Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Benefits and costs of liquidity regulation |
2 |
4 |
29 |
97 |
6 |
14 |
85 |
205 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
36 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
1 |
66 |
1 |
4 |
17 |
252 |
Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
1 |
56 |
1 |
4 |
12 |
140 |
Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
1 |
92 |
0 |
3 |
13 |
290 |
Financial Deepening and Bank Runs |
0 |
0 |
0 |
36 |
2 |
3 |
6 |
146 |
Interbank lending, credit risk premia and collateral |
0 |
0 |
2 |
130 |
3 |
5 |
13 |
398 |
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 |
1 |
3 |
12 |
89 |
Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area |
0 |
1 |
5 |
62 |
5 |
10 |
28 |
143 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
95 |
2 |
9 |
29 |
328 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
1 |
13 |
2 |
6 |
27 |
135 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
6 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
2 |
275 |
1 |
5 |
33 |
858 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
16 |
2 |
4 |
22 |
165 |
Money Markets, Collateral and Monetary Policy |
1 |
2 |
9 |
55 |
1 |
6 |
19 |
93 |
Money Markets, Collateral and Monetary Policy |
0 |
0 |
0 |
35 |
0 |
4 |
9 |
48 |
Money markets, central bank balance sheet and regulation |
5 |
17 |
17 |
17 |
4 |
11 |
11 |
11 |
Money markets, collateral and monetary policy |
1 |
1 |
16 |
45 |
4 |
13 |
55 |
131 |
Money talks |
0 |
0 |
0 |
52 |
0 |
0 |
7 |
168 |
Money talks |
0 |
0 |
0 |
52 |
0 |
1 |
5 |
156 |
On collateral: implications for financial stability and monetary policy |
0 |
0 |
3 |
31 |
2 |
6 |
27 |
97 |
Optimal margins and equilibrium prices |
0 |
0 |
0 |
28 |
1 |
2 |
8 |
34 |
Optimal margins and equilibrium prices |
0 |
0 |
2 |
16 |
1 |
1 |
11 |
46 |
Public Information and Monetary Policy |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
35 |
Risk, Uncertainty and Monetary Policy |
0 |
1 |
4 |
326 |
3 |
7 |
38 |
1,187 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
0 |
40 |
2 |
4 |
24 |
210 |
Risk, uncertainty and monetary policy |
0 |
0 |
3 |
92 |
3 |
6 |
39 |
219 |
Risk, uncertainty and monetary policy |
0 |
0 |
0 |
61 |
4 |
9 |
28 |
170 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
52 |
1 |
6 |
14 |
87 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
1 |
45 |
1 |
2 |
11 |
133 |
Risk-sharing or risk-taking? Counterparty risk, incentives and margins |
0 |
0 |
3 |
65 |
2 |
4 |
19 |
191 |
Risk-sharing or risk-taking? Counterparty-risk, incentives and margins |
0 |
0 |
0 |
0 |
3 |
4 |
12 |
45 |
Run-prone banking and asset markets |
0 |
0 |
0 |
39 |
2 |
5 |
12 |
277 |
The Macroeconomic Impact of Money Market Freezes |
1 |
2 |
3 |
72 |
6 |
10 |
29 |
128 |
The VIX, the Variance Premium and Stock Market Volatility |
0 |
0 |
0 |
140 |
1 |
6 |
18 |
237 |
The VIX, the variance premium and stock market volatility |
1 |
1 |
3 |
96 |
5 |
12 |
45 |
335 |
Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
1 |
15 |
2 |
4 |
9 |
28 |
Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
1 |
14 |
0 |
1 |
5 |
17 |
What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
0 |
92 |
1 |
2 |
14 |
276 |
Total Working Papers |
11 |
29 |
109 |
2,492 |
77 |
198 |
779 |
7,550 |