Similar Search Results

Dealer capacity and U.S. treasury market functionality

Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023 - Revised October 2023

market liquidity over time, when dealer balance sheet utilization reaches sufficiently high levels, liquidity is much worse …

Persistent link: https://www.econbiz.de/10014393396

Juvenile delinquent mortgages : bad credit or bad economy?

Haughwout, Andrew (contributor); … - 2008

We study early default, defined as serious delinquency or foreclosure in the first year, among nonprime mortgages from the 2001 to 2007 vintages. After documenting a dramatic rise in such defaults and discussing their correlates, we examine two primary explanations: changes in underwriting...

Persistent link: https://www.econbiz.de/10003781681

Money, liquidity, and monetary policy

Adrian, Tobias (contributor); Shin, Hyun Song (contributor) - 2009

closely tied to fluctuations in the leverage of market-based financial intermediaries. Offering a window on liquidity, the …

Persistent link: https://www.econbiz.de/10003812553

Pricing unexpected illiquidity

Asem, Ebenezer - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1485-1494

Persistent link: https://www.econbiz.de/10003903896

The Bankruptcy Abuse Prevention and Consumer Protection Act : means-testing or mean spirited?

Ashcraft, Adam B. (contributor); Dick, Astrid A. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003437287

Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis

Sarkar, Asani; Shrader, Jeffrey - 2010 - Rev.

’s interventions during different stages of the crisis in terms of this literature. We interpret the Fed’s early-stage liquidity … periods of high liquidity risk. In contrast, reductions in the Fed’s liquidity supply in 2009 did not increase the spread. Our … analysis has implications for the impact on asset prices of a potential withdrawal of liquidity supply by the Fed. -- Financial …

Persistent link: https://www.econbiz.de/10003948801

Stressed, not frozen : the federal funds market in the financial crisis

Afonso, Gara; Kovner, Anna; Schoar, Antoinette - 2010 - Rev.

particular, we do not find that worse performing banks began hoarding liquidity and indiscriminately reducing their lending …. -- Fed funds ; financial crisis ; liquidity ; interbank lending ; hoarding …

Persistent link: https://www.econbiz.de/10003948809

Correlation in corporate defaults : contagion or conditional independence?

Lando, David; Nielsen, Mads Stenbo - In: Journal of financial intermediation 19 (2010) 3, pp. 355-372

Persistent link: https://www.econbiz.de/10003992810

Liquidity and leverage

Adrian, Tobias; Shin, Hyun Song - In: Journal of financial intermediation 19 (2010) 3, pp. 418-437

Persistent link: https://www.econbiz.de/10003992815

Acquisitions of bankrupt assets

Jory, Surendranath R.; Madura, Jeff - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 748-759

Persistent link: https://www.econbiz.de/10003873580