Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
Benefits and costs of liquidity regulation |
1 |
1 |
15 |
183 |
5 |
10 |
43 |
425 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
41 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
1 |
72 |
0 |
0 |
3 |
272 |
Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
56 |
0 |
0 |
3 |
171 |
Commonality in hedge fund returns: driving factors and implications |
1 |
1 |
1 |
95 |
1 |
2 |
6 |
327 |
Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
3 |
32 |
1 |
1 |
7 |
28 |
Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
Financial Deepening and Bank Runs |
0 |
1 |
1 |
38 |
0 |
1 |
1 |
156 |
Fund fragility: The role of fund ownership base |
0 |
0 |
5 |
5 |
0 |
0 |
7 |
7 |
Fund fragility: the role of investor base |
0 |
0 |
0 |
5 |
1 |
2 |
8 |
30 |
Interbank lending, credit risk premia and collateral |
0 |
1 |
1 |
132 |
0 |
2 |
3 |
460 |
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in |
0 |
0 |
0 |
66 |
0 |
2 |
2 |
149 |
Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
193 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
170 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
428 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
0 |
0 |
0 |
35 |
49 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
0 |
280 |
0 |
0 |
4 |
981 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
28 |
1 |
1 |
6 |
305 |
Money Markets, Collateral and Monetary Policy |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
105 |
Money Markets, Collateral and Monetary Policy |
0 |
0 |
1 |
63 |
0 |
0 |
3 |
149 |
Money markets, central bank balance sheet and regulation |
0 |
0 |
3 |
34 |
4 |
35 |
67 |
148 |
Money markets, collateral and monetary policy |
0 |
0 |
1 |
57 |
0 |
0 |
3 |
199 |
Money markets, collateral and monetary policy |
0 |
1 |
3 |
35 |
0 |
3 |
18 |
56 |
Money talks |
0 |
0 |
0 |
55 |
0 |
1 |
5 |
367 |
Money talks |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
232 |
On collateral: implications for financial stability and monetary policy |
0 |
0 |
1 |
39 |
0 |
1 |
4 |
192 |
Optimal margins and equilibrium prices |
0 |
0 |
1 |
30 |
0 |
1 |
2 |
44 |
Optimal margins and equilibrium prices |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
54 |
Public Information and Monetary Policy |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
40 |
Risk, Monetary Policy and Asset Prices in a Global World |
0 |
0 |
2 |
3 |
0 |
0 |
6 |
9 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
42 |
1 |
1 |
5 |
275 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
330 |
2 |
2 |
7 |
1,230 |
Risk, monetary policy and asset prices in a global world |
1 |
1 |
1 |
11 |
2 |
2 |
10 |
29 |
Risk, uncertainty and monetary policy |
0 |
2 |
6 |
125 |
1 |
5 |
21 |
335 |
Risk, uncertainty and monetary policy |
0 |
0 |
1 |
68 |
1 |
3 |
12 |
283 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
109 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
172 |
Risk-sharing or risk-taking? Counterparty risk, incentives and margins |
0 |
0 |
0 |
69 |
0 |
0 |
2 |
215 |
Risk-sharing or risk-taking? Counterparty-risk, incentives and margins |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
90 |
Run-prone banking and asset markets |
0 |
0 |
0 |
41 |
0 |
0 |
5 |
329 |
The Macroeconomic Impact of Money Market Freezes |
0 |
0 |
0 |
76 |
0 |
1 |
6 |
190 |
The VIX, the Variance Premium and Stock Market Volatility |
0 |
1 |
1 |
146 |
4 |
11 |
21 |
362 |
The VIX, the variance premium and stock market volatility |
0 |
1 |
6 |
127 |
1 |
5 |
16 |
599 |
Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
67 |
Variation margins, fire sales, and information-constrained optimality |
1 |
1 |
1 |
15 |
1 |
1 |
1 |
24 |
Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
16 |
Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
1 |
95 |
1 |
1 |
2 |
325 |
Total Working Papers |
4 |
11 |
62 |
2,887 |
28 |
95 |
361 |
10,452 |