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The Liquidity Premium of Near-Money Assets
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s10679-005-2986-xopenalex-extracted
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
inferredcites →https://doi.org/10.1016/0304-4076(80)90070-6openalex-extracted
Economic monetary aggregates an application of index number and aggregation theory
inferredcites →https://doi.org/10.1016/j.jeconom.2010.09.002openalex-extracted
How better monetary statistics could have signaled the financial crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2012.09.004openalex-extracted
Securitization without risk transfer
inferredcites →https://doi.org/10.1016/j.jmoneco.2007.06.029openalex-extracted
The U.S. Treasury yield curve: 1961 to the present
inferredcites →https://doi.org/10.1016/j.jmoneco.2010.09.011openalex-extracted
The central-bank balance sheet as an instrument of monetarypolicy
inferredcites →https://doi.org/10.1016/j.jmoneco.2011.05.007openalex-extracted
The mechanics of a graceful exit: Interest on reserves and segmentation in the federal funds market
inferredcites →https://doi.org/10.1016/s0304-405x(00)00077-5openalex-extracted
The term structure of very short-term rates: New evidence for the expectations hypothesis
inferredcites →https://doi.org/10.1016/s0304-405x(02)00207-6openalex-extracted
The bond/old-bond spread
inferredcites →https://doi.org/10.1017/cbo9780511759628.011openalex-extracted
Money in the utility function: an empirical implementation
inferredcites →https://doi.org/10.1017/s1365100505040253openalex-extracted
INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY
inferredcites →https://doi.org/10.1086/262056openalex-extracted
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
inferredcites →https://doi.org/10.1086/654119openalex-extracted
New Indexes of Coincident and Leading Economic Indicators
inferredcites →https://doi.org/10.1086/666526openalex-extracted
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1093/rfs/hhu083openalex-extracted
Money Creation and the Shadow Banking System
inferredcites →https://doi.org/10.1111/j.1538-4616.2011.00438.xopenalex-extracted
Precautionary Reserves and the Interbank Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01655.xopenalex-extracted
The Illiquidity of Corporate Bonds
inferredcites →https://doi.org/10.1257/jep.23.1.77openalex-extracted
Deciphering the Liquidity and Credit Crunch 2007–2008
inferredcites →https://doi.org/10.1257/jep.24.1.3openalex-extracted
How Debt Markets Have Malfunctioned in the Crisis
inferredcites →https://doi.org/10.17016/ifdp.2010.996openalex-extracted
Interest on Excess Reserves as a Monetary Policy Instrument: The Experience of Foreign Central Banks
inferredcites →https://doi.org/10.2139/ssrn.1317454openalex-extracted
Deciphering the Liquidity and Credit Crunch 2007-08
inferredcites →https://doi.org/10.2139/ssrn.1364525openalex-extracted
Securitization Without Risk Transfer
inferredcites →https://doi.org/10.2139/ssrn.1407252openalex-extracted
Precautionary Reserves and the Interbank Market
inferredcites →https://doi.org/10.2139/ssrn.1650675openalex-extracted
The Central-Bank Balance Sheet as an Instrument of Monetary Policy
inferredcites →https://doi.org/10.2139/ssrn.2117891openalex-extracted
The Behavior of the Spread between Treasury Bill Rates and Private Money Market Rates Since 1978
inferredcites →https://doi.org/10.2139/ssrn.2348131openalex-extracted
Can Changes in the Cost of Cash Explain the Corporate Cash Puzzle?
inferredcites →https://doi.org/10.2139/ssrn.2625107openalex-extracted
Notes on Bonds: Liquidity at All Costs in the Great Recession
inferredcites →https://doi.org/10.2139/ssrn.2872384openalex-extracted
Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking
inferredcites →https://doi.org/10.2139/ssrn.301967openalex-extracted
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
inferredcites →https://doi.org/10.2307/2328864openalex-extracted
Liquidity, Maturity, and the Yields on U.S. Treasury Securities
inferredcites →https://doi.org/10.2307/2331143openalex-extracted
Bond Returns, Liquidity, and Missing Data
inferredcites →https://doi.org/10.3386/w10327openalex-extracted
Flight to Quality, Flight to Liquidity, and the Pricing of Risk
inferredcites →https://doi.org/10.3386/w13658openalex-extracted
How Sovereign is Sovereign Credit Risk?
inferredcites →https://doi.org/10.3386/w15542openalex-extracted
How Debt Markets have Malfunctioned in the Crisis
inferredcites →https://doi.org/10.3386/w20141openalex-extracted
A Model of Monetary Policy and Risk Premia
inferredcites →https://doi.org/10.3386/w3486openalex-extracted
On the Predictive Power of Interest Rates and Interest Rate Spreads
inferredcites →https://doi.org/10.3386/w3487openalex-extracted
The Federal Funds Rate and the Channels of Monetary Transnission
inferredcites →https://doi.org/10.3386/w5146openalex-extracted
Inside the Black Box: The Credit Channel of Monetary Policy Transmission
inferredcites →https://doi.org/10.7551/mitpress/9780262140980.003.0002openalex-extracted
The Sustainability of Fiscal Policy in the United States
inferredcites →https://doi.org/10.1111/jofi.12253openalex-snapshot
A Comparative‐Advantage Approach to Government Debt Maturity
inferredcites →https://doi.org/10.1257/mac.3.2.75openalex-snapshot
How Sovereign Is Sovereign Credit Risk?
inferredcites →https://doi.org/10.3386/w18409openalex-snapshot
The Macroeconomic Effects of Interest on Reserves
inferredcites →https://doi.org/10.3386/w9312openalex-snapshot
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2536230openalex-extracted
The Deposits Channel of Monetary Policy
inferred← citeshttps://doi.org/10.2139/ssrn.2577201openalex-extracted
How Monetary Policy Changes Bank Liability Structure and Funding Cost
inferred← citeshttps://doi.org/10.2139/ssrn.2665177openalex-extracted
Liquidity, Innovation, and Endogenous Growth
inferred← citeshttps://doi.org/10.2139/ssrn.2755048openalex-extracted
Bond Convenience Yields and Exchange Rate Dynamics
inferred← citeshttps://doi.org/10.2139/ssrn.2938236openalex-extracted
Banking on Deposits: Maturity Transformation Without Interest Rate Risk
inferred← citeshttps://doi.org/10.2139/ssrn.2957114openalex-extracted
Private Money Creation and Equilibrium Liquidity
inferred← citeshttps://doi.org/10.2139/ssrn.3054017openalex-extracted
Value Timing: Risk and Return Across Asset Classes
inferred← citeshttps://doi.org/10.2139/ssrn.3300344openalex-extracted
Quantitative Easing, Collateral Constraints, and Financial Spillovers
inferred← citeshttps://doi.org/10.2139/ssrn.3306278openalex-extracted
Quantitative Easing, Collateral Constraints, and Financial Spillovers
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2019.01.001openalex-snapshot
Aggregate risk and efficiency of mutual funds
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.11.007openalex-snapshot
Investor flows and fragility in corporate bond funds
inferred← citeshttps://doi.org/10.1080/10800379.2020.12097357openalex-snapshot
Liquidity Risk and Asset Liability Mismatches: Evidence From South Africa
inferred← citeshttps://doi.org/10.3386/w20141openalex-snapshot
A Model of Monetary Policy and Risk Premia
inferred← citeshttps://doi.org/10.3386/w22729openalex-snapshot
Measuring Liquidity Mismatch in the Banking Sector
inferred← citeshttps://doi.org/10.3386/w28501openalex-snapshot
Financial Regulation in a Quantitative Model of the Modern Banking System
inferred← citeshttps://doi.org/10.35808/ijeba/641openalex-snapshot
Liquidity Mismatch Index and Banks’ Stock Returns
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