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Year of publication
Subject
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Commercial paper 209 Commercial Paper 189 Financial crisis 59 Finanzkrise 59 USA 58 United States 57 Asset-Backed Securities 35 Asset-backed securities 35 Bank liquidity 31 Theorie 26 Bankenliquidität 25 Theory 24 Liquidity 18 Kreditrisiko 17 Liquidität 17 Credit risk 16 Monetary policy 16 Financial crises 15 Geldpolitik 15 Money market 15 Geldmarkt 14 Welt 14 commercial paper 14 Kapitalanlage 13 World 13 Bankenkrise 12 Estimation 12 Financial investment 12 Geldmarktfonds 12 Schätzung 12 Banking crisis 11 Finanzmarkt 11 Government securities 11 Money market fund 11 Staatspapier 11 Yield curve 11 Zinsstruktur 11 Credit 10 EU countries 10 EU-Staaten 10
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Online availability
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Free 105 Undetermined 16
Type of publication
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Book / Working Paper 117 Article 107
Type of publication (narrower categories)
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Article in journal 83 Aufsatz in Zeitschrift 83 Working Paper 39 Graue Literatur 36 Non-commercial literature 36 Arbeitspapier 34 Aufsatz im Buch 9 Book section 9 Hochschulschrift 4 Thesis 4 Collection of articles of several authors 3 Sammelwerk 3 Bibliografie enthalten 2 Bibliography included 2 Amtliche Publikation 1 Case study 1 Collection of articles written by one author 1 Fallstudie 1 Handbook 1 Handbuch 1 Sammlung 1
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Language
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English 182 Undetermined 26 German 5 Italian 5 Polish 5 Dutch 1
Author
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Acharya, Viral V. 9 Schnabl, Philipp 9 Adrian, Tobias 8 Duca, John V. 8 Kovner, Anna 8 Strahan, Philip E. 8 Marchioni, Dina 6 Afonso, Gara 5 Calomiris, Charles W. 5 Kacperczyk, Marcin 5 Kimbrough, Karin 5 Vives, Xavier 5 Vuillemey, Guillaume 5 Gatev, Evan G. 4 Lysandrou, Photis 4 Suárez, Gustavo A. 4 Syrstad, Olav 4 Thierfelder, Felix 4 Boyarchenko, Nina 3 Covitz, Daniel M. 3 Croke, James J. 3 Crump, Richard K. 3 Downing, Chris 3 Duygan-Bump, Burcu 3 Engbith, Lily S. 3 Gatev, Evan 3 Hahn, Thomas K. 3 Himmelberg, Charles P. 3 Hirose, Yasuo 3 Klingler, Sven 3 Leonard, Deborah 3 Ohyama, Shinsuke 3 Parkinson, Patrick M. 3 Pérignon, Christophe 3 Rosengren, Eric S. 3 Schuermann, Til 3 Suarez, Gustavo 3 Wachtel, Paul 3 Cumming, Christine M. 2 Dudley, William 2
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Institution
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Federal Reserve Bank of New York 7 National Bureau of Economic Research 5 International Monetary Fund (IMF) 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Federal Reserve Bank of Dallas 2 Bank of Japan 1 Dublin Statistical Society 1 EconWPA 1 European Systemic Risk Board 1 Federal Reserve Bank of Boston 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 International Monetary Fund 1 The Wharton Financial Institutions Center 1
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Published in...
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Speech / Federal Reserve Bank of New York 8 The journal of finance : the journal of the American Finance Association 7 The journal of structured finance 6 NBER working paper series 5 Bank i kredyt / Polnische Ausgabe 4 Journal of economics & business 4 The journal of financial crises 4 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 4 Working paper / National Bureau of Economic Research, Inc. 4 Discussion paper / Centre for Economic Policy Research 3 Economic Policy Review 3 FRB of New York Staff Report 3 Journal of financial economics 3 MPRA Paper 3 NBER Working Paper 3 Review / Federal Reserve Bank of St. Louis 3 Staff Reports / Federal Reserve Bank of New York 3 Staff reports / Federal Reserve Bank of New York 3 Carnegie Rochester conference series on public policy : a bi-annual conference proceedings 2 Economic policy review 2 Economic review 2 Euromoney 2 Federal reserve bulletin 2 Finance and economics discussion series 2 IMF Working Papers 2 Journal of financial intermediation 2 Journal of financial stability 2 Revue de la banque 2 Working Paper 2 Working Papers / Federal Reserve Bank of Dallas 2 Aktuelle Probleme des Wertpapiergeschäfts 1 Applied financial economics 1 BIS economic papers 1 Banca e finanza 1 Bank of Japan Working Paper Series 1 Bank of Japan working paper series 1 Beiträge des Instituts für Empirische Wirtschaftsforschung 1 Bundesbank Series 2 Discussion Paper 1 CESifo Working Paper 1 CESifo working papers 1
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Source
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ECONIS (ZBW) 188 RePEc 31 EconStor 5
Showing 1 - 50 of 224
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South Korea: corporate liquidity support organization
Engbith, Lily S. - In: The journal of financial crises 4 (2022) 2, pp. 1641-1662
Persistent link: https://ebtypo.dmz1.zbw/10013448968
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Sweden: commercial paper purchases
Mott, Carey K. - In: The journal of financial crises 4 (2022) 2, pp. 1663-1689
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United States: Commercial Paper Funding Facility II
Engbith, Lily S. - In: The journal of financial crises 4 (2022) 2, pp. 1824-1844
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The European banks' role in the financial crisis of 2007-8 : a critical assessment
Lysandrou, Photis - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012817201
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The market for short-term debt securities in Europe : what we know and what we do not know
Darpeix, Pierre-Emmanuel - 2022
In March 2020, against the backdrop of a worsening Covid crisis, some segments of the money market fund (MMF) industry faced severe redemption pressures. Given their central role within the short term funding market, MMFs were at the heart of financial stability concerns, and legitimately...
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The commercial paper funding facility
Boyarchenko, Nina; Crump, Richard K.; Kovner, Anna; … - In: Economic policy review 28 (2022) 1, pp. 114-129
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Canada: Commercial Paper Purchase Program
Engbith, Lily S. - In: The journal of financial crises 4 (2022) 2, pp. 1460-1479
Persistent link: https://ebtypo.dmz1.zbw/10013448785
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Corporate Funding in a Liquidity Crisis : Commercial Paper and Central Bank Interventions
Breckenfelder, Johannes; Schepens, Glenn - 2022
We study the determinants of the liquidity dry-up in the commercial paper market in March 2020 and the role of central bank interventions in reviving the market. We show that the dry-up was driven by money market funds (MMFs) - the key investors in the commercial paper market - that faced...
Persistent link: https://ebtypo.dmz1.zbw/10013290835
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United States : Commercial Paper Funding Facility II
Engbith, Lily - 2022
The outbreak of the COVID-19 pandemic in early 2020 caused widespread economic uncertainty, prompting government officials to act swiftly to combat potentially severe fallout. On March 17, 2020, the Board of Governors of the Federal Reserve announced the revival of the Commercial Paper Funding...
Persistent link: https://ebtypo.dmz1.zbw/10013403998
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Sweden : Commercial Paper Purchases
Mott, Carey - 2022
In March 2020, governments took measures to curb the spread of the COVID-19 pandemic that significantly impacted corporate revenues. The uncertainty surrounding the pandemic drove investors out of corporate securities and into safe assets, complicating the ability of Swedish nonfinancial...
Persistent link: https://ebtypo.dmz1.zbw/10013404002
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Canada : Commercial Paper Purchase Program
Engbith, Lily - 2022
In response to the onset of the COVID-19 crisis in early 2020, the Bank of Canada (BoC) enacted a wide-ranging program of monetary measures intended to support the flow of credit to individuals, firms, and municipalities. On March 27, 2020, the BoC announced the establishment of the Commercial...
Persistent link: https://ebtypo.dmz1.zbw/10013404027
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Disclosing the undisclosed : commercial paper as hidden liquidity suffers
Klingler, Sven; Syrstad, Olav - 2021
Using new transaction-level data for non-financial commercial paper (CP) in the U.S., we show that companies systematically reduce their outstanding short-term debt on quarterly and annual disclosure dates. Constraints on CP lending supply cannot explain this pattern. Instead, companies optimize...
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Persistent link: https://ebtypo.dmz1.zbw/10012795581
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The Commercial Paper Funding Facility
Boyarchenko, Nina; Crump, Richard K.; Kovner, Anna; … - 2021
The Federal Reserve reestablished the Commercial Paper Funding Facility (CPFF 2020) in response to the disruptions in the commercial paper market triggered by the COVID-19 pandemic and subsequent economic shutdowns. The CPFF 2020 was designed to support market functioning and provide a liquidity...
Persistent link: https://ebtypo.dmz1.zbw/10012625890
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Collateral deterioration and search for yield in shadow banking
Gallo, Angela; Casu, Barbara - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013164746
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COVID Response : The Commercial Paper Funding Facility
Boyarchenko, Nina; Crump, Richard K.; Kovner, Anna; … - 2021
The Federal Reserve reestablished the Commercial Paper Funding Facility (CPFF 2020) in response to the disruptions in the commercial paper market triggered by the COVID-19 pandemic and subsequent economic shutdowns. The CPFF 2020 was designed to support market functioning and provide a liquidity...
Persistent link: https://ebtypo.dmz1.zbw/10013211411
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Commercial Paper Market as a Forward-Looking Component for EURIBOR Interest Rates During the COVID-19 Pandemic
Tauriainen, Juha-Matti; Junttila, Juha-Pekka - 2021
In the new hybrid methodology the calculation of EURIBOR benchmark reference rates should be grounded in fully comprehensive euro money market transactions. We analyze the role of financial corporate paper (CP) market in the development of EURIBOR interest rates by applying a DCC-GARCH framework...
Persistent link: https://ebtypo.dmz1.zbw/10013312063
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Cash Is Not King : Evidence from the Commercial Paper Market
Klingler, Sven; Syrstad, Olav; Vuillemey, Guillaume - 2021
Using new transaction-level data for non-financial commercial paper (CP) in the U.S., we show that companies systematically reduce their outstanding short-term debt on quarterly and annual disclosure dates. Constraints on CP lending supply cannot explain this pattern. Instead, firms prefer...
Persistent link: https://ebtypo.dmz1.zbw/10013233331
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Investigating the Impact of COVID-19 Outbreak On U.S. Bond and Commercial Paper Market
Destin, Achu Dobgima - 2021
SARS-Cov-2 was first reported in Wuhan, a town in Hubei Province of China with a population of 11 million in December 2019, following an outbreak of non-pneumonia a clear cause. The virus has now spread across the globe to more than 200 countries and territories, and the world health...
Persistent link: https://ebtypo.dmz1.zbw/10013241481
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Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09
Acharya, Viral V.; Schnabl, Philipp - 2021
The global imbalance explanation of the financial crisis of 2007-09 suggests that demand for riskless assets from countries with current account surpluses created fragility in countries with current account deficits, most notably, in the United States. We examine this explanation by analyzing...
Persistent link: https://ebtypo.dmz1.zbw/10013224410
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Shadow banking in India : nature, trends, concerns and policy interventions
Sivramkrishna, Sashi; Gune, Soyra; Kandalam, Kasturi; … - In: The review of economic and business studies : REBS 12 (2019) 2, pp. 29-46
Persistent link: https://ebtypo.dmz1.zbw/10012177795
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Issues note on liquidity in the corporate bond and commercial paper markets, the procyclical impact of downgrades and implications for asset managers and insurers
European Systemic Risk Board - 2020
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Determinants of Short-Term Corporate Yield Spreads : Evidence from the Commercial Paper Market
Huang, Jing-Zhi - 2020
What drives short-term credit spreads: credit risk, liquidity risk, or both? Despite a large empirical literature on corporate yield spreads, very few studies have examined this important question. Using a novel data set of secondary market transaction prices of Chinese commercial papers, we...
Persistent link: https://ebtypo.dmz1.zbw/10012842502
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1970 Commercial Paper Market Liquidity Crisis (U.S. Historical)
Nygaard, Kaleb - 2020
Penn Central Transportation Company (Penn Central), the resulting railroad company of the late 1960s merger of Pennsylvania Railroad and New York Central Railroad, filed for bankruptcy on June 21, 1970. The bankruptcy came in the middle of the 1969–70 recession and sparked a sharp downturn in...
Persistent link: https://ebtypo.dmz1.zbw/10012851505
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Macroeconomic effects and transmission channels of quantitative easing
Stefański, Maciej - In: Economic modelling 114 (2022), pp. 1-13
Persistent link: https://ebtypo.dmz1.zbw/10013367580
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The explosive growth of the US ABCP market between 2004 and 2007 : an integrated empirical analysis
Lysandrou, Photis; Shabani, Mimoza; D'Avino, Carmela - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 31-46
Persistent link: https://ebtypo.dmz1.zbw/10013336001
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The European banks' role in the financial crisis of 2007-8 : a critical assessment
Lysandrou, Photis - In: New political economy 27 (2022) 5, pp. 879-894
Persistent link: https://ebtypo.dmz1.zbw/10013372927
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Disclosing the undisclosed: Commercial paper as hidden liquidity suffers
Klingler, Sven; Syrstad, Olav - 2021
Using new transaction-level data for non-financial commercial paper (CP) in the U.S., we show that companies systematically reduce their outstanding short-term debt on quarterly and annual disclosure dates. Constraints on CP lending supply cannot explain this pattern. Instead, companies optimize...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013373826
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Macroeconomic effects of quantitative easing using mid-sized Bayesian vector autoregressions
Stefański, Maciej - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012654928
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Short-term debt catering
Lugo, Stefano - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-12
Persistent link: https://ebtypo.dmz1.zbw/10012514659
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Cash is not king : evidence from the commercial paper market
Klinger, Sven; Syrstad, Olav; Vuillemey, Guillaume - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012499886
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The private production of safe assets
Kacperczyk, Marcin; Pérignon, Christophe; Vuillemey, … - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011951184
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Cost of monitoring and risk taking in the money market funds industry
Lugo, Stefano - In: Journal of financial intermediation 53 (2023), pp. 1-16
Persistent link: https://ebtypo.dmz1.zbw/10014234512
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The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market
Rizi, Majid Haghani; Kishor, N. Kundan; Marfatia, Hardik A. - In: The European journal of finance 25 (2019) 5, pp. 395-414
Persistent link: https://ebtypo.dmz1.zbw/10012206984
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The private production of safe assets
Kacperczyk, Marcin; Pérignon, Christophe; Vuillemey, … - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011787951
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Revenge of the steamroller : ABCP as a window on risk choices : editor's choice
Arteta, Carlos Ó.; Carey, Mark S.; Correa, Ricardo; … - In: Review of finance : journal of the European Finance … 24 (2020) 3, pp. 497-528
Persistent link: https://ebtypo.dmz1.zbw/10012236209
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A study of market microstructure of Indian money market
Bhanumurthy, K. V.; Goel, Sonia - In: Mudra : journal of finance and accounting 7 (2020) 2, pp. 31-54
Persistent link: https://ebtypo.dmz1.zbw/10012502354
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Captivation of Regulatory Arbitrage : Evidence from the Euro-Issued Asset-Backed Commercial Paper
Choi, Seo Joon - 2016
This paper analyzes asset-backed commercial paper (ABCP), which played a central role in the subprime mortgage financial crisis. We document that the market size of the Euro-issued ABCP increased from 150 billion USD to 272 billion USD in early 2007. By using our novel hand-collected data set...
Persistent link: https://ebtypo.dmz1.zbw/10012996129
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Rollover Risk in Commercial Paper Markets and Firms' Debt Maturity Choice
Thierfelder, Felix - 2016
By using short-term direct finance firms of the highest credit quality expose themselves to rollover risk in the public debt markets. Firms insure themselves against this risk by securing backup lines of credit from banks that they may use should market liquidity dry up. In a first step, this...
Persistent link: https://ebtypo.dmz1.zbw/10012989278
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Commercial Paper Funding Facility
Wiggins, Rosalind - 2016
On September 16, 2008, just a day after Lehman Brothers filed for bankruptcy protection, the Reserve Primary Fund money market mutual fund (MMMF) “broke the bank,” announcing a net asset value of less than $1 per share because of a large exposure to Lehman Brothers commercial paper (CP). As...
Persistent link: https://ebtypo.dmz1.zbw/10013000244
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The Federal Reserve's Financial Crisis Response D : Commercial Paper Market Facilities
Wiggins, Rosalind - 2016
During the summer 2007 the U.S. residential mortgage market began to decline sharply negatively impacting the asset-backed commercial paper (ABCP) market, which often relied on mortgages as underlying support. Money Market Mutual Funds (MMMFs), significant investors in commercial paper (CP),...
Persistent link: https://ebtypo.dmz1.zbw/10013000255
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Basel III F : Callable Commercial Paper
McNamara, Christian - 2015
One of the Basel Committee on Banking Supervision's responses to the global financial crisis of 2007-2009 was to introduce the Liquidity Coverage Ratio (LCR), a short-term measure that evaluates whether a bank has enough liquidity to meet expected cash outflows during a 30-day stress scenario....
Persistent link: https://ebtypo.dmz1.zbw/10013026588
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How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007
Acharya, Viral V. - 2015
In the August of 2007, banks faced a freeze in funding liquidity from the asset-backed commercial paper (ABCP) market. We investigate how banks scrambled for liquidity in response to this freeze and its implications for the real economy. Commercial banks in the United States raised deposits and...
Persistent link: https://ebtypo.dmz1.zbw/10013037066
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That's how we roll : an experiment on rollover risk
Bosch-Rosa, Ciril - 2014
There is consensus that the recent financial crisis revolved around a crash of the short-term credit market. Yet there is no agreement around the necessary policies to prevent another credit freeze. In this experiment we test the effects that contract length (i.e. maturity mismatch) has on the...
Persistent link: https://ebtypo.dmz1.zbw/10010402935
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Waiver Problem in Maine Real Property Foreclosure Law : A Commercial Paper Perspective
Patterson, Dennis - 2014
When a mortgagee accepts from a mortgagor payment of part of a mortgage arrearage, does the mortgagee then waive its right to foreclose? Many bank counsel will say that the mortgagee does waive its right to foreclose, and they will point for authority to the broad holding of <I>Savings & Loan...</i>
Persistent link: https://ebtypo.dmz1.zbw/10013044688
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The explosive growth of the ABCP market between 2004 and 2007 : a "search for yield" story
Lysandrou, Photis; Shabani, Mimoza - In: Journal of post-Keynesian economics : JPKE 41 (2018) 4, pp. 526-546
Persistent link: https://ebtypo.dmz1.zbw/10012170173
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Commercial paper rates and stock market excess returns
Sum, Vichet - In: Journal of finance and investment analysis 2 (2013) 1, pp. 77-83
This study investigates how commercial paper rates respond to the innovations in stock market risk premiums. The unrestricted vector autoregression (VAR) analysis of monthly data from 1997:1 to 2012:M6 shows that the changes in the one-, two-, and three-month non-financial and financial...
Persistent link: https://ebtypo.dmz1.zbw/10009746049
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How do global banks scramble for liquidity? : evidence from the asset-backed commercial paper freeze of 2007
Acharya, Viral V.; Afonso, Gara; Kovner, Anna - 2013
In August of 2007, banks faced a freeze in funding liquidity from the asset-backed commercial paper (ABCP) market. We investigate how banks scrambled for liquidity in response to this freeze and its implications for corporate borrowing. Commercial banks in the United States raised deposits and...
Persistent link: https://ebtypo.dmz1.zbw/10009781869
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Repo runs
Martin, Antoine; Skeie, David; Thadden, Ernst-Ludwig von - 2013 - Final version: November 2013
The recent financial crisis has shown that short-term collateralized borrowing may be a highly unstable source of funds in times of stress. The present paper develops a dynamic equilibrium model and analyzes under what conditions such instability can be a consequence of market-wide changes in...
Persistent link: https://ebtypo.dmz1.zbw/10010200414
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How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007
Acharya, Viral V. - 2013
In August of 2007, banks faced a freeze in funding liquidity from the asset-backed commercial paper (ABCP) market. We investigate how banks scrambled for liquidity in response to this freeze and its implications for corporate borrowing. Commercial banks in the United States raised deposits and...
Persistent link: https://ebtypo.dmz1.zbw/10013077991
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Commercial Paper Rates and Stock Market Excess Returns
Sum, Vichet - 2013
This study investigates how commercial paper rates respond to the innovations in stock market risk premiums. The unrestricted vector autoregression (VAR) analysis of monthly data from 1997:1 to 2012:M6 shows that the changes in the one-, two-, and three-month non-financial and financial...
Persistent link: https://ebtypo.dmz1.zbw/10013090156
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