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Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements

https://doi.org/10.2139/ssrn.3800024
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15/15 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 15 checked references that resolve
resolves10.3982/ECTA16599
Banks, Liquidity Management, and Monetary Policy
resolves10.1093/rfs/hhj009
Credit Ratings as Coordination Mechanisms
resolves10.1016/j.jfs.2019.03.002
The collateral channel of open market operations
resolves10.1007/s10436-010-0171-5
Central bank haircut policy
resolves10.3386/w26792
The Collateral Channel of Monetary Policy: Evidence from China
resolves10.1257/aer.20130952
Sticky Leverage
resolves10.1016/j.jfineco.2019.03.006
A capital structure channel of monetary policy
resolves10.1086/688081
Debt Dilution and Sovereign Default Risk
resolves10.1016/j.jfineco.2015.07.002
Liquidity hoarding and interbank market rates: The role of counterparty risk
resolves10.1111/j.1540-6261.2006.00866.x
Credit Ratings and Capital Structure
resolves10.1017/S002210900999041X
Do Firms Target Credit Ratings or Leverage Levels?
resolves10.1016/j.jbankfin.2014.08.022
Central bank liquidity provision and collateral quality
resolves10.1093/qje/qjaa030
Anatomy of Corporate Borrowing Constraints*
resolves10.1111/jmcb.12851
The Interest of Being Eligible
resolves10.1016/j.jfineco.2019.08.003
Quantify the quantitative easing: Impact on bonds and corporate debt issuance
The 14 references without a DOI — listed, not checked
no DOI — not checkedCentral Bank Collateral Frameworks and Practices
no DOI — not checkedref2
no DOI — not checkedThe Eurosystem Collateral Framework Explained
no DOI — not checkedThe Effects and Risks of ECB Collateral Framework Changes
no DOI — not checkedPledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
no DOI — not checkedMoney Markets, Collateral and Monetary Policy
no DOI — not checkedref11
no DOI — not checkedref14
no DOI — not checkedCommercial Paper
no DOI — not checkedSlow Debt, Deep Recessions
no DOI — not checkedThe Corporate Supply of (Quasi) Safe Assets
no DOI — not checkedref26
no DOI — not checkedUnconventional Monetary Policy and Corporate Bond Issuance
no DOI — not checkedEurosystem Collateral Policy and Framework: Was It Unduly Changed?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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