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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.

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  1. Acharya, Viral V, Schnabl, P and Suarez, G (2013), Securitisation without risk transfer, Journal of Financial Economics, Vol. 107, No 3

  2. Acharya, Viral V. and Schnabl, P (2010), Do global banks spread global imbalances? The case of ABCP during the financial crisis of 2007–09, IMF Economic Review 58, 37–73.

  3. Arteta, C, Carey, M, Correa, R and Kotter, J ( 2013) Revenge of the Steamroller: ABCP as a Window on Risk Choices, Board of Governors of the Federal Reserve System, International Finance Discussion Papers, Number 1076

  4. Bank of England (2007a). Financial Stability Report. April.
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  5. Bernanke, B, S, Bertaut, C, DeMarco, L,P and Kamin, S. (2011) “International Capital Flows and the Returns to Safe Assets in the United States, 2003–2007.” FRS International Finance Discussion Papers 1014, Board of Governors of the Federal Reserve System

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  8. Caballero, R, J (2010). “The “Other” Imbalance and the Financial Crisis.” NBER Working Paper 15636, National Bureau of Economic Research, Cambridge, Massachusetts, Washington
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  9. Covitz, D, Liang, N and Suarez, G (2012), The evolution of a financial crisis: collapse of the asset-backed commercial paper market, Journal of Finance,
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  10. Deutsche Bank, (2015), Money Market funds – an economic perspective, February
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  11. Goda, T and Lysandrou, P (2014), “The Contribution of Wealth Concentration to the Subprime Crisis: A Quantitative Estimation.” Cambridge Journal of Economics 38 (2): 301–27

  12. Goda, T, Lysandrou, P and Stewart, C. (2013). “The Contribution of U.S. Bond Demand to the U.S. Bond Yield Conundrum of 2004 to 2007: An Empirical Investigation.” Journal of International Financial Markets, Institutions and Money 27: 113–36.

  13. Kacperczyk, M and Schnabl, P (2010), When safe proved risky: Commercial paper during the financial crisis of 2007–2009, Journal of Economic Perspectives 24, 29–50

  14. Lysandrou, P (2009). “The Root Cause of the Financial Crisis: A Demand-Side View.” Financial Times Economists Forum, March 24, http://blogs.ft.com/economistsforum/2009/03/ the-root-cause-of-the-financial-crisis-a-demand-side-view
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  15. Lysandrou, P and Nesvetailova, A (2015), The role played by the shadow banking system in the subprime crisis: a disaggregated view, Review of International Political Economy
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  16. Pozsar, Z (2011). “Institutional Cash Pools and the Triffin Dilemma of the U.S. Banking System.” IMF Working Paper 11/190, International Monetary Fund, Washington
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