Stressed, not frozen: The federal funds market in the financial crisis G Afonso, A Kovner, A Schoar The Journal of Finance 66 (4), 1109-1139, 2011 | 605 | 2011 |
Trade dynamics in the market for federal funds G Afonso, R Lagos Econometrica 83 (1), 263–313, 2015 | 397 | 2015 |
Trading Partners in the Interbank Lending Market G Afonso, A Kovner, A Schoar | 211 | 2012 |
Do 'Too-Big-To-Fail' Banks Take on More Risk? G Afonso, J Santos, J Traina Economic Policy Review 20 (2), 41-58, 2014 | 176 | 2014 |
Precautionary demand and liquidity in payment systems G Afonso, HS Shin Journal of Money, Credit and Banking 43, 589-619, 2011 | 96* | 2011 |
How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007 VV Acharya, G Afonso, A Kovner Journal of Financial Intermediation 30, 1-34, 2017 | 91* | 2017 |
Liquidity and congestion G Afonso Journal of Financial Intermediation 20 (3), 324-360, 2011 | 63 | 2011 |
A model of the federal funds market: yesterday, today, and tomorrow G Afonso, R Armenter, B Lester Review of Economic Dynamics 33, 177-204, 2019 | 60 | 2019 |
The market events of mid-September 2019 G Afonso, M Cipriani, AM Copeland, A Kovner, G La Spada, A Martin Economic Policy Review 27 (2), 2021 | 45 | 2021 |
An empirical study of trade dynamics in the fed funds market G Afonso, R Lagos FRB of New York staff report, 2012 | 43* | 2012 |
Who’s Lending in the Federal Funds Market? GM Afonso, A Entz, E LeSueur Liberty Street Economics, 2013 | 30 | 2013 |
Scarce, abundant, or ample? A time-varying model of the reserve demand curve G Afonso, D Giannone, G La Spada, JC Williams Staff report, 2022 | 28 | 2022 |
The Over‐the‐Counter Theory of the Fed Funds Market: A Primer G Afonso, R Lagos Journal of Money, Credit and Banking 47 (S2), 127-154, 2015 | 28 | 2015 |
Monetary policy implementation with an ample supply of reserves G Afonso, K Kim, A Martin, E Nosal, S Potter, S Schulhofer-Wohl | 22 | 2020 |
Coming to terms with operational risk G Afonso, F Curti, A Mihov Liberty Street Economics, 2019 | 21 | 2019 |
Who’s Borrowing in the Fed Funds Market? GM Afonso, A Entz, E LeSueur Liberty Street Economics, 2013 | 19 | 2013 |
Do'too-big-to-fail'banks take on more risk? G Afonso, JAC Santos, J Traina Journal of Financial Perspectives 3 (2), 2015 | 17 | 2015 |
Imperfect common knowledge in first generation models of currency crises G Minguez-Afonso International Journal of Central Banking 3 (1), 81-111, 2007 | 16 | 2007 |
Banks’ balance-sheet costs, monetary policy, and the ON RRP G Afonso, M Cipriani, G La Spada FRB of New York Staff Report, 2022 | 14 | 2022 |
Stressed not frozen: The fed funds market in the financial crisis G Afonso, A Kovner, A Schoar National Bureau of Economic Research, 2010 | 10 | 2010 |