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1026: Fragility of Safe Asset Markets

Thomas Eisenbach and Gregory Phelan

1025: A Bayesian Approach to Inference on Probabilistic Surveys

Federico Bassetti, Roberto Casarin and Marco Del Negro

1024: Global Supply Chain Pressures, International Trade, and Inflation

Julian di Giovanni, Sebnem Kalemli-Ozcan, Álvaro Silva and Muhammed A. Yildirim

1023: Intermediary Balance Sheets and the Treasury Yield Curve

Wenxin Du, Benjamin Hébert and Wenhao Li

1022: When It Rains, It Pours: Cyber Risk and Financial Conditions

Thomas Eisenbach, Anna Kovner and Michael Lee

1021: Income Inequality and Job Creation

Sebastian Doerr, Thomas Drechsel and Donggyu Lee

1020: A Robust Test for Weak Instruments with Multiple Endogenous Regressors

Daniel Lewis and Karel Mertens

1019: Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve

Gara Afonso, Domenico Giannone, Gabriele La Spada and John Williams

1018: Expectations Data in Structural Microeconomic Models

Gizem Kosar and Cormac O'Dea

1017: The GSCPI: A New Barometer of Global Supply Chain Pressures

Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble

1016: Uncertainty Shocks, Capital Flows, and International Risk Spillovers

Ozge Akinci, Sebnem Kalemli-Ozcan and Albert Queraltó

1016: Uncertainty Shocks, Capital Flows, and International Risk Spillovers

Ozge Akinci, Sebnem Kalemli-Ozcan and Albert Queraltó

1015: Managing Monetary Policy Normalization

Gianluca Benigno and Pierpaolo Benigno

1015: Managing Monetary Policy Normalization

Gianluca Benigno and Pierpaolo Benigno

1014: Climate Regulatory Risks and Corporate Bonds

Lee Seltzer, Laura Starks and Qifei Zhu

1013: The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under

David Lucca and Jonathan H. Wright

1012: Unintended Consequences of "Mandatory" Flood Insurance

Kristian Blickle and Joao Santos

1011: Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds

Brandyn Bok, Thomas Mertens and John Williams

1010: The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020

Jordan Barone, Alain P. Chaboud, Adam Copeland, Cullen Kavoussi, Frank M. Keane and Seth Searls

1009: Money Market Fund Vulnerabilities: A Global Perspective

Antoine Bouveret, Antoine Martin and Patrick E. McCabe

1008: Monetary Policy and the Run Risk of Loan Funds

Nicola Cetorelli, Gabriele La Spada and Joao Santos

1007: A New Approach to Assess Inflation Expectations Anchoring Using Strategic Surveys

Olivier Armantier, Argia Sbordone, Giorgio Topa, Wilbert van der Klaauw and John Williams

1006: Government Procurement and Access to Credit: Firm Dynamics and Aggregate Implications

Julian di Giovanni, Manuel Garcia-Santana, Priit Jeenas, Enrique Moral-Benito and Josep Pijoan-Mas

1005: Who Can Tell Which Banks Will Fail?

Kristian Blickle, Markus K. Brunnermeier and Stephan Luck

1004: Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels

Viral Acharya, Ryan Banerjee, Matteo Crosignani, Tim Eisert and Renée Spigt

1003: Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges

Nina Boyarchenko, Giovanni Favara and Moritz Schularick

1002: Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

Andrea Ajello, Nina Boyarchenko, Francois Gourio and Andrea Tambalotti

1001: Mortgage-Backed Securities

Andreas Fuster, David Lucca and James Vickery

1000: The Effects of Leverage on Investments in Maintenance: Evidence from Apartments

Lee Seltzer

999: Superstar Returns

Francisco Amaral, Martin Dohmen, Sebastian Kohl and Moritz Schularick

998: The Federal Reserve’s Market Functioning Purchases

Michael Fleming, Haoyang Liu, Rich Podjasek and Jake Schurmeier

996: Repo over the Financial Crisis

Adam Copeland and Antoine Martin

995: Subsidizing Startups under Imperfect Information

Davide Melcangi and Javier Turen

994: Signaling with Private Monitoring

Gonzalo Cisternas and Aaron Kolb

993: Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation

Marco Cipriani, Antonio Guarino and Andreas Uthemann

992: The Term Structure of Expectations

Richard Crump, Stefano Eusepi, Emanuel Moench and Bruce Preston

991: Understanding the Linkages between Climate Change and Inequality in the United States

Ruchi Avtar, Kristian Blickle, Rajashri Chakrabarti, Janavi Janakiraman and Maxim Pinkovskiy

990: How Bad Are Weather Disasters for Banks?

Kristian Blickle, Sarah Ngo Hamerling and Donald Morgan

989: The Real Consequences of Macroprudential FX Regulations

Hyeyoon Jung

988: The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19

Andrew Haughwout, Benjamin Hyman and Or Shachar

987: The Heterogeneous Impact of Referrals on Labor Market Outcomes

Benjamin Lester, David Rivers and Giorgio Topa

986: COVID Response: The Primary and Secondary Corporate Credit Facilities

Nina Boyarchenko, Caren Cox, Richard Crump, Andrew Danzig, Anna Kovner, Or Shachar and Patrick Steiner

985: COVID Response: The Municipal Liquidity Facility

Andrew Haughwout, Benjamin Hyman and Or Shachar

984: COVID Response: The Main Street Lending Program

David Arseneau, Jose Fillat, Molly Mahar, Donald Morgan and Skander Van den Heuvel

983: COVID Response: The Fed’s Central Bank Swap Lines and FIMA Repo Facility

Mark Choi, Linda Goldberg, Robert Lerman and Fabiola Ravazzolo

982: COVID Response: The Commercial Paper Funding Facility

Nina Boyarchenko, Richard Crump, Anna Kovner and Deborah Leonard

981: COVID Response: The Primary Dealer Credit Facility

Antoine Martin and Susan McLaughlin

980: COVID Response: The Money Market Mutual Fund Facility

Kenechukwu Anadu, Marco Cipriani, Ryan M. Craver and Gabriele La Spada

979: COVID Response: The Term Asset-Backed Securities Loan Facility

Elizabeth Caviness, Ankur Goyal, Woojung Park and Asani Sarkar

978: COVID Response: The Paycheck Protection Program Liquidity Facility

Desi Volker