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shadow banking, financial intermediation
credit intermediation, financial institutions
financial market liquidity, financial cycles, financial intermediary leverage
value at risk, systemic risk, risk spillovers, financial architecture
Asset Pricing, Bayesian Learning, CAPM Anomalies
Asset Pricing, Bayesian Learning, CAPM Anomalies, Value Premium
financial architecture, regulatory reform
monetary policy, financial intermediation, financial cycles
credit crisis, monetary policy
monetary policy, financial stability, financial intermediation, security brokers and dealers, commercial banks
shadow banking, financial regulation
shadow banking, financial stability, financial intermediation
asset pricing, stochastic volatility, cross section of returns
term structure of interest rates, Fama-MacBeth regressions, dynamic asset pricing model estimation
financial intermediation, monetary policy, risk-taking channel
monetary policy, financial intermediation
hedge funds, systemic risk, LTCM crisis
Financial cycle, financial intermediation, leverage, liquidity
cross sectional asset pricing, financial intermediation
security brokers and dealers, contracting in financial institutions
Systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
Dynamic Contracts, Heterogeneous Beliefs, Learning, Disagreement Risk, Principal-Agent, Continuous Time
return predictability, financial intermediation, macroeconomic dynamics, macroprudential policy
Primary Dealer Credit Facility, primary dealers, financial stability, monetary policy, Federal Reserve, triparty repo
shadow banking, regulation
risk-taking channel of monetary policy, monetary policy transmission, monetary policy rules, financial stability, financial conditions, macroprudential policy
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP11394.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
financial conditions, financial stability, leaning against the wind, macroprudential policy, monetary policy rules, monetary policy transmission, risk taking channel of monetary policy
leverage, primary dealers, risk taking, volatility, treasury market
Market microstructure theory, market liquidity, market making, financial intermediation
market microstructure, market liquidity, high-frequency trading, financial intermediation
File name: DP12245.
Financial Intermediation, market liquidity, market making, Market microstructure theory
cost of capital, financial intermediation, asset pricing, capital structure
File name: DP11031.
asset pricing, cost of capital, financial intermediation
Capital, debt, leverage, procyclicality
asset pricing, financial intermediaries, exchange rates
shadow bank policies, systemic risk, financial intermediation
File name: DP10435.
financial intermediation, shadow bank policies, systemic risk
Stability, monitoring, vulnerabilities
financial stability, systemic risk
affine term structure models, inflation expectations, stochastic volatility, asset pricing, monetary policy
TIPS, inflation expectations, affine term structure models
liquidity, market making, Treasury market, corporate bonds, regulation
File name: DP12248.
corporate bonds, liquidity, market making, regulation, Treasury securities
Federal Reserve, lender of last resort
flight to safety, risk-return trade-off, dynamic asset pricing, volatility, nonparametric estimation and inference, intermediary asset pricing, asset management
shadow banking, financial stability monitoring, financial intermediation
systemic risk, repo
dynamic asset pricing, Fama-MacBeth regression, financial econometrics, GMM, minimum distance estimation, reduced rank regression
File name: DP10449.
Dynamic Asset Pricing, Fama-MacBeth Regressions, GMM, Minimum Distance Estimation, Reduced Rank Regression, Time-varying Betas
monetary policy, liquidity facilities
asset pricing, learning, asymmetric information, limits to arbitrage
liquidity regulation, systemic risk, DSGE, financial intermediation
File name: DP12247.
DSGE, Financial Intermediation, liquidity regulation, systemic risk
monetary policy, financial intermediation, capital markets
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: imfer.
return predictability, cross-sectional asset pricing, financial intermediation, macro-finance
monetary policy, interest rates, term structure, discriminant analysis
bond liquidity, regulation, dealer constraints
File name: DP12246.
financial stability, macroprudential policy, monetary policy, financial overheating, tabletop exercise
Financial stability, macroprudential policy, monetary policy, financial overheating, tabletop exercise
foreign exchange risk premium, systemic risk monitoring, financial intermediation, asset pricing
macroprudential policy, microprudential policy, procyclicality
Downside risk, entropy, quantile regressions
File name: DP11583.
procyclical leverage, endogenous uncertainty, heterogenous agents
monetary policy, macro-finance, financial stability
File name: DP11466.
intermediary asset pricing, Leverage Cycles, Macro-Finance
financial stability, monetary policy, fiscal policy, regulatory policy
File name: DP11401.
asset management, dynamic asset pricing, flight-to-safety, intermediary asset pricing, nonparametric estimation and inference, risk-return tradeoff, volatility
systemic risk, banking liquidity, capital regulation, liquidity regulation
financial intermediation, macro-finance, capital regulations
financial intermediation, credit supply
Monetary policy, liquidity backstop, money markets
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