Narrow search
Showing 1 - 10 of 309
Cover Image
Money market funds and the pricing of near-money assets
Dörr, Sebastian; Eren, Egemen; Malamud, Semyon - 2024
We introduce a new channel through which US money market funds (MMFs) affect the pricing of near-money assets and measured convenience yields. Our theoretical model reveals that MMFs' strategic interactions create frictions that are exacerbated by T-bill market illiquidity. Using instrumental...
Persistent link: https://www.econbiz.de/10014472623
Cover Image
(In)efficient repo markets
Dieler, Tobias; Mancini, Loriano; Schürhoff, Norman - 2021
Persistent link: https://www.econbiz.de/10012436625
Cover Image
The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054
Cover Image
Five facts about beliefs and portfolios
Maggiori, Matteo; Stroebel, Johannes; Giglio, Stefano; … - 2019
Persistent link: https://www.econbiz.de/10012139704
Cover Image
The short rate disconnect in a monetary economy
Lenel, Moritz; Piazzesi, Monika; Schneider, Martin - 2019
Persistent link: https://www.econbiz.de/10012183058
Cover Image
The non-U.S. bank demand for U.S. dollar assets
Adrian, Tobias; Xie, Peichu - 2020
Persistent link: https://www.econbiz.de/10012211332
Cover Image
Stock return comovement when investors are distracted : more, and more homogeneous
Ehrmann, Michael; Jansen, David-Jan - 2020
Persistent link: https://www.econbiz.de/10012216514
Cover Image
Monetary policy and fragility in corporate bond mutual funds
Kuong, John Chi-Fong; O'Donovan, James; Zhang, Jinyuan - 2024
Persistent link: https://www.econbiz.de/10015050941
Cover Image
Asset pricing and risk sharing in complete markets : an experimental investigation
Biais, Bruno; Mariotti, Thomas; Moinas, Sophie; Pouget, … - 2024
Persistent link: https://www.econbiz.de/10015066068
Cover Image
Trust and monetary policy
De Grauwe, Paul; Ji, Yuemei - 2022
Persistent link: https://www.econbiz.de/10012887573