The response of money market funds to the COVID-19 pandemic
Tài liệu tham khảo
Aggarwal, 2021, What caused global stock market meltdown during the COVID pandemic–lockdown stringency or investor panic?, Financ. Res. Lett., 38, 10.1016/j.frl.2020.101827
Aharon, 2022, The impact of government interventions on cross-listed securities: evidence from the COVID-19 pandemic, Finance Res. Lett., 46, 10.1016/j.frl.2021.102276
Aloui, 2011, Global financial crisis, extreme interdependences, and contagion effects: the role of economic structure?, J. Bank. Financ., 35, 130, 10.1016/j.jbankfin.2010.07.021
Anadu, 2021, COVID response: the money market mutual fund facility, FRB of New York Staff Report
Apergis, 2021, Money Market Funds (MMFs) and the Covid-19 pandemic: has the MMLF benefited money markets?, Financ. Res. Lett.
Baig, 2023, Reprint of: do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic, J. Bank. Financ., 147, 10.1016/j.jbankfin.2022.106744
Baig, 2021, Deaths, panic, lockdowns and US equity markets: the case of COVID-19 pandemic, Financ. Res. Lett., 38, 10.1016/j.frl.2020.101701
Bakry, 2021, Response of stock market volatility to COVID-19 announcements and stringency measures: a comparison of developed and emerging markets, Financ. Res. Lett.
Beber, 2009, Flight-to-quality or flight-to-liquidity? Evidence from the euro-area bond market, Rev. Financ. Stud., 22, 925, 10.1093/rfs/hhm088
Bierens, 2000, Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the United States, J. Bus. Econ. Statistics, 18, 323
Cachanosky, 2021, The federal reserve's response to the COVID-19 contraction: an initial appraisal, South. Econ. J., 87, 1152, 10.1002/soej.12498
Colak, 2021, The impact of COVID-19 pandemic on bank lending around the world, J. Bank. Financ., 133
Demirgüç-Kunt, 2021, Banking sector performance during the covid-19 crisis, J. Bank. Financ., 133, 10.1016/j.jbankfin.2021.106305
Li, 2021, Liquidity restrictions, runs, and central bank interventions: evidence from money market funds, Rev. Financ. Stud., 34, 5402, 10.1093/rfs/hhab065
Nozawa, 2021, Corporate bond market reactions to quantitative easing during the COVID-19 pandemic, J. Bank. Financ, 133, 10.1016/j.jbankfin.2021.106153
Sanders, 2008, The subprime crisis and its role in the financial crisis, J. Hous. Econ., 17, 254, 10.1016/j.jhe.2008.10.001
Wegener, 2019, The walking debt crisis, J. Econ. Behav. Organ., 157, 382, 10.1016/j.jebo.2017.10.008