Precautionary Reserves and the Interbank Market

By Adam B. Ashcraft, James McAndrews, David Skeie. 2011

208 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/3ab73fc9ce8a74c2fea9068063438b3cd2e70988

Citations in the corpus

• A model of liquidity hoarding and term premia in inter-bank markets (2011, unknown): “̂ L (l) [ (y + lr) ( L (1 l))]g( )d : (8)”
• Money creation and the shadow banking system (2015, unknown): “Proposition 1 There exist F and c such that for F >F and c′ >c, the market equilibrium is given by Equations (2) and (3), which together define a fixed point in R and ̂ mABCP = mABCP .”
• Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-Prime Crisis (2010, unknown): “[11] Ashcraft Adam, James McAndrews and David Skeie (2010) “Precautionary Reserves and the Interbank Market,” Working paper, Federal Reserve Bank of New York.”
• The euro area interbank market and the liquidity management of the eurosystem in the financial crisis (2010, unknown): “For detailed analyses concerning precautionary hoarding of reserves during the financial crisis in the US and UK, see Ashcraft, McAndrews, and Skeie (2009) and Acharya and Merrouche (2009).”