[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Revenge of the steamroller: ABCP as a window on risk choices. (2013). Kotter, Jason ; Correa, Ricardo ; Arteta, Carlos ; Carey, Mark.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1076.

Full description at Econpapers || Download paper

Cited: 39

Citations received by this document

Cites: 53

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. Bank complexity, governance, and risk. (2022). Correa, Ricardo ; Goldberg, Linda S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302740.

    Full description at Econpapers || Download paper

  2. Concierge treatment from banks: Evidence from the paycheck protection program. (2022). Wang, Hanmeng ; Michaely, Roni ; Martin, Xiumin ; Duchin, Ran.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002467.

    Full description at Econpapers || Download paper

  3. Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network. (2021). Goldberg, Linda ; Buch, Claudia M.
    In: Staff Reports.
    RePEc:fip:fednsr:91625.

    Full description at Econpapers || Download paper

  4. Bank Complexity, Governance, and Risk. (2020). Goldberg, Linda ; Correa, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27547.

    Full description at Econpapers || Download paper

  5. Bank Complexity, Governance, and Risk. (2020). Goldberg, Linda ; Correa, Ricardo.
    In: Staff Reports.
    RePEc:fip:fednsr:88198.

    Full description at Econpapers || Download paper

  6. Bank Complexity, Governance, and Risk. (2020). Goldberg, Linda ; Correa, Ricardo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1287.

    Full description at Econpapers || Download paper

  7. Government support, regulation, and risk taking in the banking sector. (2020). Correa, Ricardo ; Sapriza, Horacio ; Brandao-Marques, Luis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300153.

    Full description at Econpapers || Download paper

  8. .

    Full description at Econpapers || Download paper

  9. The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis. (2018). Bernanke, Ben S.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:50:y:2018:i:2018-02:p:251-342.

    Full description at Econpapers || Download paper

  10. .

    Full description at Econpapers || Download paper

  11. The Greenspan conundrum of 2005-7 and the acceleration in US ABCP supply: a single ‘reach for yield’ story. (2017). Shabani, Mimoza ; Lysandrou, Photis.
    In: MPRA Paper.
    RePEc:pra:mprapa:79917.

    Full description at Econpapers || Download paper

  12. Why did sponsor banks rescue their SIVs?. (2017). Segura, Anatoli.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1100_17.

    Full description at Econpapers || Download paper

  13. Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2016). Efing, Matthias.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201622.

    Full description at Econpapers || Download paper

  14. Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo.
    In: Supervisory Research and Analysis Working Papers.
    RePEc:fip:fedbqu:rpa16-4.

    Full description at Econpapers || Download paper

  15. Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2015). Efing, Matthias.
    In: Discussion Papers.
    RePEc:zbw:bubdps:402015.

    Full description at Econpapers || Download paper

  16. Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140035.

    Full description at Econpapers || Download paper

  17. Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J..
    In: Staff Reports.
    RePEc:fip:fednsr:601.

    Full description at Econpapers || Download paper

  18. Transatlantic mortgage credit boom and bust - the impact of market structure and regulation. (2014). Dbel, Hans-Joachim .
    In: Chapters.
    RePEc:elg:eechap:15685_6.

    Full description at Econpapers || Download paper

  19. Why did Sponsor Banks Rescue their SIVs? A Signaling Model of Rescues. (2014). Segura, Anatoli.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2014_1402.

    Full description at Econpapers || Download paper

  20. International evidence on government support and risk taking in the banking sector. (2013). Sapriza, Horacio ; Brandao Marques, Luis ; Correa, Ricardo ; Brandao-Marques, Luis.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1086.

    Full description at Econpapers || Download paper

  21. Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

    Full description at Econpapers || Download paper

  22. Securitization without risk transfer. (2013). Suarez, Gustavo ; Schnabl, Philipp ; Acharya, Viral V..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:515-536.

    Full description at Econpapers || Download paper

  23. Shadow banking regulation. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:559.

    Full description at Econpapers || Download paper

  24. Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis. (2012). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1059.

    Full description at Econpapers || Download paper

  25. Securitized banking and the run on repo. (2012). Metrick, Andrew ; Gorton, Gary.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:3:p:425-451.

    Full description at Econpapers || Download paper

  26. ABS Inflows to the United States and the Global Financial Crisis. (2011). Bertaut, Carol ; Kamin, Steven B. ; Tryon, Ralph W. ; DeMarco, Laurie Pounder .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17350.

    Full description at Econpapers || Download paper

  27. ABS inflows to the United States and the global financial crisis. (2011). Bertaut, Carol ; Kamin, Steve ; Tryon, Ralph ; DeMarco, Laurie Pounder .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1028.

    Full description at Econpapers || Download paper

  28. International capital flows and the returns to safe assets in the United States, 2003-2007. (2011). Bernanke, Ben ; Kamin, Steven ; DeMarco, Laurie Pounder ; Bertaut, Carol .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1014.

    Full description at Econpapers || Download paper

  29. How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom. (2011). Aiyar, Shekhar.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0424.

    Full description at Econpapers || Download paper

  30. International capital flows and the returns to safe assets in the United States 2003-2007.. (2011). Bernanke, Ben.
    In: Financial Stability Review.
    RePEc:bfr:fisrev:2011:15:02.

    Full description at Econpapers || Download paper

  31. Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09. (2010). Schnabl, Philipp ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16079.

    Full description at Econpapers || Download paper

  32. Securitization without risk transfer. (2010). Suarez, Gustavo ; Schnabl, Philipp ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15730.

    Full description at Econpapers || Download paper

  33. The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Jagtiani, Julapa.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:38:y:2010:i:3:p:295-316.

    Full description at Econpapers || Download paper

  34. The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Jagtiani, Julapa.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:38:y:2010:i:2:p:123-144.

    Full description at Econpapers || Download paper

  35. The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Jagtiani, Julapa ; Lang, William W..
    In: Working Papers.
    RePEc:ecl:upafin:10-12.

    Full description at Econpapers || Download paper

  36. Regulating the Shadow Banking System. (2010). Metrick, Andrew ; Gorton, Gary.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:41:y:2010:i:2010-02:p:261-312.

    Full description at Econpapers || Download paper

  37. Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2358.

    Full description at Econpapers || Download paper

  38. Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15223.

    Full description at Econpapers || Download paper

  39. The subprime turmoil: what’s old, what’s new, and what’s next. (2008). Calomiris, Charles.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:00001.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, Viral and Matthew Richardson, 2009, Causes of the financial crisis, Critical Review 21, 195–210.
    Paper not yet in RePEc: Add citation now
  2. Acharya, Viral V. and Philipp Schnabl, 2010, Do global banks spread global imbalances? The case of ABCP during the financial crisis of 2007–09, IMF Economic Review 58, 37–73.
    Paper not yet in RePEc: Add citation now

  3. Acharya, Viral V., Philipp Schnabl, and Gustavo Suarez, 2012, Securitization without risk transfer, Journal of Financial Economics, forthcoming.

  4. Acharya,Viral V., Gara Afonso, and Anna Kovner, 2012, How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007, Unpublished working paper, New York University.

  5. Adrian, Tobias, Adam B. Ashcraft, Haley Boesky, and Zoltan Pozsar, 2010, Shadow banking, Staff Report No. 458, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now

  6. Aggarwal, Reena, Isil Erel, Rene Stulz, and Rohan Williamson, 2010, Differences in governance practices between U.S. and foreign firms: Measurement, causes, and consequences, Review of Financial Studies 23, 3131–3169.

  7. Anderson, Ronald C. and Donald R. Fraser, 2000, Corporate control, bank risk taking and the health of the banking industry, Journal of Banking & Finance 24, 1383–1398.

  8. Bannier, Christina E, Eberhard Feess, and Natalie Packham, 2012, Competition, bonuses, and risk-taking in the banking industry, Review of Finance.

  9. Beltratti, Andrea and René M. Stulz, 2012, The credit crisis around the globe: why did some banks perform better?, Journal of Financial Economics, forthcoming.

  10. Bens, Daniel A. and Steven J. Monahan, 2008, Altering investment decisions to manage financial reporting outcomes: Asset-backed commercial paper conduits and FIN 46, Journal of Accounting Research, December.

  11. Berger, Allen N., Björn Imbierowicz, and Christian Rauch, 2012, The role of corporate governance in bank failures during the recent financial crisis, Unpublished working paper, University of South Carolina.

  12. Brandao Marques, Luis, Ricardo Correa, and Horacio Sapriza, 2012, International evidence on government support and risk-taking in the banking sector, European Banking Center Discussion Paper 2012-027, October.

  13. Brunnermeier, Markus, 2009, Deciphering the liquidity and credit crunch of 2007–2008, Journal of Economic Perspectives 23, 77–100.
    Paper not yet in RePEc: Add citation now
  14. Calomiris, Charles, 2009a, Financial innovation, regulation, and reform, Cato Journal 29, 65–91.
    Paper not yet in RePEc: Add citation now
  15. Calomiris, Charles, 2009b, The subprime turmoil: What’s old, what’s new, and what’s next, The Journal of Structured Finance 15, 6–52.
    Paper not yet in RePEc: Add citation now

  16. Carbo-Valverde, Santiago, Edward J. Kane, and Francisco Rodriguez-Fernandez, 2011, Safetynet benefits conferred on difficult-to-fail-and-unwind banks in the US and EU before and during the great recession, NBER Working Paper No. 16787.

  17. Chan, Nicholas, Mila Getmansky, Shane M. Haas and Andrew W. Lo, 2006, Systemic risk and hedge funds, in Mark Carey and Rene M. Stulz, eds., The Risks of Financial Institutions (University of Chicago Press).
    Paper not yet in RePEc: Add citation now

  18. Chen, Hui, Scott Joslin and Ngoc-Khanh Tran, 2012, Rare disasters and risk sharing with heterogeneous beliefs, Review of Financial Studies 25(7), 2189-2224.

  19. Coval, Joshua, Jakub Jurek and Erik Stafford, 2009, The economics of structured finance, Journal of Economic Perspectives 23(1), 3-25.

  20. Covitz, Daniel, Nellie Liang, and Gustavo Suarez, 2012, The evolution of a financial crisis: collapse of the asset-backed commercial paper market, Journal of Finance, forthcoming.

  21. De Jonghe, Olivier, 2010, Back to the basics in banking: A micro analysis of banking system stability, Journal of Financial Intermediation 19, 387-417.

  22. DeYoung, Robert, and Gokhan Torna, 2013, Nontraditional banking activities and bank failures during the financial crisis, Journal of Financial Intermediation forthcoming.

  23. Dinc, Serdar, 2005, Politicians and banks: Political influences on government-owned banks in emerging markets, Journal of Financial Economics 77, 453-479.

  24. Duarte, Jefferson, Francis A. Longstaff, and Fan Yu, 2007, Risk and return in fixed income arbitrage: Nickels in front of a steamroller, Review of Financial Studies 20, 769–812.

  25. Erel, Isil, Taylor D. Nadauld, and René M. Stulz, 2011, Why did U.S. banks invest in highlyrated securitization tranches?, NBER Working Paper No. 17269.

  26. Erkens, David, Mingyi Hung, and Pedro Matos, 2012, Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide, Journal of Corporate Finance 18,389–411.

  27. Fahlenbrach, Rüdiger and René M. Stulz, 2011, Bank CEO incentives and the credit crisis, Journal of Financial Economics 99, 11–26.

  28. Federal Reserve Board, 2004, Agencies Issue Final Rule on Capital Requirements for ABCP Conduits, July 20. Fung, William, and David A. Hsieh, The risk in hedge fund strategies: Theory and evidence from trend followers, Review of Financial Studies 14(2), 313-341.
    Paper not yet in RePEc: Add citation now

  29. Gabaix, Xavier and Augustin Landier, 2008, Why Has CEO pay increased so much?, Quarterly Journal of Economics 123, 49–100.

  30. Gatev, Evan, Til Schuermann and Philip E. Strahan, 2009, Managing bank liquidity risk: How deposit-lending synergies vary with market conditions, Review of Financial Studies 22(3), 995-1020.

  31. Gennaioli, Nicola, Andrei Shleifer, and Robert W. Vishny, 2011, A model of shadow banking, NBER Working Paper No. 17115.

  32. Gorton, Gary and Andrew Metrick, 2012, Securitized banking and the run on repo, Journal of Financial Economics 104, 425–451.

  33. Gorton, Gary and Nicholas S. Souleles, 2005, Special purpose vehicles and securitization, NBER Working Paper No. 11190.

  34. Gorton, Gary and Richard Rosen, 1995, Corporate control, portfolio choice, and the decline of banking, Journal of Finance 50, 1377–1420.

  35. Gorton, Gary B., 2010, Slapped by the invisible hand: The panic of 2007 (Oxford University Press).

  36. Gorton, Gary, Andrew Metrick, Andrei Shleifer, and Daniel Tarullo, 2010, Regulating the shadow banking system, Brookings Papers on Economic Activity, 261–312.

  37. Gropp, Reint, Hendrik Hakenes, and Isabel Schnabel, 2011, Competition, risk-shifting, and public bail-out policies, Review of Financial Studies 24, 2084–2120.

  38. Hau, Harald and Marcel Thum, 2009, Subprime crisis and board (in-) competence: Private vs.

  39. John, Kose, Anthony Saunders, and Lemma W. Senbet, 2000, A theory of bank regulation and management compensation, Review of Financial Studies 13, 95–125.

  40. John, Kose, Teresa A. John, and Lemma W. Senbet, 1991, Risk-shifting incentives of depository institutions: A new perspective on federal desposit insurance reform, Journal of Banking and Finance 15, 895–915.
    Paper not yet in RePEc: Add citation now

  41. John, Teresa, and Kose John, 1993, Top management compensation and capital structure, Journal of Finance 48, 949-974.

  42. JP Morgan Fixed Income Research, 2007, An ABCP cheat sheet, August 16.
    Paper not yet in RePEc: Add citation now

  43. Kacperczyk, Marcin and Philipp Schnabl, 2010, When safe proved risky: Commercial paper during the financial crisis of 2007–2009, Journal of Economic Perspectives 24, 29–50.

  44. Keeley, Michael C. , 1990, Deposit insurance, risk, and market power in banking, American Economic Review 80, 1183–1200.

  45. Krishnamurthy, Arvind, Stefan Nagel, and Dmitry Orlov, 2012, Sizing up repo, NBER Working Paper No. 17768.

  46. Laeven, Luc and Ross Levine, 2009, Bank governance, regulation and risk taking, Journal of Financial Economics 93, 259–275.

  47. Merton, Robert C., 1977, An analytic derivation of the cost of deposit insurance and loan guarantees, Journal of Banking and Finance 1, 3–11.
    Paper not yet in RePEc: Add citation now
  48. Moody’s Investors Service, 2007, ABCP credit arbitrage snapshot, March 31.
    Paper not yet in RePEc: Add citation now
  49. Nadauld, Taylor and Shane M. Sherlund, 2012, The role of the securitization process in the expansion of subprime credit, Journal of Financial Economics, forthcoming.
    Paper not yet in RePEc: Add citation now

  50. Nadauld, Taylor D. and Michael S. Weisbach, 2011, Did securitization affect the cost of corporate debt?, Journal of Financial Economics, forthcoming.

  51. public banks in Germany, Economic Policy 24, 701–751 Iannotta, Guiliano and George Pennacchi, 2012, Bank regulation, credit ratings, and systematic risk, Working paper, November.
    Paper not yet in RePEc: Add citation now

  52. Saunders, Anthony, Elizabeth Strock, and Nicholas G. Travlos, 1990, Ownership structure, deregulation, and bank risk taking, Journal of Finance 45, 643–654.

  53. Smith, Clifford W., and Rene M. Stulz, 1985, The determinants of firms’ hedging policies, Journal of Financial and Quantitative Analysis 20, 391-405.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Mortgage companies and regulatory arbitrage. (2014). Demyanyk, Yuliya.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1220.

    Full description at Econpapers || Download paper

  2. Extreme Spillover Between Shadow Banking and Regular Banking. (2013). Paraschiv, Florentina ; Qin, Minzi .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:12.

    Full description at Econpapers || Download paper

  3. Running for the Exit? International Bank Lending During a Financial Crisis. (2013). Van Horen, Neeltje ; De Haas, Ralph.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:26:y:2013:i:1:p:244-285.

    Full description at Econpapers || Download paper

  4. Financial Statistics for the United States and the Crisis: What Did They Get Right, What Did They Miss, and How Could They Change?. (2013). Kohn, Donald ; Palumbo, Michael ; Eichner, Matthew .
    In: NBER Chapters.
    RePEc:nbr:nberch:12518.

    Full description at Econpapers || Download paper

  5. Toward a supply-side theory of financial innovation. (2013). Awrey, Dan .
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:2:p:401-419.

    Full description at Econpapers || Download paper

  6. Retained interests in securitisations and implications for bank solvency. (2013). Casu, Barbara ; Sarkisyan, Anna .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131538.

    Full description at Econpapers || Download paper

  7. A model of shadow banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1283.

    Full description at Econpapers || Download paper

  8. Restructuring the Banking System to Improve Safety and Soundness. (2012). Morris, Charles ; Hoenig, Thomas .
    In: MPRA Paper.
    RePEc:pra:mprapa:47614.

    Full description at Econpapers || Download paper

  9. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18398.

    Full description at Econpapers || Download paper

  10. 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

  11. Sizing Up Repo. (2012). Nagel, Stefan ; Krishnamurthy, Arvind ; Orlov, Dmitry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17768.

    Full description at Econpapers || Download paper

  12. International Capital Flows and House Prices: Theory and Evidence. (2012). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Kohn, David ; Favilukis, Jack.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17751.

    Full description at Econpapers || Download paper

  13. International Capital Flows and House Prices: Theory and Evidence. (2012). Kohn, David ; Ludvigson, Sydney C. ; van Nieuwerburgh, Stijn ; Favilukis, Jack.
    In: NBER Chapters.
    RePEc:nbr:nberch:12626.

    Full description at Econpapers || Download paper

  14. Mortgage Financing in the Housing Boom and Bust. (2012). Seru, Amit ; Vig, Vikrant ; Piskorski, Tomasz ; Keys, Benjamin .
    In: NBER Chapters.
    RePEc:nbr:nberch:12624.

    Full description at Econpapers || Download paper

  15. Shadow banking regulation. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:559.

    Full description at Econpapers || Download paper

  16. Regulation’s role in bank changes. (2012). Olson, Peter .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2012:i:jul:p:1-8:n:v.18no.2.

    Full description at Econpapers || Download paper

  17. Leverage across firms, banks, and countries. (2012). Yesiltas, Sevcan ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:284-298.

    Full description at Econpapers || Download paper

  18. A Model of Shadow Banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Working Papers.
    RePEc:bge:wpaper:576.

    Full description at Econpapers || Download paper

  19. Effect of Securitization on the Bank’s Equity Risk in the U.S.. (2012). Poramapojn, Pituwan .
    In: Applied Economics Journal.
    RePEc:aej:apecjn:v:19:y:2012:i:1:p:68-86.

    Full description at Econpapers || Download paper

  20. Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises. (2011). Cooley, Thomas ; Acharya, Viral ; Walter, Ingo ; Richardson, Matthew.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0264.

    Full description at Econpapers || Download paper

  21. Regulating Systemic Risk through Transparency: Tradeoffs in Making Data Public. (2011). thesmar, david ; Landier, Augustin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17664.

    Full description at Econpapers || Download paper

  22. Leverage Across Firms, Banks, and Countries. (2011). Yesiltas, Sevcan ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17354.

    Full description at Econpapers || Download paper

  23. Implicit Guarantees and Risk Taking: Evidence from Money Market Funds. (2011). Schnabl, Philipp ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17321.

    Full description at Econpapers || Download paper

  24. Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Stulz, René ; Erel, Isil ; Nadauld, Taylor D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17269.

    Full description at Econpapers || Download paper

  25. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities. (2011). He, Jie ; Strahan, Philip E. ; Jun 'QJ' Qian, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17238.

    Full description at Econpapers || Download paper

  26. A Model of Shadow Banking. (2011). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17115.

    Full description at Econpapers || Download paper

  27. Dividends and Bank Capital in the Financial Crisis of 2007-2009. (2011). Shin, Hyun Song ; Acharya, Viral ; Kulkarni, Nirupama ; Gujral, Irvind .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16896.

    Full description at Econpapers || Download paper

  28. Regulating Systemic Risk through Transparency: Trade-Offs in Making Data Public. (2011). Sufi, Amir.
    In: NBER Chapters.
    RePEc:nbr:nberch:12508.

    Full description at Econpapers || Download paper

  29. The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market. (2011). Han, Song ; Li, Dan.
    In: Working Papers.
    RePEc:hkm:wpaper:052011.

    Full description at Econpapers || Download paper

  30. Repo Runs. (2011). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp687.

    Full description at Econpapers || Download paper

  31. Corporate governance and banks: what have we learned from the financial crisis?. (2011). Shapiro, Joel ; Mehran, Hamid ; Morrison, Alan.
    In: Staff Reports.
    RePEc:fip:fednsr:502.

    Full description at Econpapers || Download paper

  32. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Staff Reports.
    RePEc:fip:fednsr:498.

    Full description at Econpapers || Download paper

  33. 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

  34. Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Stulz, René ; Erel, Isil ; Nadauld, Taylor .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-16.

    Full description at Econpapers || Download paper

  35. The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds. (2011). Kastl, Jakub ; Hortacsu, Ali ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111374.

    Full description at Econpapers || Download paper

  36. 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

  37. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8705.

    Full description at Econpapers || Download paper

  38. Leverage Across Firms, Banks and Countries. (2011). Yesiltas, Sevcan ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8549.

    Full description at Econpapers || Download paper

  39. Informational Rents, Macroeconomic Rents, and Efficient Bailouts. (2011). Schnabl, Philipp ; PHILIPPON, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8216.

    Full description at Econpapers || Download paper

  40. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Allen, Jason ; Hortasu, Ali.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-17.

    Full description at Econpapers || Download paper

  41. Joseph Schumpeter Lecture The Great Moderation, The Great Panic, and The Great Contraction. (2010). Bean, Charles.
    In: Journal of the European Economic Association.
    RePEc:tpr:jeurec:v:8:y:2010:i:2-3:p:289-325.

    Full description at Econpapers || Download paper

  42. Fire Sales in Finance and Macroeconomics. (2010). Shleifer, Andrei ; Vishny, Robert W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16642.

    Full description at Econpapers || Download paper

  43. 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

  44. Rollover Risk and Market Freezes. (2010). Yorulmazer, Tanju ; Gale, Douglas ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15674.

    Full description at Econpapers || Download paper

  45. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive. (2010). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2010_42.

    Full description at Econpapers || Download paper

  46. Can banks provide liquidity in a financial crisis?. (2010). Mora, Nada.
    In: Economic Review.
    RePEc:fip:fedker:y:2010:i:qiii:p:31-67:n:v.95no.3.

    Full description at Econpapers || Download paper

  47. The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market. (2010). Han, Song ; Li, Dan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-50.

    Full description at Econpapers || Download paper

  48. 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 ; Kohn, Donald L. ; Eichner, Matthew J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-20.

    Full description at Econpapers || Download paper

  49. The Cross-Country Incidence of the Global Crisis. (2010). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7954.

    Full description at Econpapers || Download paper

  50. Capital Regulation after the Crisis: Business as Usual?. (2010). .
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:8:y:2010:i:2:p:40-46.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-01 16:19:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.