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Banks Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market. (2003). Gatev, Evan ; Strahan, Philip E..
In: NBER Working Papers.
RePEc:nbr:nberwo:9956.

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Cited: 9

Citations received by this document

Cites: 27

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Liquidity risk and performance of banking system. (2012). Arif, Ahmed ; Anees, Ahmed Nauman .
    In: Journal of Financial Regulation and Compliance.
    RePEc:eme:jfrcpp:v:20:y:2012:i:2:p:182-195.

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  2. How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998. (2007). Gatev, Evan ; Schuermann, Til.
    In: NBER Chapters.
    RePEc:nbr:nberch:9608.

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  3. Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity. (2007). Jose M P Jorge, .
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:155.

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  4. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty. (2005). Caglayan, Mustafa ; Baum, Christopher ; Ozkan, Neslihan.
    In: Working Papers.
    RePEc:gla:glaewp:2005_27.

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  5. Transactions accounts and loan monitoring. (2005). Nakamura, Leonard ; Mester, Loretta.
    In: Working Papers.
    RePEc:fip:fedpwp:05-14.

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  6. The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:172.

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  7. Financial Systems and Economic Growth: An Evaluation Framework for Policy. (2004). Jacobsen, Veronica ; Claus, Iris ; Jera, Brock.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:04/17.

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  8. The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:04/13.

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  9. Transactions accounts and loan monitoring.. (2004). Nakamura, Leonard ; Mester, Loretta ; Renault, Micheline.
    In: Working Papers.
    RePEc:fip:fedpwp:04-20.

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References

References cited by this document

  1. Berger, Allen N. and Gregory F. Udell, 1990, Collateral, Loan Quality and Bank Risk, Journal of Monetary Economics.

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  17. Krishnamurthy, Arvind, 2001, The Bond/ Old Bond Spread, mimeo, June 13, 2001.
    Paper not yet in RePEc: Add citation now
  18. McAndrews, James J. and Sim on M. Potter, 2002, Liquidity Effects Surrounding the Events of September 11, 2001, Federal Re serve Bank of New York Economic Policy Review , November 2002.

  19. Mester, Loretta J., and Mitc hell Berlin, 1999, Deposits and Lending Relationships, Review of Financial Studies 12, 579-608.

  20. Mester, Loretta J., Leonard Nakamura and Micheline Renau lt, 2002, Checking Accounts and Bank Monitoring, Federal Reserve Bank of Philadelphia WP no. 01-3/R.

  21. Morgan, Donald P., 1998, The Credit Effects of Monetary Policy: Evidence Using Loan Commitments, Journal of Money, Credit and Banking .

  22. Myers, Stewart C. and Raghuram G. Rajan, 1998, The Paradox of Liquidity, Quarterly Journal of Economics 113, 733-71.

  23. Saidenberg, Marc R. a nd Philip E. Strahan, 1999, Are Banks Still Important for Financing Large Businesses? 1999, Federal Rese rve Bank of New Yorks Current Issues in Economics and Finance 5(12), 1-6.

  24. Shockley, Richard and Anjan Thakor, 1997, Ba nk Loan Commitments: Data, Theory, Tests, Journal of Money, Credit and Banking 29.
    Paper not yet in RePEc: Add citation now
  25. Stiglitz, Joseph and Andrew Weiss 1981, Credit Rationing in Markets with Imperfect Information American Economic Review 71, (3), 393-410.

  26. Strahan, Philip E., 1999, Borrower Risk and the Price and Non-Price Terms of Bank Loans, Federal Reserve Bank of Ne w York, Staff Report no. 90.

  27. Thakor, Anjan, and Gregory Udell, 1987, An Economic Ra tionale for the Pricing Structure of Bank Loan Commitments, Journal of Banking and Finance 11, 271-289.

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