create a website

Unsecured and Secured Funding. (2022). Ranaldo, Angelo ; di Filippo, Mario ; Wrampelmeyer, Jan.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:651-662.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 25

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. Liquidity Risk and Funding Cost. (2023). Ranaldo, Angelo ; Bechtel, Alexander ; Wrampelmeyer, Jan.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422..

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, Viral V., and David R. Skeie. (2011) “A Model of Liquidity Hoarding and Term Premia in Inter‐bank Markets.” Journal of Monetary Economics, 58, 436–47.

  2. Acharya, Viral V., and Ouarda Merrouche. (2013) “Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis.” Review of Finance, 17, 107–60.

  3. Afonso, Gara, Anna Kovner, and Antoinette Schoar. (2011) “Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis.” Journal of Finance, 66, 1109–39.

  4. Allen, Franklin, Elena Carletti, and Douglas Gale. (2009) “Interbank Market Liquidity and Central Bank Intervention.” Journal of Monetary Economics, 56, 639–52.

  5. Boissel, Charles, Francois Derrien, Evren Ors, and David Thesmar. (2017) “Systemic Risk in Clearing Houses: Evidence from the European Repo Market.” Journal of Financial Economics, 125, 511–36.

  6. Caballero, Ricardo J., and Alp Simsek. (2013) “Fire Sales in a Model of Complexity.” Journal of Finance, 68, 2549–87.

  7. Caballero, Ricardo J., and Arvind Krishnamurthy. (2008) “Collective Risk Management in a Flight to Quality Episode.” Journal of Finance, 63, 2195–2230.

  8. Copeland, Adam, Antoine Martin, and Michael Walker. (2014) “Repo Runs: Evidence from the Tri‐Party Repo Market.” Journal of Finance, 69, 2343–80.

  9. Dang, Tri Vi, Gary B. Gorton, and Bengt Holmström. (2012) “Ignorance, Debt, and Financial Crises.” Working Paper, Yale School of Management.
    Paper not yet in RePEc: Add citation now
  10. De Fiore, Fiorella, Marie Hoerova, and Harald Uhlig. (2017) “The Macroeconomic Impact of Money Market Disruptions.” Working Paper ECB.
    Paper not yet in RePEc: Add citation now
  11. Frutos, Juan Carlos, Carlos Garcia‐de Andoain, Florian Heider, and Patrick Papsdorf. (2016) “Stressed Interbank Markets: Evidence from the European Financial and Sovereign Debt Crisis.” ECB Working Paper 1925 European Central Bank.

  12. Furfine, Craig H. (2000) “Interbank Payments and the Daily Federal Funds Rate.” Journal of Monetary Economics, 46, 535–53.

  13. Furfine, Craig H. (2001) “Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market.” Journal of Business, 74, 33–57.

  14. Gorton, Gary B., and Andrew Metrick. (2012) “Securitized Banking and the Run on Repo.” Journal of Financial Economics, 104, 425–51.

  15. Gorton, Gary. (2017) “The History and Economics of Safe Assets.” Annual Review of Economics, 9, 547–86.
    Paper not yet in RePEc: Add citation now
  16. Heider, Florian, Marie Hoerova, and Cornelia Holthausen. (2015) “Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk.” Journal of Financial Economics, 118, 336–54.
    Paper not yet in RePEc: Add citation now
  17. Hollo, Daniel, Manfred Kremer, and Marco Lo Duca. (2012) “CISS—A Composite Indicator of Systemic Stress in the Financial System.” Working Paper, European Central Bank and National Bank of Hungary.
    Paper not yet in RePEc: Add citation now
  18. Holmström, Bengt. (2015) “Understanding the Role of Debt in the Financial System.” BIS Working Papers No 479.
    Paper not yet in RePEc: Add citation now
  19. Krishnamurthy, Arvind, Stefan Nagel, and Dmitry Orlov. (2014) “Sizing up Repo.” Journal of Finance, 69, 2381–2417.
    Paper not yet in RePEc: Add citation now
  20. Malherbe, Frederic. (2014) “Self‐Fulfilling Liquidity Dry‐Ups.” Journal of Finance, 69, 947–70.
    Paper not yet in RePEc: Add citation now
  21. Munyan, Benjamin. (2015) “Regulatory Arbitrage in Repo Markets.” OFR Working Paper Office of Financial Research and Vanderbilt University.
    Paper not yet in RePEc: Add citation now
  22. Nagel, Stefan. (2016) “The Liquidity Premium of Near‐Money Assets.” The Quarterly Journal of Economics, 131, 1927–71.
    Paper not yet in RePEc: Add citation now
  23. Pérignon, Christophe, David Thesmar, and Guillaume Vuillemey. (2018) “Wholesale Funding Dry‐Ups.” Journal of Finance, 73, 575–617.
    Paper not yet in RePEc: Add citation now
  24. Rupprecht, Matthias, and Jan Wrampelmeyer. (2019) “Funding Illiquidity.” Working Paper, VU Amsterdam.
    Paper not yet in RePEc: Add citation now
  25. Schaffner, Patrick, Angelo Ranaldo, and Kostas Tsatsaronis. (2019) “Euro Repo Market Functioning: Collateral Is King.” BIS Quarterly Review, December 2019, 95–108.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Multiple lending, credit lines and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172089.

    Full description at Econpapers || Download paper

  2. Interbank intermediation. (2016). Krahnen, Jan ; Georg, Co-Pierre ; Bluhm, Marcel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:162016.

    Full description at Econpapers || Download paper

  3. Funding Illiquidity. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:01.

    Full description at Econpapers || Download paper

  4. The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:16.

    Full description at Econpapers || Download paper

  5. What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries. (2015). Vollmer, Uwe ; Diemer, Michael .
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:5:y:2015:i:2:p:251-277.

    Full description at Econpapers || Download paper

  6. Does Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2015). Steffen, Sascha ; Imbierowicz, Bjorn ; Acharya, Viral ; Teichmann, Daniel.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:24.

    Full description at Econpapers || Download paper

  7. Un-Networking: The Evolution of Networks in the Federal Funds Market. (2015). Klee, Elizabeth ; Bolotnyy, Valentin ; Beltran, Daniel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-55.

    Full description at Econpapers || Download paper

  8. From Organization to Activity in the US Collateralized Interbank Market. (2015). Oet, Mikhail ; Ong, Stephen J.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1529.

    Full description at Econpapers || Download paper

  9. Bank funding structure and lending under liquidity shocks: Evidence from Korea. (2015). Jung, Hosung ; Kim, Dongcheol.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:33:y:2015:i:c:p:62-80.

    Full description at Econpapers || Download paper

  10. Access policy and money market segmentation. (2015). Nellen, Thomas ; Kraenzlin, Sébastien.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

  11. FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:114-134.

    Full description at Econpapers || Download paper

  12. How do banks respond to increased funding uncertainty?. (2015). Walther, Ansgar ; Ritz, Robert.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:3:p:386-410.

    Full description at Econpapers || Download paper

  13. Macroprudential regulation under repo funding. (2015). Valderrama, Laura.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:2:p:178-199.

    Full description at Econpapers || Download paper

  14. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Calluzzo, Paul ; Dong, Gang Nathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

    Full description at Econpapers || Download paper

  15. Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

    Full description at Econpapers || Download paper

  16. Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis. (2015). Schoar, Antoinette ; Peydro, Jose-Luis ; Da-Rocha-Lopes, Samuel ; Samuel Da-Rocha-Lopes, ; Iyer, Rajkamal ; José-Luis Peydró, .
    In: Working Papers.
    RePEc:bge:wpaper:687.

    Full description at Econpapers || Download paper

  17. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:442014.

    Full description at Econpapers || Download paper

  18. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232014.

    Full description at Econpapers || Download paper

  19. A network analysis of the evolution of the German interbank market. (2014). Georg, Co-Pierre ; battiston, stefano ; Roukny, Tarik.
    In: Discussion Papers.
    RePEc:zbw:bubdps:222014.

    Full description at Econpapers || Download paper

  20. LIBOR: origins, economics, crisis, scandal, and reform. (2014). Skeie, David ; Hou, David.
    In: Staff Reports.
    RePEc:fip:fednsr:667.

    Full description at Econpapers || Download paper

  21. To sell or to borrow: a theory of bank liquidity management. (2014). Kowalik, Michal.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp14-18.

    Full description at Econpapers || Download paper

  22. Bankruptcy resolution capacity and economic fluctuations. (2014). Aysun, Uluc.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:387-399.

    Full description at Econpapers || Download paper

  23. The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank. (2014). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:107-129.

    Full description at Econpapers || Download paper

  24. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141700.

    Full description at Econpapers || Download paper

  25. Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios. (2014). Schaeck, Klaus ; Onali, Enrico ; Kick, Thomas ; Ruprecht, Benedikt .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141662.

    Full description at Econpapers || Download paper

  26. How do banks respond to increased funding uncertainty?. (2014). Walther, Ansgar ; Ritz, Robert.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1414.

    Full description at Econpapers || Download paper

  27. Implementing monetary policy in a fragmented monetary union.. (2014). Vari, Miklos.
    In: Working papers.
    RePEc:bfr:banfra:529.

    Full description at Econpapers || Download paper

  28. Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis. (2013). Schoar, Antoinette ; Peydro, Jose-Luis ; Da-Rocha-Lopes, Samuel ; Samuel Da-Rocha-Lopes, ; Iyer, Rajkamal.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1365.

    Full description at Econpapers || Download paper

  29. Liquidity hoarding. (2013). Yorulmazer, Tanju ; Gale, Douglas.
    In: Theoretical Economics.
    RePEc:the:publsh:1064.

    Full description at Econpapers || Download paper

  30. Repo Market – A Tool to Manage Liquidity in Financial Institutions. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51590.

    Full description at Econpapers || Download paper

  31. Identifying term interbank loans from Fedwire payments data. (2013). Vickery, James ; Skeie, David ; Youle, Thomas ; Kuo, Dennis .
    In: Staff Reports.
    RePEc:fip:fednsr:603.

    Full description at Econpapers || Download paper

  32. Repo collateral fire sales: the effects of exemption from automatic stay. (2013). Infante, Sebastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-83.

    Full description at Econpapers || Download paper

  33. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank. (2013). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-34.

    Full description at Econpapers || Download paper

  34. Bank liquidity hoarding and the financial crisis: an empirical evaluation. (2013). Berrospide, Jose .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-03.

    Full description at Econpapers || Download paper

  35. The term structure of interbank risk. (2013). Filipovi, Damir ; Trolle, Anders B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

    Full description at Econpapers || Download paper

  36. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank. (2013). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131562.

    Full description at Econpapers || Download paper

  37. Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., .
    In: Working papers.
    RePEc:bfr:banfra:432.

    Full description at Econpapers || Download paper

  38. What is a prime bank? A Euribor � OIS spread perspective. (2013). Taboga, Marco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_895_13.

    Full description at Econpapers || Download paper

  39. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162012.

    Full description at Econpapers || Download paper

  40. The macroeconomic effects of a stable funding requirement. (2012). Williams, Rebecca ; Munro, Anella ; Bloor, Chris ; Craigie, Rebecca .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2012/05.

    Full description at Econpapers || Download paper

  41. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17838.

    Full description at Econpapers || Download paper

  42. Assessing the quality of “Furfine-based” algorithms. (2012). Copeland, Adam ; armantier, olivier.
    In: Staff Reports.
    RePEc:fip:fednsr:575.

    Full description at Econpapers || Download paper

  43. CISS - a composite indicator of systemic stress in the financial system. (2012). Lo Duca, Marco ; Kremer, Manfred ; Hollo, Daniel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121426.

    Full description at Econpapers || Download paper

  44. Bank liquidity, the maturity ladder, and regulation. (2012). de Haan, Leo ; van den End, Jan Willem.
    In: Working Papers.
    RePEc:dnb:dnbwpp:346.

    Full description at Econpapers || Download paper

  45. Bankruptcy resolution capacity and regional economic fluctuations. (2012). Aysun, Uluc ; Khaddaria, Raman .
    In: Working Papers.
    RePEc:cfl:wpaper:2012-01.

    Full description at Econpapers || Download paper

  46. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Elliott, John ; Sterne, Gabriel.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0456.

    Full description at Econpapers || Download paper

  47. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: Staff Reports.
    RePEc:fip:fednsr:488.

    Full description at Econpapers || Download paper

  48. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-06.

    Full description at Econpapers || Download paper

  49. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8706.

    Full description at Econpapers || Download paper

  50. Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis. (2010). merrouche, ouarda ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16395.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-02 04:07:17 || 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.