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Intermediary Asset Pricing. (2013). He, Zhiguo ; Krishnamurthy, Arvind.
In: American Economic Review.
RePEc:aea:aecrev:v:103:y:2013:i:2:p:732-70.

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  90. Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph.
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  91. Financial cycles under diagnostic beliefs. (2022). van der Ghote, Alejandro ; Camous, Antoine.
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  92. Bubbles, Crashes, and Economic Growth: Theory and Evidence. (2022). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron, Pablo ; Guerron-Quintana, Pablo A.
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  93. Asymmetric information and insurance cycles. (2022). Garven, James R ; Dicks, David L.
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  94. Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio.
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  95. The Anatomy of the Transmission of Macroprudential Policies. (2022). McCann, Fergal ; Eisert, Tim ; Crosignani, Matteo ; Bergant, Katharina ; Acharya, Viral V.
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  96. Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto.
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  97. Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A.
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  98. The Loan Covenant Channel: How Bank Health Transmits to the Real Economy. (2022). Chodorow-Reich, Gabriel ; Falato, Antonio ; Chodorowreich, Gabriel.
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  99. The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine.
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  100. The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant.
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  101. Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro.
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  108. Intermediary asset pricing in currency carry trade returns. (2021). Nie, Jing ; Yin, Libo.
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  109. Intermediary capital risk and commodity futures volatility. (2021). Han, Liyan ; Nie, Jing ; Yin, Libo.
    In: Journal of Futures Markets.
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  110. Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility. (2021). Yin, Libo ; He, Feng.
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  111. Does economic uncertainty matter in international commodity futures markets?. (2021). Kim, Sunyoung ; Kwon, Kyung Yoon.
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  112. Testing and comparing conditional risk?return relationship with a new approach in the cross?sectional framework. (2021). Alexandridis, Antonis ; Messis, Petros ; Zapranis, Achilleas.
    In: International Journal of Finance & Economics.
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  113. Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae.
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  114. Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy .
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  115. The Impact of Cross-Border Capital Flows on the Chinese Banking System. (2021). Xu, Zichun ; Zhao, Yang.
    In: SAGE Open.
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  116. Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph.
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  117. Not All Shocks Are Created Equal: Assessing Heterogeneity in the Bank Lending Channel. (2021). Nogueira, Gil ; Blattner, Laura ; Farinha, Luisa.
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  118. When government expenditure meets bank regulation: The impact of government expenditure on credit supply. (2021). Li, Boyao.
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  119. A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock. (2021). Simsek, Alp ; Caballero, Ricardo J.
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  120. Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints. (2021). Xiao, Yajun ; Shi, Lei.
    In: Review of Asset Pricing Studies.
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  121. Can Monetary Policy Create Fiscal Capacity?. (2021). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Shultz, Patrick J ; Landvoigt, Tim.
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  122. Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto.
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  123. Competition vs. Stability: Oligopolistic Banking System with Run Risk. (2021). Capelle, Damien.
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  124. Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program. (2021). Zlate, Andrei ; Zarutskie, Rebecca ; Minoiu, Camelia.
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  125. Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S.
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  126. Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher.
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  127. Margin trading and leverage management. (2021). Lou, Dong ; He, Zhiguo ; Da, Zhi ; Bian, Jiangze ; Zhou, Hao ; Shue, Kelly.
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  128. Institutional investors and corporate governance. (2021). Sautner, Zacharias ; Fos, Vyacheslav ; Dasgupta, Amil.
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  129. Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping.
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  130. Macroprudential policy with capital buffers. (2021). Schroth, Josef.
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  131. Capital requirements in a model of bank runs: The 2008 run on repo. (2021). SIMON, LUIS.
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  132. Bank risks and lending outcomes: Evidence from QE. (2021). Girardone, Claudia ; Paltrinieri, Andrea ; Beltrame, Federico ; Sclip, Alex.
    In: Journal of International Money and Finance.
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  133. The role of financial conditions in portfolio choices: The case of insurers. (2021). Weisbach, Michael ; Ge, Shan.
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    RePEc:eee:jfinec:v:142:y:2021:i:2:p:803-830.

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  134. Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F.
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  135. Regulatory effects on short-term interest rates. (2021). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick.
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  136. Heterogeneous intermediary asset pricing. (2021). Kargar, Mahyar.
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  137. Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang.
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  138. Do limits to arbitrage explain the benefits of volatility-managed portfolios?. (2021). Detzel, Andrew ; Barroso, Pedro.
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  139. Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius.
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  140. Common pricing across asset classes: Empirical evidence revisited. (2021). Gospodinov, Nikolay ; Robotti, Cesare.
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  141. Inspecting the mechanism of quantitative easing in the euro area. (2021). Yogo, Motohiro ; Koulischer, Francois ; Nguyen, Benoit.
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  142. Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie.
    In: Journal of Financial Economics.
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  143. The state-dependent trading behavior of banks in the oil futures market. (2021). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel.
    In: Journal of Economic Behavior & Organization.
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  144. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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  145. Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis.
    In: Journal of International Economics.
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  146. International coordination of macroprudential policies with capital flows and financial asymmetries. (2021). Phelan, Gregory ; Chen, William.
    In: Journal of Financial Stability.
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  147. A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui.
    In: Finance Research Letters.
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  148. Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao.
    In: Journal of Econometrics.
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  149. Resolution of financial crises. (2021). Gonzalez-Eiras, Martin ; Fanelli, Sebastian.
    In: Journal of Economic Dynamics and Control.
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  150. Salience, systemic risk and spectral risk measures as capital requirements. (2021). Matyska, Branka.
    In: Journal of Economic Dynamics and Control.
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  151. Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian.
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  152. Investing in crises. (2021). Laeven, Luc ; Baron, Matthew ; Usenko, Yevhenii ; Penasse, Julien.
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  153. Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia.
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  154. Do bank insiders impede equity issuances?. (2021). Levine, Ross ; Laeven, Luc ; Goetz, Martin.
    In: Working Paper Series.
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  155. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
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  157. The Macroeconomics of Financial Speculation. (2021). Simsek, Alp.
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  158. The Wobbly Economy; Global Dynamics with Phase Transitions and State Transitions. (2021). Stiglitz, Joseph ; Hirano, Tomohiro.
    In: CIGS Working Paper Series.
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  159. Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence. (2021). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A.
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  160. Resolution of Final Crises. (2021). Fanelli, Sebastian ; Gonzalez-Eiras, Martin.
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  161. Rational Sentiments and Financial Frictions. (2021). Mendo, Fernando ; Khorrami, Paymon.
    In: Working Papers Central Bank of Chile.
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  162. Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence. (2021). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron, Pablo ; Guerron-Quintana, Pablo A.
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  163. The Dynamics of Pareto Distributed Wealth in a Small Open Economy. (2021). Birkner, Matthias ; Walde, Klaus ; Scheuer, Niklas.
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  164. The financial origins of non-fundamental risk. (2021). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant.
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  165. Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro.
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  166. A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David.
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  167. Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale.
    In: Journal of Finance.
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  168. Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin.
    In: Journal of Finance.
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  169. The Cross Section of MBS Returns. (2021). Richardson, Scott ; Eisfeldt, Andrea L ; Diep, Peter .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:5:p:2093-2151.

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  170. Leveraged Funds and the Shadow Cost of Leverage Constraints. (2021). Qin, Zhongling ; Lu, Zhongjin.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1295-1338.

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  171. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
    In: Journal of Finance.
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  172. Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan.
    In: Journal of Finance.
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  173. Financial Fragility with SAM?. (2021). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Greenwald, Daniel L.
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  174. Volatility and returns: Evidence from China†. (2021). 邓, 彬斌 ; Yan, Sibo ; Qiao, Xiao ; Chi, Yeguang ; Deng, Binbin .
    In: International Review of Finance.
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  175. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
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  177. Recapitalization, bailout, and long-run welfare in a dynamic model of banking. (2020). Modena, Andrea.
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  178. Risk pooling, leverage, and the business cycle. (2020). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro.
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  179. Bid and ask prices of index put options: Which predicts the underlying stock returns?. (2020). Chen, Jian ; Liu, Yangshu.
    In: Journal of Futures Markets.
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  180. Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo.
    In: Journal of Futures Markets.
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  181. Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking. (2020). Modena, Andrea.
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  182. How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union. (2020). Lelyveld, Iman ; van Lelyveld, Iman ; Ramcharan, Rodney ; Mink, Mark .
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  183. Flight to Safety in Business cycles. (2020). Yadav, Jayant.
    In: MPRA Paper.
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  184. Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel.
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  185. U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin.
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  186. Do Bank Insiders Impede Equity Issuances?. (2020). Levine, Ross ; Laeven, Luc ; Goetz, Martin.
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  187. Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang.
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  188. When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response. (2020). Muir, Tyler ; Moreira, Alan ; Haddad, Valentin.
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  189. Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment. (2020). Li, Wenhao ; Krishnamurthy, Arvind.
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  190. A Model of Asset Price Spirals and Aggregate Demand Amplification of a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp.
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  191. Risks to Human Capital. (2020). Wachter, Jessica ; Ebrahimian, Mehran .
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  192. Factor Timing. (2020). Kozak, Serhiy ; Santosh, Shrihari ; Haddad, Valentin.
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  193. How Cyclical Is Bank Capital?. (2020). Haubrich, Joseph.
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  194. Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai.
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  195. Unexpected Supply Effects of Quantitative Easing and Tightening. (2020). D'Amico, Stefania ; Seida, Tim.
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  196. U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin.
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  197. Twin Default Crises. (2020). Suarez, Javier ; Nikolov, Kalin ; Rubio-Ramirez, Juan ; Mendicino, Caterina.
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  198. Turning alphas into betas: arbitrage and endogenous risk. (2020). Cho, Thummim.
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  199. Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. (2020). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Lien, Donald.
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  200. Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz.
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  201. Procyclical leverage in Europe and its role in asset pricing. (2020). Reitz, Stefan ; Koehl, Alexandra ; Baltzer, Markus.
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  202. Financial intermediation and capital reallocation. (2020). Yang, Fang ; Li, Kai ; Ai, Hengjie.
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  203. Credit migration and covered interest rate parity. (2020). Liao, Gordon.
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  204. Turning alphas into betas: Arbitrage and endogenous risk. (2020). Cho, Thummim.
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  205. Liquidity supply by broker-dealers and real activity. (2020). Goldberg, Jonathan.
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  206. OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino.
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  207. Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail.
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  208. Sovereigns at risk: A dynamic model of sovereign debt and banking leverage. (2020). Coimbra, Nuno.
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  209. Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio.
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  210. Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon.
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  211. Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo.
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  212. Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions. (2020). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo.
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  213. Shadow banks, leverage risks, and asset prices. (2020). Feng, XU ; Xiao, Yajun ; Lu, Lei.
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  214. Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim.
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  215. Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina.
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  216. Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas .
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  217. Unconventional monetary policy and funding liquidity risk. (2020). DARRACQ PARIES, Matthieu ; Vandeweyer, Quentin ; D'Avernas, Adrien.
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  218. The growth of non-bank finance and new monetary policy tools. (2020). D'Avernas, Adrien ; Darracq-Paries, Matthieu ; Vandeweyer, Quentin.
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  219. Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras.
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  220. How banks respond to distress: Shifting risks in Europes banking union. (2020). Mink, Mark ; Lelyveld, Iman ; van Lelyveld, Iman ; Ramcharan, Rodney.
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  221. Multimodality in Macro-Financial Dynamics. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
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  222. Do Bank Insiders Impede Equity Issuances?. (2020). Levine, Ross ; Laeven, Luc ; Goetz, Martin.
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  223. A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp.
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  224. The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian .
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  225. Monetary and Macroprudential Policy with Endogenous Risk. (2020). Adrian, Tobias ; Duarte, Fernando ; Liang, Nellie ; Zabczyk, Pawel.
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  226. Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik.
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  227. Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio.
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  228. Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan.
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  229. Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth.
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  230. Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
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  231. Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates. (2020). Hirata, Wataru ; Hiraki, Kazuhiro.
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  232. Crossing the credit channel: credit spreads and firm heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth.
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  233. Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse.
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  234. Safety Transformation and the Structure of the Financial System. (2020). Diamond, William.
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  235. The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin.
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  236. Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen.
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  237. Optimal portfolio choices using financial leverage. (2020). Olmo, Jose ; Laborda, Ricardo.
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  238. U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Du, Wenxin ; Liao, Gordon.
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  239. Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang.
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  240. Financial frictions and the wealth distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
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  241. Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena.
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  242. Risques climatiques et règlementation financière prudentielle. (2020). Hege, Ulrich ; Cherbonnier, Frederic.
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  243. Carbon Policies and Climate Financial Regulation. (2020). Hege, Ulrich ; Cherbonnier, Frederic.
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  244. Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia.
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  246. The collateralizability premium. (2019). Schlag, Christian ; Li, Kai ; Ai, Hengjie.
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  247. Foreign exchange dealer asset pricing. (2019). Umlandt, Dennis ; Reitz, Stefan.
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  248. Procyclical leverage in Europe and its role in asset pricing. (2019). Reitz, Stefan ; Koehl, Alexandra ; Baltzer, Markus.
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  249. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
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  250. Foreign Exchange Dealer Asset Pricing. (2019). Reitz, Stefan ; Umlandt, Dennis.
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  251. OTC Intermediaries. (2019). Rajan, Sriram ; Siriwardane, Emil ; Herskovic, Bernard ; Eisfeldt, Andrea.
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  252. Credit Cycles with Market Based Household Leverage. (2019). Landvoigt, Tim ; Diamond, William.
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  253. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo.
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  254. Financial Risk Capacity. (2019). Bigio, Saki ; D'Avernas, Adrien.
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  255. Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
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  256. The Leverage Factor: Credit Cycles and Asset Returns. (2019). Taylor, Alan ; Davis, Josh.
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  257. The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin.
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  258. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
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  259. A Retrieved-Context Theory Of Financial Decisions. (2019). Wachter, Jessica ; Kahana, Michael Jacob.
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  260. Risk-Free Interest Rates. (2019). van Binsbergen, Jules ; Grotteria, Marco ; Diamond, William.
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  261. Reflexivity in Credit Markets. (2019). Jin, Lawrence ; Hanson, Samuel ; Greenwood, Robin.
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  262. The Role of Financial Conditions in Portfolio Choices: The Case of Insurers. (2019). Weisbach, Michael ; Ge, Shan.
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  263. The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C.
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  264. A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas.
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  265. Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2019). Zhou, TI ; Tompaidis, Stathis ; Kaniel, Ron.
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  266. Multimodality in Macro-Financial Dynamics. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
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  267. Credit Migration and Covered Interest Rate Parity. (2019). Liao, Gordon Y.
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  268. Liquidity risk and the dynamics of arbitrage capital. (2019). Vayanos, Dimitri ; Kondor, Peter.
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  269. Managing credit booms and busts: A Pigouvian taxation approach. (2019). Korinek, Anton ; Jeanne, Olivier.
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  270. The short rate disconnect in a monetary economy. (2019). Schneider, Martin ; Piazzesi, Monika ; Lenel, Moritz.
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  271. Financial frictions, investment, and Tobin’s q. (2019). Walentin, Karl ; Lorenzoni, Guido ; Cao, Dan.
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  272. Risky lending, bank leverage and unconventional monetary policy. (2019). Ferrante, Francesco.
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  273. Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A.
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  274. Banking technology in a Markov switching economy. (2019). Serletis, Apostolos ; Isakin, Maksim.
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  275. A tug of war: Overnight versus intraday expected returns. (2019). Skouras, Spyros ; Polk, Christopher ; Lou, Dong.
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  276. The cash conversion cycle spread. (2019). Wang, Baolian.
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  277. Capital immobility and the reach for yield. (2019). Moreira, Alan.
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  278. Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio ; Carlo Altavilla , .
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  279. A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse. (2019). Cukierman, Alex.
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  280. Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai.
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  281. The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin.
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  282. The Leverage Factor: Credit Cycles and Asset Returns. (2019). Taylor, Alan M ; Davis, Josh .
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  283. Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel.
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  284. Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoit ; Koulischer, Francois ; Koijen, Ralph.
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  285. Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William .
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  286. Exchange Rate Reconnect. (2019). Schreger, Jesse ; Neiman, Brent ; Maggiori, Matteo ; Lilley, Andrew .
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  287. A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo.
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  288. Monetary Policy, Macroprudential Policy, and Financial Stability. (2019). Repullo, Rafael ; Martinez-Miera, David.
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  289. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
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  290. Regulatory effects on short-term interest rates. (2019). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick.
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  291. Macroprudential policy with capital buffers. (2019). Schroth, Josef.
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  292. Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef.
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  294. Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz.
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  295. The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency. (2018). Bachmann, Manuel.
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  296. The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency. (2018). Bachmann, Manuel.
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  297. OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis.
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  298. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
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  299. Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets. (2018). Veldkamp, Laura ; Lucca, David O ; Boyarchenko, Nina.
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  300. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
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  301. When gambling for resurrection is too risky. (2018). Kirti, Divya.
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  302. Business cycles and the balance sheets of the financial and non-financial sectors. (2018). Villacorta, Alonso .
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  303. A Neoclassical Theory of Liquidity Traps. (2018). di Tella, Sebastian.
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  304. Dynamic Compensation under Uncertainty Shocks and Limited Commitment. (2018). Feng, Felix.
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  305. Fragile New Economy: The Rise of Intangible Capital and Financial Instability. (2018). Li, YE.
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  306. Inequality and asset fire sales. (2018). Suzuki, Shiba .
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  307. Measuring the Welfare of Intermediaries in Vertical Markets. (2018). Donna, Javier ; Trindade, Andre ; Pires, Tiago ; Pereira, Pedro.
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  308. Measuring the Welfare of Intermediation in Vertical Markets. (2018). Donna, Javier ; Trindade, Andre ; Pires, Tiago ; Pereira, Pedro.
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  309. OTC Intermediaries. (2018). Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard ; Eisfeldt, Andrea.
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  310. Leverage-Induced Fire Sales and Stock Market Crashes. (2018). Zhou, Hao ; He, Zhiguo ; Shue, Kelly ; Bian, Jiangze.
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  311. Rare Disasters, Financial Development, and Sovereign Debt. (2018). Wang, Neng ; Rebelo, Sergio ; Yang, Jinqiang.
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  312. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
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  313. A Measure of Risk Appetite for the Macroeconomy. (2018). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil.
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  314. Intermediary Asset Pricing and the Financial Crisis. (2018). He, Zhiguo ; Krishnamurthy, Arvind.
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  315. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
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  316. A Demand System Approach to Asset Pricing. (2018). Yogo, Motohiro ; Koijen,Ralph S. J., ; Koijen, Ralph S. J., .
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  317. How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph.
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  318. How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph.
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  319. Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq.
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  320. Shadow Bank run, Housing and Credit Market: The Story of a Recession. (2018). Ghiaie, Hamed.
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  321. The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis.
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  322. Turning alphas into betas: arbitrage and the cross-section of risk. (2018). Cho, Thummim.
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  323. Liquidity policies and systemic risk. (2018). Adrian, Tobias ; Boyarchenko, Nina.
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  324. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
    In: Journal of Financial Economics.
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  325. How does the stock market absorb shocks?. (2018). Frank, Murray ; Sanati, Ali.
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  326. Cash flow duration and the term structure of equity returns. (2018). Weber, Michael.
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  327. Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail.
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  328. Banking and shadow banking. (2018). Huang, JI.
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  329. Institutional trading and asset pricing. (2018). Frijns, Bart ; Westerholm, Joakim P ; Tourani-Rad, Alireza ; Huynh, Thanh D.
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  330. International credit supply shocks. (2018). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio.
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  331. Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier .
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  332. Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David.
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  333. On the theory of international currency portfolios. (2018). Kumhof, Michael.
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  334. Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel.
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  335. A retrospective on the subprime crisis and its aftermath ten years after Lehmans collapse. (2018). Cukierman, Alex.
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  336. The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico.
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  337. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Drechsler, Itamar ; Schnabl, Philipp ; Savov, Alexi.
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  338. Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon.
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  339. Banking Technology in a Markov Switching Economy. (2018). Serletis, Apostolos ; Isakin, Maksim.
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  340. Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh.
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  341. Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai.
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  342. Macroprudential capital regulation in general equilibrium. (2018). Pinter, Gabor ; Nelson, Benjamin.
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  343. OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino.
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  344. What Do We Know About the Effects of Macroprudential Policy?. (2018). Moessner, Richhild ; Galati, Gabriele.
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  345. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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  346. A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, .
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  347. Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Yang, Jing ; Witmer, Jonathan ; Goldstein, Itay.
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  348. General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler .
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  349. What Happened: Financial Factors in the Great Recession. (2018). Gilchrist, Simon ; Gertler, Mark.
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  350. Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh.
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  351. Collateralized borrowing and increasing risk. (2017). Phelan, Gregory.
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  352. Do credit associations compete with each other in Japanese regional lending markets?. (2017). Kondo, Kazumine.
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  353. Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane.
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  354. Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon.
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  355. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2017). Veldkamp, Laura ; Boyarchenko, Nina ; Lucca, David.
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  356. Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter.
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  357. Misallocation Costs of Digging Deeper into the Central Bank Toolkit. (2017). Kurtzman, Robert ; Zeke, David.
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  358. Macro-Finance. (2017). Cochrane, John.
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  359. Financial Crises and Risk Premia. (2017). Muir, Tyler.
    In: The Quarterly Journal of Economics.
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  360. Stock Price Crashes: Role of Slow-Moving Capital. (2017). Schaumburg, Ernst ; Pelizzon, Loriana ; Jagannathan, Ravi ; Yuferova, Darya ; Getmansky, Mila.
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  361. International Credit Supply Shocks. (2017). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio.
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  362. A Risk-centric Model of Demand Recessions and Macroprudential Policy. (2017). Caballero, Ricardo ; Simsek, Alp.
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  363. When Inequality Matters for Macro and Macro Matters for Inequality. (2017). Moll, Benjamin ; Wolf, Christian ; Winberry, Thomas ; Kaplan, Greg ; Ahn, Sehyoun .
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  364. Financial Cycles with Heterogeneous Intermediaries. (2017). Rey, Helene ; Coimbra, Nuno.
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  365. The Welfare Costs of Self-Fulfilling Bank Runs. (2017). Panetti, Ettore ; Mattana, Elena.
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  366. Understanding mortgage spreads. (2017). Lucca, David ; Fuster, Andreas ; Boyarchenko, Nina.
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  367. Reversals in Global Market Integration and Funding Liquidity. (2017). Malkhozov, Aytek ; Carrieri, Francesca ; Akbari, Amir.
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  368. Misallocation Costs of Digging Deeper into the Central Bank Toolkit. (2017). Zeke, David ; Kurtzman, Robert J.
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  369. The dynamics of financially constrained arbitrage. (2017). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
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  370. Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G.
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  371. Dealer balance sheets and bond liquidity provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
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  372. A simple macroeconomic model with extreme financial frictions. (2017). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya .
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  373. Rollover risk as market discipline: A two-sided inefficiency. (2017). Eisenbach, Thomas M.
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  374. Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
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  375. The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules.
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  376. Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R.
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  377. Collateralization, leverage, and stressed expected loss. (2017). Jondeau, Eric ; Khalilzadeh, Amir.
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  378. Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres .
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  379. A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq.
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  380. The risk premium channel and long-term growth. (2017). Żochowski, Dawid ; Schumacher, Malte D.
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  381. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael .
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  382. International Credit Supply Shocks. (2017). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio.
    In: CEPR Discussion Papers.
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  383. A Macroeconomic Model with Financially Constrained Producers and Intermediaries. (2017). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Elenev, Vadim .
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  384. Dealer Balance Sheets and Bond Liquidity Provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
    In: CEPR Discussion Papers.
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  385. When Inequality Matters for Macro and Macro Matters for Inequality. (2017). Moll, Benjamin ; Wolf, Christian ; Winberry, Thomas ; Kaplan, Greg ; Ahn, Sehyoun .
    In: CEPR Discussion Papers.
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  386. Financial Cycles with Heterogeneous Intermediaries. (2017). Rey, Helene ; Coimbra, Nuno.
    In: CEPR Discussion Papers.
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  387. When Inequality Matters for Macro and Macro Matters for Inequality. (2017). Wolf, Christian ; Moll, Benjamin ; Kaplan, Greg ; Winberry, Thomas ; Ahn, Sehyoun .
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  388. International credit supply shocks. (2017). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio.
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  389. The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Oxford Bulletin of Economics and Statistics.
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  390. MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew.
    In: Journal of Financial Research.
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  391. Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V.
    In: Débats économiques et financiers.
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  392. Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane.
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  394. Do Tax Changes Affect Credit Markets and Financial Frictions? Evidence from Credit Spreads. (2016). Winter, Christoph ; Kraus, Beatrice .
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  395. Arbitrage with Production, Collateral Constraint and Heterogeneous Belief. (2016). Zhang, Ally Quan.
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  396. Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya.
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  397. Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya.
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  398. Countercyclical capital rules for small open economies. (2016). Merola, Rossana ; Clancy, Daragh.
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  399. Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Tous, Francesc R ; Peydro, Jose-Luis.
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  400. Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal.
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  401. Three Essays on the Role of Frictions in the Economy. (2016). Mortezapouraghdam, Meradj .
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  402. The Banking View of Bond Risk Premia. (2016). Sraer, David ; Haddad, Valentin.
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  403. Quantitative Easing and the Liquidity Channel of Monetary Policy. (2016). Herrenbrueck, Lucas.
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  404. The (Unintended?) Consequences of the Largest Liquidity Injection Ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo.
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  405. A Macroeconomic Model with Financially Constrained Producers and Intermediaries. (2016). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim.
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  406. Quantitative Easing and the Liquidity Channel of Monetary Policy. (2016). Herrenbrueck, Lucas.
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  407. Prepayment Risk and Expected MBS Returns. (2016). Eisfeldt, Andrea ; Richardson, Scott ; Diep, Peter .
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  408. Fiscal Risk and the Portfolio of Government Programs. (2016). Scharfstein, David ; Hanson, Samuel ; Sunderam, Adi.
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  409. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2016). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
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  410. Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
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  411. The Deposits Channel of Monetary Policy. (2016). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
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  412. Intermediary Asset Pricing: New Evidence from Many Asset Classes. (2016). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
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  413. Credit-Market Sentiment and the Business Cycle. (2016). Zakrajsek, Egon ; Stein, Jeremy ; Lopez-Salido, David ; Zakrajek, Egon.
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  414. Bank Capital Shock Propagation via Syndicated Interconnectedness. (2016). Sushko, Vladyslav ; Nirei, Makoto ; Caballero, Julian.
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  415. Global variance term premia and intermediary risk appetite. (2016). Vogt, Erik ; Van Tassel, Peter.
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  416. Trends in credit market arbitrage. (2016). Boyarchenko, Nina ; Gupta, Pooja ; Yen, Jacqueline ; Steele, Nick .
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  417. Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
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  418. Funding Liquidity Risk and the Cross-section of MBS Returns. (2016). Ochoa, Marcelo ; Kitsul, Yuriy.
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  419. Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs. (2016). Herbst, Edward ; Caldara, Dario.
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  420. Credit-Market Sentiment and the Business Cycle. (2016). Zakrajsek, Egon ; Stein, Jeremy ; Lopez-Salido, David.
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  421. Phasing out the GSEs. (2016). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim.
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  422. Macroeconomics of Persistent Slumps. (2016). Hall, R E.
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  423. Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P.
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  424. Macro, Money, and Finance. (2016). Brunnermeier, M K ; Sannikov, Y.
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  425. Housing and Credit Markets. (2016). Guerrieri, V ; Uhlig, H.
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  426. Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises. (2016). Gertler, M ; Prestipino, A ; Kiyotaki, N.
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  427. Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal.
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  428. Delegated portfolio management, optimal fee contracts, and asset prices. (2016). Sato, Yuki .
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  429. Systemic loops and liquidity regulation. (2016). Faia, Ester ; Aldasoro, Iñaki.
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  430. Bank capital structure and the credit channel of central bank asset purchases. (2016). Kok, Christoffer ; Halaj, Grzegorz ; DARRACQ PARIES, Matthieu ; Haaj, Grzegorz.
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  431. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2016). Veldkamp, Laura ; Boyarchenko, Nina ; Lucca, David O.
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  432. Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
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  433. The Conceptual Foundations of Macroprudential Policy: A Roadmap. (2016). de la Torre, Augusto ; Ize, Alain.
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  434. The dollar, bank leverage and the deviation from covered interest parity. (2016). Shin, Hyun Song ; Koch, Catherine ; Avdjiev, Stefan ; Du, Wenxin .
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  435. Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois.
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  436. Financial Crisis Interventions. (2016). Schroth, Josef.
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  437. The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio.
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  438. Curbing the Credit Cycle. (2015). Nelson, Benjamin ; HALDANE, ANDREW ; Aikman, David.
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  439. Banks and Market Liquidity. (2015). Arping, Stefan.
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  440. Monetary Policy, Credit Spreads, and Business Cycle Fluctuations. (2015). Herbst, Edward ; Caldara, Dario.
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  441. Financial Intermediation and Capital Reallocation. (2015). Yang, Fang ; Li, Kai ; Ai, Hengjie.
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  442. Collateral-Based Asset Pricing. (2015). Steri, Roberto .
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  443. Intermediary Balance Sheets. (2015). Boyarchenko, Nina ; Adrian, Tobias.
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  444. Using proprietary credit default swap (CDS) data from 2010 to 2014, I show that capital fluctuations for sellers of CDS protection are an important determinant of CDS spread movements. I first establi. (2015). Siriwardane, Emil.
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  445. US Monetary Policy and the Global Financial Cycle. (2015). Rey, Helene ; Miranda-Agrippino, Silvia.
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  446. Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
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  447. The Supply and Demand of S&P 500 Put Options. (2015). Constantinides, George ; Lian, Lei .
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  448. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
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  449. Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?. (2015). Demertzis, Maria ; Agur, Itai.
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  450. Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”. (2015). Adrian, Tobias.
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  451. Credit supply and the housing boom. (2015). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
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  452. Intermediary leverage cycles and financial stability. (2015). Boyarchenko, Nina ; Adrian, Tobias.
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  453. The Wall Street walk when blockholders compete for flows. (2015). Dasgupta, Amil ; Piacentino, Giorgia.
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  454. The dynamics of financially constrained arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
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  455. What inventory behavior tells us about how business cycles have changed. (2015). Schwartzman, Felipe ; Sarte, Pierre-Daniel ; Lubik, Thomas A.
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  456. Contractual incompleteness, limited liability and asset price bubbles. (2015). Han, Jungsuk ; Dow, James.
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  457. Financial Intermediation, Capital Accumulation, and Recovery. (2015). Rochet, Jean ; Gersbach, Hans ; Scheffel, Martin.
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  458. World Asset Markets and the Global Financial Cycle. (2015). Rey, Helene ; Miranda-Agrippino, Silvia.
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  459. Systemic Loops and Liquidity Regulation. (2015). Faia, Ester ; Aldasoro, Iñaki.
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  460. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
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  461. Securitization and Asset Prices. (2015). Basso, Henrique ; Aksoy, Yunus.
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  462. Leverage Constraints and Real Interest Rates. (2015). Robertson, Donald ; Milne, Alistair ; Kusmartsev, Feodor ; Isohatala, Jukka .
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  463. Bank capital shock propagation via syndicated interconnectedness. (2015). Sushko, Vladyslav ; Nirei, Makoto ; Caballero, Julian.
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  464. Securitization and asset prices. (2015). Basso, Henrique ; Aksoy, Yunus.
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  465. Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?. (2014). Kühl, Michael ; Kuhl, Michael.
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  466. Financial Regimes and Uncertainty Shocks. (2014). mumtaz, haroon ; Alessandri, Piergiorgio.
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  467. Financial Regimes and Uncertainty Shocks. (2014). mumtaz, haroon ; Alessandri, Piergiorgio.
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  468. Jointly optimal regulation of bank capital and maturity structure. (2014). Walther, Ansgar.
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  469. A Model of Monetary Policy and Risk Premia. (2014). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
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  470. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
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  471. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
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  472. Liquidity policies and systemic risk. (2014). Boyarchenko, Nina ; Adrian, Tobias.
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  473. Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J..
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  474. Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
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  475. Changes in bank lending standards and the macroeconomy. (2014). Zakrajsek, Egon ; Driscoll, John ; Zakrajek, Egon ; Bassett, William F. ; Chosak, Mary Beth .
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  476. The price of skill: Performance evaluation by households. (2014). Savov, Alexi.
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  477. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. (2014). Wouters, Raf ; Dewachter, Hans.
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  478. Margin regulation and volatility. (2014). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
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  479. What do we know about the effects of macroprudential policy?. (2014). Moessner, Richhild ; Galati, Gabriele.
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  480. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
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  481. The effect of macroprudential policy on endogenous credit cycles. (2014). Merola, Rossana ; Clancy, Daragh.
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  482. On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye.
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  483. Securitization and Asset Prices. (2014). Basso, Henrique ; Aksoy, Yunus.
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  484. Financial regimes and uncertainty shocks. (2014). mumtaz, haroon ; Alessandri, Piergiorgio.
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  485. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
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  486. Optimal Time-Consistent Macroprudential Policy. (2013). Mendoza, Enrique ; Bianchi, Javier.
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  487. Procyclical Leverage and Value-at-Risk. (2013). Shin, Hyun Song ; Adrian, Tobias.
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  488. Three Branches of Theories of Financial Crises. (2013). Razin, Assaf ; Goldstein, Itay.
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  489. The Impact of the Federal Reserves Large‐Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon ; Zakrajek, Egon.
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  490. Intermediary balance sheets. (2013). Boyarchenko, Nina ; Adrian, Tobias.
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  491. The ins and outs of LSAPs.. (2013). Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
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  492. Equity market misvaluation, financing, and investment. (2013). Whited, Toni ; Warusawitharana, Missaka.
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  493. Procyclical leverage and value-at-risk. (2013). Shin, Hyun Song ; Adrian, Tobias.
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  494. Asset pricing with heterogeneous beliefs and relative performance. (2013). Tang, Ke ; Shang, Qi ; Qiu, Zhigang ; Huang, Shiyang .
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  495. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
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  496. Broker-Dealer Leverage and the Cross-Section of Stock Returns. (2011). Etula, Erkko ; Adrian, Tobias ; Muir, Tyler.
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