Alyssa G. Anderson

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

13

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1,998

SSRN CITATIONS
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Top 26,906

in Total Papers Citations

29

CROSSREF CITATIONS

9

Scholarly Papers (13)

1.

Experimental Finance

Johnson School Research Paper Series No. 23-2010
Number of pages: 22 Posted: 27 Apr 2010 Last Revised: 03 Jun 2010
Robert J. Bloomfield and Alyssa G. Anderson
Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 1,021 (37,149)
Citation 6

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experiments, experimental finance, behavioral finance, behavioral economics

Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility

29th Australasian Finance and Banking Conference 2016
Number of pages: 57 Posted: 07 Jul 2016 Last Revised: 22 Oct 2017
Alyssa G. Anderson and John Kandrac
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 263 (192,516)
Citation 4

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repo, money market funds, financial stability, monetary policy, Federal Reserve, safe assets

Monetary Policy Implementation and Private Repo Displacement: Evidence from the Overnight Reverse Repurchase Facility

FEDS Working Paper No. 2016-096
Number of pages: 46 Posted: 19 Dec 2016
Alyssa G. Anderson and John Kandrac
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 80 (506,370)

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Repo, Money market mutual funds, Monetary policy, Federal Reserve

3.

Does Non-Informative Text Affect Investor Behavior?

Forthcoming, Financial Management
Number of pages: 47 Posted: 27 Nov 2012 Last Revised: 27 Oct 2018
Alyssa G. Anderson and Yelena Larkin
Board of Governors of the Federal Reserve System and York University - Schulich School of Business
Downloads 266 (191,244)
Citation 4

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ticker symbols, behavioral biases, fluency, liquidity

4.

Are Repo Markets Fragile? Evidence from September 2019

FEDS Working Paper No. 2021-28
Number of pages: 58 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 146 (329,214)
Citation 1

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5.

Modelling Overnight Rrp Participation

FEDS Working Paper No. 2016-23
Number of pages: 26 Posted: 28 Mar 2016 Last Revised: 21 Sep 2016
Alyssa G. Anderson and Jeff Huther
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 95 (453,787)
Citation 2

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6.

Ambiguity in Securitization Markets

FEDS Working Paper No. 2015-033, http://dx.doi.org/10.17016/FEDS.2015.033
Number of pages: 51 Posted: 31 May 2015
Alyssa G. Anderson
Board of Governors of the Federal Reserve System
Downloads 67 (553,112)
Citation 1

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Structured finance, ambiguity aversion, market freezes

7.
Downloads 50 (636,020)
Citation 1

Arbitrage Capital of Global Banks

FEDS Working Paper No. 2021-32
Number of pages: 66 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Alyssa G. Anderson, Wenxin Du and Bernd Schlusche
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 32 (772,729)

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Arbitrage Capital of Global Banks

NBER Working Paper No. w28658
Number of pages: 67 Posted: 12 Apr 2021 Last Revised: 22 Apr 2023
Alyssa G. Anderson, Wenxin Du and Bernd Schlusche
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 18 (897,705)
Citation 1

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8.

The Importance of Repo Trading Relationships During Market Stress

Number of pages: 62 Posted: 14 Sep 2023
Zeynep Senyuz, Sriya Anbil and Alyssa G. Anderson
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 10 (945,527)

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repo market, trading relationships, market segmentation, financial stability

9.

An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 2: Projections Under Alternative Interest Rate Paths

FEDS Notes No. 2022-07-15-3
Posted: 21 Jul 2022
Board of Governors of the Federal Reserve System, Independent, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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10.

An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 1: Background and Historical Perspective

FEDS Notes No. 2022-07-15-2
Posted: 21 Jul 2022
Alyssa G. Anderson, Dave Na, Bernd Schlusche and Zeynep Senyuz
Board of Governors of the Federal Reserve System, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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11.

What Happened in Money Markets in September 2019?

FEDS Notes No. 2020-02-27 https://doi.org/10.17016/2380-7172.2527
Posted: 13 Aug 2020
Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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12.

How Have the Fed's Three Rate Hikes Passed Through to Selected Short-term Interest Rates?

FEDS Notes No. 2017-06-02
Posted: 15 Oct 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

What Happened in Money Markets after the Fed's December Rate Increase?

FEDS Notes No. 2016-02-22
Posted: 17 Mar 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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