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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

2016

  1. 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 (8)

2014

  1. An empirical study of trade dynamics in the interbank market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
  2. The over-the-counter theory of the fed funds market: a primer
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  3. Trade Dynamics in the Market for Federal Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  4. Trading partners in the interbank lending market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)

2010

  1. Stressed not Frozen: The Fed Funds Market in the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  2. Stressed, not frozen: the Federal Funds market in the financial crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (17)
    See also Journal Article in Journal of Finance (2011)

2008

  1. Liquidity and congestion
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article in Journal of Financial Intermediation (2011)
  2. Systemic risk and liquidity in payment systems
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)

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

2014

  1. Do "Too-Big-to-Fail" banks take on more risk?
    Economic Policy Review, 2014, (Dec), 41-58 Downloads View citations (9)

2011

  1. Liquidity and congestion
    Journal of Financial Intermediation, 2011, 20, (3), 324-360 Downloads View citations (14)
    See also Working Paper (2008)
  2. Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
    Journal of Finance, 2011, 66, (4), 1109-1139 View citations (142)
    See also Working Paper (2010)

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)
 
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