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The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect. (2012). Nielsen, Morten ; Christensen, Bent Jesper ; Zhu, Jie.
In: Working Paper.
RePEc:qed:wpaper:1295.

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Cited: 2

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Cites: 31

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Cocites: 32

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Tail risk and the return-volatility relation. (2018). Chevallier, Julien ; Aboura, Sofiane.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:16-29.

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  2. The impact of financial crises on the risk-return tradeoff and the leverage effect. (2012). Nielsen, Morten ; Christensen, Bent Jesper ; Zhu, Jie.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-19.

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References

References cited by this document

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Cocites

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  1. Liquidity Risk and Funding Cost. (2020). Ranaldo, Angelo ; Bechtel, Alexander ; Wrampelmeyer, Jan.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:03.

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  2. Collateralized Debt Networks with Lender Default. (2019). Chang, Jin-Wook.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-83.

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  3. Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire.
    In: Supervisory Research and Analysis Working Papers.
    RePEc:fip:fedbqu:rpa18-3.

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

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  5. 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.

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  6. A search-based model of the interbank money market and monetary policy implementation. (2015). Monnet, Cyril ; Bech, Morten.
    In: BIS Working Papers.
    RePEc:bis:biswps:529.

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

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  8. Connected to Whom? International Interbank Borrowing During the Global Crisis. (2013). Tintchev, Kalin I.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/014.

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  9. Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131607.

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  10. The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect. (2012). Nielsen, Morten ; Christensen, Bent Jesper ; Zhu, Jie.
    In: Working Paper.
    RePEc:qed:wpaper:1295.

    Full description at Econpapers || Download paper

  11. 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.

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

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  13. An empirical study of trade dynamics in the interbank market. (2012). Lagos, Ricardo ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:550.

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  14. Trade dynamics in the market for federal funds. (2012). Lagos, Ricardo ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:549.

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  15. 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.

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  16. Bank size, market concentration, and bank earnings volatility in the US. (2012). Poghosyan, Tigran ; de Haan, Jakob.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54.

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  17. How do banks respond to increased funding uncertainty?. (2012). Ritz, Robert.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1213.

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  18. The impact of financial crises on the risk-return tradeoff and the leverage effect. (2012). Nielsen, Morten ; Christensen, Bent Jesper ; Zhu, Jie.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-19.

    Full description at Econpapers || Download paper

  19. The Interbank Market after August 2007: What Has Changed, and Why?. (2011). Nobili, Andrea ; Angelini, Paolo ; Picillo, Cristina.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:5:p:923-958.

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  20. Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt .
    In: Working Papers.
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  21. Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information. (2011). Barnhill, Theodore M ; Schumacher, Liliana B.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/263.

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

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

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  24. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: Research Working Paper.
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  25. The first line of defense: the discount window during the early stages of the financial crisis. (2011). Klee, Elizabeth.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-23.

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  26. 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.

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  27. Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy. (2011). Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
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  28. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Hortacsu, Ali ; Allen, Jason ; Hortasu, Ali.
    In: Staff Working Papers.
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  29. Trade Dynamics in the Market for Federal Funds. (2010). Lagos, Ricardo ; Afonso, Gara.
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  30. Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis. (2010). merrouche, ouarda ; Acharya, Viral.
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  31. Securitized Banking and the Run on Repo. (2009). Gorton, Gary.
    In: Yale School of Management Working Papers.
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  32. Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
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