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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

963: Mapping a Sector’s Scope Transformation and the Value of Following the Evolving Core

Nicola Cetorelli, Michael G. Jacobides and Samuel Stern

962: Aggregate Output Measurements: A Common Trend Approach

Gabriele Fiorentini, Martin Almuzara and Enrique Sentana

961: Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico

Remy Beauregard, Jens Christensen, Eric Fischer and Simon Zhu

960: Credit Access and Mobility during the Flint Water Crisis

Nicole Gorton and Maxim Pinkovskiy

959: Monetary Policy and Racial Inequality

Alina K. Bartscher, Moritz Kuhn, Moritz Schularick and Paul Wachtel

958: Monetizing Privacy

Rodney Garratt and Michael Lee

957: Corporate Bond Market Distress

Nina Boyarchenko, Richard Crump, Anna Kovner and Or Shachar

956: Sophisticated and Unsophisticated Runs

Marco Cipriani and Gabriele La Spada

955: Zombie Credit and (Dis-)Inflation: Evidence from Europe

Viral Acharya, Matteo Crosignani, Tim Eisert and Christian Eufinger

954: High Frequency Data and a Weekly Economic Index during the Pandemic

Daniel Lewis, Karel Mertens, James Stock and Mihir Trivedi

953: The Law of One Price in Equity Volatility Markets

Peter Van Tassel

952: Bank Supervision

Beverly Hirtle and Anna Kovner

951: Zombies at Large? Corporate Debt Overhang and the Macroeconomy

Oscar Jorda, Martin Kornejew, Moritz Schularick and Alan Taylor

950: Bank Capital and Real GDP Growth

Nina Boyarchenko, Domenico Giannone and Anna Kovner

949: How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic

Olivier Armantier, Gizem Kosar, Rachel Pomerantz, Daphne Skandalis, Kyle Smith, Giorgio Topa and Wilbert van der Klaauw

948: The Affordable Care Act and the COVID-19 Pandemic: A Regression Discontinuity Analysis

Ruchi Avtar, Rajashri Chakrabarti, Lindsay Meyerson, William Nober and Maxim Pinkovskiy

947: Foreign Shocks as Granular Fluctuations

Julian di Giovanni, Andrei Levchenko and Isabelle Mejean

946: The Financial (In)Stability Real Interest Rate, R**

Ozge Akinci, Gianluca Benigno, Marco Del Negro and Albert Queraltó

945: Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy

Julian di Giovanni and Galina Hale

944: Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach

Gianluca Benigno, Andrew Foerster, Christopher Otrok and Alessandro Rebucci

943: Labor Market Policies during an Epidemic

Serdar Birinci, Fatih Karahan, Yusuf Mercan and Kurt See

942: Bank Liquidity Provision across the Firm Size Distribution

Gabriel Chodorow-Reich, Olivier Darmouni, Stephan Luck and Matthew Plosser

941: State Investment in Higher Education: Effects on Human Capital Formation, Student Debt, and Long-Term Financial Outcomes of Students

Rajashri Chakrabarti, Nicole Gorton and Michael Lovenheim

940: Measuring Global Financial Market Stresses

Jan Groen, Michael Nattinger and Adam I. Noble

939: Trading by Professional Traders: An Experiment

Marco Cipriani, Roberta De Filippis, Antonio Guarino and Ryan Kendall

938: Alternative Trading Systems in the Corporate Bond Market

Matthew L. Kozora, Bruce Mizrach, Matthew Peppe, Or Shachar and Jonathan S. Sokobin

937: Pirates without Borders: The Propagation of Cyberattacks through Firms’ Supply Chains

Matteo Crosignani, Marco Macchiavelli and André Silva

936: Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983

Kenneth Garbade

935: It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

Nina Boyarchenko, Anna Kovner and Or Shachar

934: Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

Shuo Cao, Richard Crump, Stefano Eusepi and Emanuel Moench