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Details about Gara M. Afonso

E-mail:
Homepage:http://nyfedeconomists.org/afonso
Phone:+1 (212) 720 6278
Postal address:Federal Reserve Bank of New York 33 Liberty Street New York, NY 10045
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Gara M. Afonso.

Last updated 2011-12-20. Update your information in the RePEc Author Service.

Short-id: paf14


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Working Papers

2020

  1. A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Monetary Policy Implementation With an Ample Supply of Reserves
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) Downloads
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (1)
  3. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York Downloads

2019

  1. Coming to Terms with Operational Risk
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  2. From Policy Rates to Market Rates—Untangling the U.S. Dollar Funding Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (1)

    See also Journal Article in Review of Economic Dynamics (2019)
  2. Did the Dodd-Frank Act End ‘Too Big to Fail’?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Size Is Not All: Distribution of Bank Reserves and Fed Funds Dynamics
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2016

  1. How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)

2015

  1. What Do Bond Markets Think about \\"Too-Big-to-Fail\\" Since Dodd-Frank?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2014

  1. An Empirical Study of Trade Dynamics in the Fed Funds Market
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (4)
  2. An empirical study of trade dynamics in the interbank market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)
  3. Do “Too-Big-To-Fail” Banks Take On More Risk?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (3)
  4. The Over-the-Counter Theory of the Fed Funds Market: A Primer
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (2)
  5. Trade Dynamics in the Market for Federal Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (14)
    Working Papers, Federal Reserve Bank of Minneapolis (2014) Downloads View citations (5)
  6. Trading Partners in the Interbank Lending Market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (23)

2013

  1. Who’s Borrowing in the Fed Funds Market?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Who’s Lending in the Federal Funds Market?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. Why (or Why Not) Keep Paying Interest on Excess Reserves?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. Stressed, not frozen: the Federal Funds market in the financial crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (39)
    See also Journal Article in Journal of Finance (2011)
  2. When Do Trade Frictions Increase Liquidity?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2010

  1. Liquidity and congestion
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Journal of Financial Intermediation (2011)
  2. Precautionary Demand and Liquidity in Payment Systems
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
  3. Stressed not Frozen: The Fed Funds Market in the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)

2006

  1. Imperfect Common Knowledge in First Generation Models of Currency Crises
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2007)

Journal Articles

2019

  1. A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow
    Review of Economic Dynamics, 2019, 33, 177-204 Downloads View citations (6)
    See also Working Paper (2018)

2014

  1. Do \\"Too-Big-to-Fail\\" banks take on more risk?
    Economic Policy Review, 2014, (Dec), 41-58 Downloads View citations (19)

2011

  1. Liquidity and congestion
    Journal of Financial Intermediation, 2011, 20, (3), 324-360 Downloads View citations (18)
    See also Working Paper (2010)
  2. Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
    Journal of Finance, 2011, 66, (4), 1109-1139 View citations (213)
    See also Working Paper (2011)

2007

  1. Imperfect Common Knowledge in First-Generation Models of Currency Crises
    International Journal of Central Banking, 2007, 3, (1), 81-112 Downloads View citations (4)
    See also Working Paper (2006)

Software Items

 
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