Econpapers || Download paper

  9. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Ratnovski, Lev ; Claessens, Stijn ; Cerutti, Eugenio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/069.

    Full description at Econpapers || Download paper

  10. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Ratnovski, Lev ; Claessens, Stijn ; Cerutti, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10314.

    Full description at Econpapers || Download paper

  11. A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints. (2014). Michaelides, Alexander ; Mankart, Jochen ; Pagratis, Spyros.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10299.

    Full description at Econpapers || Download paper

  12. A Policy Model to Analyze Macroprudential Regulations and Monetary Policy. (2014). Meh, Cesaire ; Alpanda, Sami ; Cateau, Gino.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-6.

    Full description at Econpapers || Download paper

  13. Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra Jimenez, Jesus ; Gungor, Sermin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-3.

    Full description at Econpapers || Download paper

  14. Banks, Markets, and Financial Stability. (2013). Pausch, Thilo ; Fecht, Falko ; Eder, Armin .
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79712.

    Full description at Econpapers || Download paper

  15. Unemployment benefits and financial leverage in an agent based macroeconomic model. (2013). Russo, Alberto ; Gallegati, Mauro ; Ricetti, Luca .
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201342.

    Full description at Econpapers || Download paper

  16. Regole di Basilea e modelli di vigilanza: quale convergenza? (Basel rules and supervisory models: What convergence?). (2013). Montanaro, Elisabetta.
    In: Moneta e Credito.
    RePEc:psl:moneta:2013:43.

    Full description at Econpapers || Download paper

  17. The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s. (2013). Masciantonio, Sergio ; Tiseno, Andrea.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_164_13.

    Full description at Econpapers || Download paper

  18. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2012). Laeven, Luc ; Kane, Edward J. ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18043.

    Full description at Econpapers || Download paper

  19. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

    Full description at Econpapers || Download paper

  20. The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8819.

    Full description at Econpapers || Download paper

  21. Sizing Up Repo. (2012). Nagel, Stefan ; KRISHNAMURTHY, ARVIND ; Orlov, Dmitry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8795.

    Full description at Econpapers || Download paper

  22. Evaporating Liquidity. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8775.

    Full description at Econpapers || Download paper

  23. Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8764.

    Full description at Econpapers || Download paper

  24. Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:394.

    Full description at Econpapers || Download paper

  25. Debt deleveraging and business cycles: An agent-based perspective. (2011). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201131.

    Full description at Econpapers || Download paper

  26. Get rid of banks and build up a modern financial world. (2011). Lenz, Rainer.
    In: MPRA Paper.
    RePEc:pra:mprapa:33501.

    Full description at Econpapers || Download paper

  27. Duffie, Darrell: How Big Banks Fail and What to Do about It. (2011). Baglioni, Angelo.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:103:y:2011:i:1:p:101-103.

    Full description at Econpapers || Download paper

  28. Velocity of Pledged Collateral: Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

    Full description at Econpapers || Download paper

  29. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

    Full description at Econpapers || Download paper

  30. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

    Full description at Econpapers || Download paper

  31. Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies. (2010). Malliaris, Anastasios ; Hayford, Marc .
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286.

    Full description at Econpapers || Download paper

  32. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

  33. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; BHARATH, SREEDHAR T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

    Full description at Econpapers || Download paper

  34. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16377.

    Full description at Econpapers || Download paper

  35. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

    Full description at Econpapers || Download paper

  36. Yesterdays Heroes: Compensation and Creative Risk-Taking. (2010). Scheinkman, Jose ; Hong, Harrison ; Cheng, Ing-Haw ; Ing-Haw Cheng, Harrison Hong, Jose A. Scheinkman, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16176.

    Full description at Econpapers || Download paper

  37. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15653.

    Full description at Econpapers || Download paper

  38. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp318.

    Full description at Econpapers || Download paper

  39. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp10-12.

    Full description at Econpapers || Download paper

  40. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

    Full description at Econpapers || Download paper

  41. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

    Full description at Econpapers || Download paper

  42. Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?. (2010). Palumbo, Michael ; Eichner, Matthew J. ; Kohn, Donald L..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-20.

    Full description at Econpapers || Download paper

  43. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2010-5.

    Full description at Econpapers || Download paper

  44. Solving the Present Crisis and Managing the Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1751.

    Full description at Econpapers || Download paper

  45. The Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1715r.

    Full description at Econpapers || Download paper

  46. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-04.

    Full description at Econpapers || Download paper

  47. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:4:a:10.

    Full description at Econpapers || Download paper

  48. The Crisis: Policy Lessons and Policy Challenges. (2009). Pisani-Ferry, Jean ; Coeuré, Benoit ; Benassy-Quere, Agnès ; Jacquet, Pierre ; Coeure, Benoit.
    In: Working Papers.
    RePEc:cii:cepidt:2009-28.

    Full description at Econpapers || Download paper

  49. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

    Full description at Econpapers || Download paper

  50. Financial Regulation in a System Context. (2008). Shin, Hyun Song ; Morris, Stephen.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:229-274.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 03:07:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.