EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Kitsul, Yuriy"
Narrow search

Narrow search

Year of publication
Subject
All
Liquidity 9 Liquidität 9 Collateral 8 Derivat 7 Government securities 7 Inflation 7 Kreditsicherung 7 Large Scale Asset Purchase programs 7 Public bond 7 Repo transactions 7 Repo-Geschäft 7 Staatspapier 7 Treasury auctions 7 Treasury bonds 7 liquidity 7 repo contracts 7 supply-demand factors 7 Öffentliche Anleihe 7 Auction 6 Auktion 6 Berechnung 6 Derivative 6 Finanzmarkt 6 Optionsgeschäft 6 Risiko 6 Risk 6 Theorie 6 Theory 6 USA 6 Calculation 5 Financial market 5 Option trading 5 United States 5 Capital income 4 Kapitaleinkommen 4 Asset-Backed Securities 3 Asset-backed securities 3 Central bank 3 Credit market 3 Credit policy 3
more ... less ...
Online availability
All
Free 25 Undetermined 6
Type of publication
All
Book / Working Paper 29 Article 5
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
English 27 Undetermined 7
Author
All
Kitsul, Yuriy 34 Wright, Jonathan H. 11 D'Amico, Stefania 9 Fan, Roger 9 Ochoa, Marcelo 3 Holod, Dmytro 2 Jahan-Parvar, Mohammad R. 2 Mahani, Reza S. 2 Sokolinskiy, Oleg 2 Wilson, Beth Anne 2 Wright, Jonathan 2 Bruno, Valentina 1 Cheng, Ai-ru Meg 1 Dathan, Michele 1 Rahman, Jamil 1 Rahman, Jamil A. 1 Sokolinskiy, Oleg V. 1 Torna, Gokhan 1 Torna, Gökhan 1 Wright, Jonathan H 1
more ... less ...
Institution
All
Department of Economics, Johns Hopkins University 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 National Bureau of Economic Research 1 National Bureau of Economic Research (NBER) 1 Society for Economic Dynamics - SED 1
Published in...
All
FEDS Working Paper 3 International finance discussion papers 3 Finance and economics discussion series 2 Working Paper 2 2012 Meeting Papers 1 AFA 2012 Chicago Meetings Paper 1 Economics Working Paper Archive 1 FRB of Chicago Working Paper 1 Finance and Economics Discussion Series 1 International Finance Discussion Paper 1 Journal of Financial Economics 1 Journal of banking & finance 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial economics 1 NBER Working Paper 1 NBER Working Papers 1 NBER working paper series 1 Working paper / National Bureau of Economic Research, Inc 1 Working paper / National Bureau of Economic Research, Inc. 1 Working papers / Department of Economics, The Johns Hopkins University 1 Working papers / Federal Reserve Bank of Chicago 1
more ... less ...
Source
All
ECONIS (ZBW) 26 RePEc 5 EconStor 2 OLC EcoSci 1
Showing 1 - 10 of 34
Cover Image
Foreign economic policy uncertainty and U.S. equity returns
Jahan-Parvar, Mohammad R.; Kitsul, Yuriy; Rahman, Jamil; … - 2024 - This draft: September 2024
Persistent link: https://www.econbiz.de/10015271870
Saved in:
Cover Image
Corporate bond issuance over financial stress episodes : a global perspective
Bruno, Valentina; Dathan, Michele; Kitsul, Yuriy - 2024
Persistent link: https://www.econbiz.de/10014556751
Saved in:
Cover Image
Market Effects of Central Bank Credit Markets Support Programs in Europe
Kitsul, Yuriy; Sokolinskiy, Oleg; Wright, Jonathan H. - 2022
Using responses of credit default swap indexes to ECB monetary policy announcements, we isolate a novel credit policy component of monetary policy surprises. We examine how such unconventional monetary policy surprises affect investor perceptions of credit risk and the functioning of primary...
Persistent link: https://www.econbiz.de/10014082050
Saved in:
Cover Image
Market Effects of Central Bank Credit Markets Support Programs in Europe
Kitsul, Yuriy; Sokolinskiy, Oleg; Wright, Jonathan H. - 2022
Using responses of credit default swap indexes to ECB monetary policy announcements, we isolate a novel credit policy component of monetary policy surprises. We examine how such unconventional monetary policy surprises affect investor perceptions of credit risk and the functioning of primary...
Persistent link: https://www.econbiz.de/10014239580
Saved in:
Cover Image
Market effects of central bank credit markets support programs in Europe
Kitsul, Yuriy; Sokolinskiy, Oleg V.; Wright, Jonathan H. - 2022
Persistent link: https://www.econbiz.de/10013375450
Saved in:
Cover Image
Global Economic Uncertainty and the U.S. Equity Returns
Jahan-Parvar, Mohammad R.; Kitsul, Yuriy; Rahman, Jamil A. - 2021
We document the predictive ability and economic significance of global economic policy uncertainty for U.S. equity returns. After orthogonalizing global economic policy uncertainty (global EPU) with respect to the U.S. EPU, we find that it has significant predictive power for aggregate stock...
Persistent link: https://www.econbiz.de/10013242535
Saved in:
Cover Image
The Scarcity Value of Treasury Collateral : Repo Market Effects of Security-Specific Supply and Demand Factors
D'Amico, Stefania; Fan, Roger; Kitsul, Yuriy - 2021
In the special collateral repo market, forward agreements are security-specific, which may magnify demand and supply effects. We quantify the scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply factors on the repo rates of all outstanding U.S....
Persistent link: https://www.econbiz.de/10014351830
Saved in:
Cover Image
Market Risk-Based Capital Requirements, Trading Activity, and Bank Risk
Holod, Dmytro - 2017
This study investigates if market risk-based capital requirements (MRR) implemented in 1998 mitigated bank risk associated with trading activities. Recognizing that only banks with sufficiently high trading activities are subject to the MRR (regulated), we implement a difference-in-difference...
Persistent link: https://www.econbiz.de/10012968000
Saved in:
Cover Image
Funding Liquidity Risk and the Cross-section of MBS Returns
Kitsul, Yuriy - 2017
This paper shows that funding liquidity risk is priced in the cross-section of excess returns on agency mortgage-backed securities (MBS). We derive a measure of funding liquidity risk from dollar-roll implied financing rates (IFRs), which reflect security-level costs of financing MBS positions....
Persistent link: https://www.econbiz.de/10012972348
Saved in:
Cover Image
Funding Liquidity Risk and the Cross-Section of MBS Returns
Kitsul, Yuriy - 2016
This paper shows that funding liquidity risk is priced in the cross-section of excess returns on agency mortgage-backed securities (MBS). We derive a measure of funding liquidity risk from dollar-roll implied financing rates (IFRs), which reflect security-level costs of financing positions in...
Persistent link: https://www.econbiz.de/10013210417
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...