Discussion paper DP18813 Money Market Funds and the Pricing of Near-Money Assets Sebastian Doerr Egemen Eren Semyon Malamud 5 Feb 2024 Asset Pricing Banking and Corporate Finance E44 G11 G12 G23
Discussion paper DP18784 Relationship Discounts in Corporate Bond Trading Simon Jurkatis Andreas Schrimpf Karamfil Todorov Nick Vause 26 Jan 2024 Asset Pricing G12 G14 G23 G24
VoxEU Column Transmission of interest rate hikes depends on the level of central bank reserves held by banks Daniel Fricke Stefan Greppmair Karol Paludkiewicz 30 Nov 2023 Monetary Policy
Discussion paper DP18569 Transaction costs and capacity of systematic corporate bond strategies Alexey Ivashchenko Robert Kosowski 3 Nov 2023 Asset Pricing G11 G12 G14
Discussion paper DP18276 Large Orders in Small Markets: Execution with Endogenous Liquidity Supply Agostino Capponi Albert J. Menkveld Hongzhong Zhang 6 Jul 2023 Asset Pricing G10
Discussion paper DP18234 ETF effects: the role of primary versus secondary market activities Carole Comerton-Forde Thomas Marta 20 Jun 2023 Asset Pricing G14 G15 G23
Discussion paper DP17933 Mitigating Fire Sales with a Central Clearing Counterparty Guillaume Vuillemey 22 Feb 2023 Banking and Corporate Finance G23 G10
Discussion paper DP17725 Short Sale Bans May Improve Market Quality During Crises: New Evidence from the 2020 Covid Crash Caroline Fohlin Zhikun Lu Nan Zhou 5 Dec 2022 Asset Pricing G01 G12 G14 G18
Discussion paper DP17271 The Marginal Propensity to Consume in Heterogeneous Agent Models Greg Kaplan Giovanni Violante 2 May 2022 Macroeconomics and Growth Monetary Economics and Fluctuations D15 D31 D52 E21 E62 E71 G51
Discussion paper DP17144 Joined at the hip: monetary and fiscal policy in a liquidity-dependent world Guillermo Calvo Andrés Velasco 27 Mar 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations
Discussion paper DP16793 The Financial Origins of Non-Fundamental Risk Sushant Acharya Keshav Dogra Sanjay R. Singh 8 Dec 2021 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations D52 D84 E62 G10 G12
Discussion paper DP16747 The Geography of Investor Attention Stefano Mengoli Marco Pagano Pierpaolo Pattitoni 22 Nov 2021 Financial Economics D83 G11 G12 G14 G50 L86 R32