Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A primer on the GCF Repo® Service |
0 |
0 |
1 |
27 |
1 |
1 |
3 |
137 |
Are Higher Haircuts Better? A Paradox |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
22 |
Are New Repo Participants Gaining Ground? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
17 |
Are There Too Many Ways to Clear and Settle Secured Financing Transactions? |
1 |
1 |
1 |
1 |
1 |
3 |
6 |
8 |
Assessing the quality of “Furfine-based” algorithms |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
144 |
Banks Runs and Information |
1 |
1 |
6 |
54 |
1 |
2 |
9 |
41 |
Borrowing, Lending, and Swapping Collateral in GCF Repo® |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
10 |
Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |
Do You Know How Your Treasury Trades Are Cleared and Settled? |
1 |
1 |
1 |
10 |
2 |
2 |
2 |
32 |
Do long-haul truckers undervalue future fuel savings? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
36 |
Do long-haul truckers undervalue future fuel savings? |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
50 |
Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
20 |
Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
92 |
End of the Road? Impact of Interest Rate Changes on the Automobile Market |
0 |
0 |
0 |
11 |
2 |
3 |
4 |
18 |
Estimating Prices for R&D Investment in the 2007 R&D Satellite Account |
0 |
0 |
2 |
40 |
0 |
1 |
3 |
135 |
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
39 |
Excess Funding Capacity in Tri-Party Repo |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
23 |
Exchange rate pass-through, markups, and inventories |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
88 |
How Competitive are U.S. Treasury Repo Markets? |
1 |
1 |
4 |
37 |
2 |
4 |
10 |
88 |
Income Evolution at BHCs: How Big BHCs Differ |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
12 |
Information Management in Times of Crisis |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
22 |
Interest Rates and the Market for New Light Vehicles |
0 |
0 |
0 |
46 |
1 |
2 |
7 |
231 |
Interest rates and the market for new light vehicles |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
103 |
Internal Liquidity’s Value in a Financial Crisis |
0 |
0 |
5 |
5 |
0 |
0 |
5 |
5 |
Intraday Liquidity Flows |
0 |
1 |
1 |
25 |
1 |
3 |
3 |
19 |
Intraday Timing of General Collateral Repo Markets |
0 |
1 |
4 |
29 |
3 |
8 |
26 |
115 |
Introducing the Revised Broad Treasuries Financing Rate |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
9 |
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
48 |
Learning dynamics with private and public signals |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
160 |
Lifting the Veil on the U.S. Bilateral Repo Market |
0 |
1 |
6 |
36 |
1 |
3 |
14 |
113 |
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
Mapping and Sizing the U.S. Repo Market |
0 |
0 |
3 |
44 |
0 |
2 |
13 |
122 |
Nonlinear pricing with competition: the market for settling payments |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
70 |
Price Setting in an Innovative Market |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
104 |
Prices, Production and Inventories over the Automotive Model Year |
0 |
0 |
1 |
17 |
1 |
1 |
2 |
110 |
Prices, Production and Inventories over the Automotive Model Year |
0 |
0 |
0 |
151 |
0 |
1 |
5 |
724 |
Prices, Production, and Inventories Over the Automotive Model Year |
0 |
0 |
0 |
86 |
3 |
3 |
4 |
363 |
Prices, production, and inventories over the automotive model year |
0 |
1 |
1 |
135 |
0 |
1 |
1 |
649 |
Reference Guide to U.S. Repo and Securities Lending Markets |
0 |
0 |
1 |
23 |
0 |
0 |
5 |
94 |
Reference guide to U.S. repo and securities lending markets |
0 |
1 |
8 |
274 |
0 |
7 |
22 |
760 |
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo |
0 |
18 |
18 |
18 |
1 |
8 |
8 |
8 |
Repo and Securities Lending |
0 |
0 |
1 |
67 |
0 |
1 |
4 |
188 |
Repo and securities lending |
0 |
0 |
0 |
148 |
1 |
1 |
3 |
415 |
Repo over the Financial Crisis |
0 |
1 |
2 |
6 |
0 |
1 |
4 |
24 |
Repo runs: evidence from the tri-party repo market |
0 |
0 |
0 |
102 |
2 |
5 |
16 |
385 |
Reserves Were Not So Ample After All |
0 |
1 |
2 |
21 |
2 |
4 |
16 |
84 |
Reserves Were Not So Ample After All |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
20 |
Reserves Were Not So Ample after All |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
7 |
The Cost and Duration of Excess Funding Capacity in Tri-Party Repo |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
15 |
The Dueling Intraday Demands on Reserves |
0 |
3 |
4 |
4 |
1 |
2 |
8 |
8 |
The Dynamics of Automobile Expenditures |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
51 |
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
73 |
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic |
1 |
1 |
1 |
35 |
1 |
1 |
1 |
71 |
The Fed Funds Market during the 2007-09 Financial Crisis |
0 |
0 |
1 |
20 |
0 |
1 |
2 |
26 |
The Federal Funds Market over the 2007-09 Crisis |
0 |
0 |
0 |
44 |
0 |
3 |
3 |
32 |
The Global Dash for Cash in March 2020 |
0 |
2 |
4 |
10 |
1 |
7 |
24 |
54 |
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 |
0 |
0 |
0 |
16 |
3 |
7 |
28 |
56 |
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
176 |
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
151 |
The Market Events of Mid-September 2019 |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
60 |
The Odd Behavior of Repo Haircuts during the Financial Crisis |
0 |
1 |
4 |
9 |
2 |
4 |
9 |
31 |
The Response of Prices, Sales, and Output to Temporary Changes in Demand |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
195 |
The Response of Prices, Sales, and Output to Temporary Changes in Demand |
0 |
0 |
0 |
55 |
0 |
3 |
3 |
297 |
The Response of Prices, Sales, and Output to Temporary Changes in Demand |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
506 |
The U.S. Bilateral Repo Market: Lessons from a New Survey |
0 |
0 |
0 |
27 |
0 |
3 |
4 |
99 |
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis |
0 |
1 |
2 |
12 |
1 |
4 |
8 |
28 |
The Value of Opacity in a Banking Crisis |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
77 |
The dynamics of automobile expenditures |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
106 |
The impact of competition on technology adoption: an apples-to-PCs analysis |
0 |
0 |
0 |
161 |
1 |
1 |
1 |
986 |
The market events of mid-September 2019 |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
21 |
The production impact of "cash-for-clunkers": implications for stabilization policy |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
141 |
The tri-party repo market before the 2010 reforms |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
142 |
The use of collateral in bilateral repurchase and securities lending agreements |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
139 |
The welfare effects of incentive schemes |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
735 |
What Can We Learn from the Timing of Interbank Payments? |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
26 |
What Quantity of Reserves Is Sufficient? |
0 |
1 |
4 |
67 |
9 |
12 |
21 |
314 |
What’s Your WAM? Taking Stock of Dealers’ Funding Durability |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
Why Dealers Trade in GCF Repo® |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
14 |
With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows? |
0 |
0 |
0 |
14 |
1 |
3 |
5 |
26 |
Total Working Papers |
5 |
38 |
90 |
2,909 |
53 |
135 |
376 |
10,668 |