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Decomposing the Credit Risk Channel of Monetary Policy

https://doi.org/10.2139/ssrn.3931472
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jbankfin.2018.02.016openalex-extracted
The time horizon of price responses to quantitative easing
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.022openalex-extracted
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
inferredcites →https://doi.org/10.1016/j.jmoneco.2020.03.011openalex-extracted
Banks’ exposure to interest rate risk and the transmission of monetary policy
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00760.xopenalex-extracted
What Explains the Stock Market's Reaction to Federal Reserve Policy?
inferredcites →https://doi.org/10.1111/jofi.12189openalex-extracted
Financial Intermediaries and the Cross‐Section of Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12196openalex-extracted
The Pre-FOMC Announcement Drift
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12777openalex-extracted
Limited Investment Capital and Credit Spreads
inferredcites →https://doi.org/10.1111/jofi.13086openalex-extracted
Do Intermediaries Matter for Aggregate Asset Prices?
inferredcites →https://doi.org/10.1146/annurev-financial-110217-022833openalex-extracted
Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-extracted
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1257/aer.103.5.iopenalex-extracted
The American Economic Review
inferredcites →https://doi.org/10.1257/jep.9.4.27openalex-extracted
Inside the Black Box: The Credit Channel of Monetary Policy Transmission
inferredcites →https://doi.org/10.1257/mac.20130329openalex-extracted
Monetary Policy Surprises, Credit Costs, and Economic Activity
inferredcites →https://doi.org/10.2139/ssrn.3334640openalex-extracted
The Long and Short of It: The Post-Crisis Corporate CDS Market
inferredcites →https://doi.org/10.2139/ssrn.3476312openalex-extracted
Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect
inferredcites →https://doi.org/10.2139/ssrn.3534073openalex-extracted
Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity
inferredcites →https://doi.org/10.2139/ssrn.3732444openalex-extracted
The Corporate Supply of (Quasi) Safe Assets
inferredcites →https://doi.org/10.2469/dig.v45.n6.15openalex-extracted
Monetary Policy and Long-Term Real Rates
inferredcites →https://doi.org/10.3386/w28869openalex-extracted
Monetary Policy, Redistribution, and Risk Premia
inferredcites →https://doi.org/10.3386/w29939openalex-extracted
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
inferredcites →https://doi.org/10.1093/qje/qjy004openalex-snapshot
High Frequency Identification of Monetary Non-Neutrality: The Information Effect
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00797.xopenalex-snapshot
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
inferredcites →https://doi.org/10.1111/jofi.12539openalex-snapshot
A Model of Monetary Policy and Risk Premia
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