Staff Reports

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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 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, Investor Flows, and Loan Fund Fragility

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: Buy Big or Buy Small? Procurement Policies, Firms' Financing, and the Macroeconomy

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 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: Effects of Financing Constraints on Maintenance Investments in Rent-Stabilized 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: Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments

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

977: CRISK: Measuring the Climate Risk Exposure of the Financial System

Richard Berner, Robert Engle and Hyeyoon Jung

976: A Large Bayesian VAR of the United States Economy

Richard Crump, Stefano Eusepi, Domenico Giannone, Eric Qian and Argia Sbordone

975: Insurance Companies and the Growth of Corporate Loans' Securitization

Fulvia Fringuellotti and Joao Santos

974: Reserves Were Not So Ample After All

Adam Copeland, Darrell Duffie and Yilin Yang

973: Who Pays the Price? Overdraft Fee Ceilings and the Unbanked

Jennifer L. Dlugosz, Brian Melzer and Donald Morgan

972: U.S. Monetary Policy Spillovers to Emerging Markets: Both Shocks and Vulnerabilities Matter

Shaghil Ahmed, Ozge Akinci and Albert Queraltó

971: Interest, Reserves, and Prices

Gianluca Benigno and Pierpaolo Benigno

970: Moore’s Law and Economic Growth

Pablo Azar

969: The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis

Cecilia R. Caglio, Adam Copeland and Antoine Martin

968: U.S. Market Concentration and Import Competition

Mary Amiti and Sebastian Heise

967: Specialization in Banking

Kristian Blickle, Cecilia Parlatore and Anthony Saunders

966: Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network

Claudia Buch and Linda Goldberg

965: Defragmenting Markets: Evidence from Agency MBS

Haoyang Liu, Zhaogang Song and James Vickery

964: The Netting Efficiencies of Marketwide Central Clearing

Michael Fleming and Frank M. Keane