메뉴 건너뛰기




Volumn 69, Issue 6, 2014, Pages 2381-2417

Sizing Up Repo

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84908593193     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12168     Document Type: Article
Times cited : (281)

References (34)
  • 3
  • 4
    • 73849144654 scopus 로고    scopus 로고
    • Money, liquidity and monetary policy
    • Adrian, Tobias, and Hyun Song Shin, 2009, Money, liquidity and monetary policy, American Economic Review 99, 600-605.
    • (2009) American Economic Review , vol.99 , pp. 600-605
    • Adrian, T.1    Shin, H.S.2
  • 5
    • 0001114148 scopus 로고
    • Nonmonetary effects of the financial crisis in the propagation of the Great Depression
    • Bernanke, Ben S., 1983, Nonmonetary effects of the financial crisis in the propagation of the Great Depression, American Economic Review 73, 257-276.
    • (1983) American Economic Review , vol.73 , pp. 257-276
    • Bernanke, B.S.1
  • 6
  • 7
    • 0040365238 scopus 로고
    • Is the discount window necessary? A Penn Central perspective
    • Calomiris, Charles W., 1994, Is the discount window necessary? A Penn Central perspective, Federal Reserve Bank of St. Louis Review 76, 31-55.
    • (1994) Federal Reserve Bank of St. Louis Review , vol.76 , pp. 31-55
    • Calomiris, C.W.1
  • 8
    • 0000843042 scopus 로고    scopus 로고
    • A self-fulfilling model of Mexico's 1994-1995 debt crisis
    • Cole, Harold L., and Timothy J. Kehoe, 1996, A self-fulfilling model of Mexico's 1994-1995 debt crisis, Journal of International Economics 41, 309-330.
    • (1996) Journal of International Economics , vol.41 , pp. 309-330
    • Cole, H.L.1    Kehoe, T.J.2
  • 10
    • 84897419977 scopus 로고    scopus 로고
    • Repo runs: Evidence from the tri-party repo market
    • Working paper, Federal Reserve Bank of New York.
    • Copeland, Adam, Antoine Martin, and Michael Walker, 2011, Repo runs: Evidence from the tri-party repo market, Working paper, Federal Reserve Bank of New York.
    • (2011)
    • Copeland, A.1    Martin, A.2    Walker, M.3
  • 11
    • 84874836294 scopus 로고    scopus 로고
    • The evolution of a financial crisis: Collapse of the asset-backed commercial paper market
    • Covitz, Daniel M., Nellie Liang, and Gustavo Suarez, 2012, The evolution of a financial crisis: Collapse of the asset-backed commercial paper market, Journal of Finance 68, 815-848.
    • (2012) Journal of Finance , vol.68 , pp. 815-848
    • Covitz, D.M.1    Liang, N.2    Suarez, G.3
  • 12
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance, and liquidity
    • Diamond, Douglas W., and Philip H. Dybvig, 1983, Bank runs, deposit insurance, and liquidity, Journal of Political Economy 91, 401-419.
    • (1983) Journal of Political Economy , vol.91 , pp. 401-419
    • Diamond, D.W.1    Dybvig, P.H.2
  • 13
    • 0007667366 scopus 로고    scopus 로고
    • Banks, short-term debt and financial crises: Theory, policy implications and applications
    • Diamond, Douglas W., and Raghuram G. Rajan, 2001, Banks, short-term debt and financial crises: Theory, policy implications and applications, Carnegie-Rochester Conference Series on Public Policy 54, 37-71.
    • (2001) Carnegie-Rochester Conference Series on Public Policy , vol.54 , pp. 37-71
    • Diamond, D.W.1    Rajan, R.G.2
  • 14
    • 0038693107 scopus 로고    scopus 로고
    • Special repo rates
    • Duffie, Darrell, 1996, Special repo rates, Journal of Finance 51, 493-526.
    • (1996) Journal of Finance , vol.51 , pp. 493-526
    • Duffie, D.1
  • 16
    • 84920134116 scopus 로고    scopus 로고
    • Federal Reserve Bank of New York
    • Tri-party repo infrastructure reform, White paper.
    • Federal Reserve Bank of New York, 2010, Tri-party repo infrastructure reform, White paper.
    • (2010)
  • 19
    • 80051559744 scopus 로고    scopus 로고
    • The evolution of repo contracting conventions in the 1980s
    • Garbade, Kenneth D., 2006, The evolution of repo contracting conventions in the 1980s, FRBNY Policy Review 12, 27-42.
    • (2006) FRBNY Policy Review , vol.12 , pp. 27-42
    • Garbade, K.D.1
  • 20
    • 34447138870 scopus 로고
    • Banking panics and business cycles
    • Gorton, Gary, 1988, Banking panics and business cycles, Oxford Economic Papers 40, 751-781.
    • (1988) Oxford Economic Papers , vol.40 , pp. 751-781
    • Gorton, G.1
  • 23
    • 84860440143 scopus 로고    scopus 로고
    • Securitized banking and the run on repo
    • Gorton, Gary, and Andrew Metrick, 2012, Securitized banking and the run on repo, Journal of Financial Economics 104, 425-451.
    • (2012) Journal of Financial Economics , vol.104 , pp. 425-451
    • Gorton, G.1    Metrick, A.2
  • 25
    • 79951775903 scopus 로고    scopus 로고
    • Balance sheet adjustments during the 2008 crisis
    • He, Zhiguo, In Gu Khang, and Arvind Krishnamurthy, 2010, Balance sheet adjustments during the 2008 crisis, IMF Economic Review 1, 118-156.
    • (2010) IMF Economic Review , vol.1 , pp. 118-156
    • He, Z.1    Khang, I.G.2    Krishnamurthy, A.3
  • 28
    • 77951492381 scopus 로고    scopus 로고
    • How debt markets have malfunctioned in the crisis
    • Krishnamurthy, Arvind, 2010, How debt markets have malfunctioned in the crisis, Journal of Economic Perspectives 24, 3-28.
    • (2010) Journal of Economic Perspectives , vol.24 , pp. 3-28
    • Krishnamurthy, A.1
  • 30
    • 84920175249 scopus 로고    scopus 로고
    • Repo runs, Working paper, Federal Reserve Bank of New York.
    • Martin, Antoine, David Skeie, and Ernst-Ludwig von Thadden, 2012, Repo runs, Working paper, Federal Reserve Bank of New York.
    • (2012)
    • Martin, A.1    Skeie, D.2    von Thadden, E.-L.3
  • 31
    • 84920152478 scopus 로고    scopus 로고
    • Shadow banking, Working paper, Federal Reserve Bank of New York.
    • Pozsar, Zoltan, Tobias Adrian, Adam Ashcraft, and Hayley Boesky, 2010, Shadow banking, Working paper, Federal Reserve Bank of New York.
    • (2010)
    • Pozsar, Z.1    Adrian, T.2    Ashcraft, A.3    Boesky, H.4
  • 32
    • 84860503629 scopus 로고    scopus 로고
    • Global banking glut and loan risk premium
    • Working paper, Princeton University.
    • Shin, Hyun Song, 2011, Global banking glut and loan risk premium, Working paper, Princeton University.
    • (2011)
    • Shin, H.S.1
  • 33
    • 80051558708 scopus 로고    scopus 로고
    • The (sizable) role of rehypothecation in the shadow banking system
    • Working paper, IMF.
    • Singh, Manmohan, and James Aitken, 2010, The (sizable) role of rehypothecation in the shadow banking system, Working paper, IMF.
    • (2010)
    • Singh, M.1    Aitken, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.