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15 research outputs found

The Corporate Bond Market Reaction to the COVID-19 Crisis

Author: Ben S Bernanke
Ben S Bernanke
Harjoat S Bhamra
Jack Bao
Jack Bao
John Y Campbell
Laura Alfaro
Nordine Abidi
Robert J Barro
Scott R Baker
Sirio Aramonte
Yancheng Qiu
Yoshio Nozawa
Publication venue: 'Elsevier BV'
Publication date: 01/01/2020
Field of study

Detecting crisis vulnerability using yield spread interconnectedness

Author: Ahking F. W.
Aramonte S.
Bauer M. D.
Bernard H. J.
Borio C.
Doan T.
Fama E.
Hamilton J.
McFadden D.
Moneta F.
Newey W. K.
Stock J.
Publication venue: 'Wiley'
Publication date
Field of study

B: Financial Instruments and Markets

Author: Agur I.
Aramonte S.
Ari A.
Avery H.
Avery H.
Bouis R.
Bruno V.
D'Amico S.
Doran M.
Ehlers T.
Goshima K.
Green J.
Han F.
Lee P.
Lee P.
Lee P.
Linn A.
Liu K.
Macknight J.
Patel N.
Pavoni S.
Pavoni S.
Reeves P.
Rennie T.
Schaffner P.
Schrimpf A.
Shousha S.
Takalo T.
Publication venue: 'Wiley'
Publication date
Field of study

The Effect of Large Macro Surprises on Mutual Funds' Liquidity Profile

Author: A Cameron
C Cao
C Nelson
C Scotti
Chiara Scotti
E Fama
G Grullon
G X Hu
I Goldstein
Ilknur Zer
J Boyd
J C Zhou
J Chalmers
L Frieder
L Pastor
M Feroli
M Getmansky
M Herbst
M Vassalou
P Hanouna
P Veronesi
Q Chen
R Evans
S Aruoba
S Chernenko
S Jank
Sirio Aramonte
T Andersen
V Acharya
Y Zeng
Publication venue: 'Elsevier BV'
Publication date: 01/01/2018
Field of study

C: Financial Operations and Services

Author: Abras A.
Adriano A.
Aramonte S.
Bandt O.
Chauvin L.
Cruijsen C.
Giles J.
Gillet K.
Gillet K.
Guerrieri L.
Jeffery C.
Jooss R.
Kemplay M.
King J.
Löber K.
McKenzie H.
Osei‐Tutu F.
Pavoni S.
Rüden S.L.
Skinner C.
Towning W.
Visco I.
Wilson E.
Zamora‐Pérez A.
Publication venue: 'Wiley'
Publication date
Field of study

Reaching for Yield or Playing It Safe? Risk Taking by Bond Mutual Funds

Author: A Frazzini
B A Sensoy
B Becker
Blackrock
D Del Guercio
Di Maggio
E R Sirri
F A Longstaff
G Cici
I Goldstein
J Bao
J Chevalier
J Choi
J Choi
J Dick-Nielsen
J Huang
Jaewon Choi
K C Brown
K Grind
M Feroli
M Kacperczyk
Mathias Kronlund
Q Chen
R B Evans
R G Rajan
R Wermers
S Aramonte
S G Hanson
U S
V Acharya
V Agarwal
W Jiang
Y Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets

Author: A Fernandez-Perez
A S Kyle
A Shleifer
A Shleifer
B Eraker
Bloomberg
Bloomberg
C Alexander
C Bardgett
D Breeden
D Gromb
D Gromb
E F Fama
Ft
H H�lsbusch
I Ben-David
I H Cheng
I Martin
I Martin
J Bialkowski
J Hasbrouck
K J Singleton
K Tang
L Barras
M Cheng
M Pagano
N Garleanu
N Garleanu
O Kadan
P Carr
P Carr
Reuters
S Aramonte
S Basak
S Malamud
S Mixon
S X Ni
T Andersen
T Tuzun
V Sushko
W K Newey
X S Dong
Y A�t-Sahalia
Y Mou
Publication venue: 'Elsevier BV'
Publication date: 01/01/2019
Field of study

Can the Australian Dollar and Canadian Dollar Be Predicted Using Financial Stress Index?

Author: A Montagnoli
A Swiston
B Becker
Ben S Bernanke
C S Hakkio
C W Calomiris
D Schoenmaker
E Gomez
G A Calvo
G Koop
H James
H Rey
I Gurrib
I Gurrib
Ikhlaas Gurrib
Imf
J Boivin
J E Nash
J Hatzius
J Hatzius
J Kearns
J M Guttentag
J Peek
K Beaton
K L Kliesen
L P Dimitrios
M B Grimaldi
M Binici
M Campello
M Carlson
M Lo Duca
M Obstfeld
N Gumata
N Hautsch
P Lubos
R Cardarelli
R J Caballero
S A Brave
S Aramonte
S Ludvigson
S Miranda-Agrippino
S Miranda-Agrippino
T Bollerslev
V Bruno
W C Dudley
W English
W R Nelson
Y S Baskaya
Publication venue: 'Elsevier BV'
Publication date: 01/01/2018
Field of study

F: International and National Economies

Author: Aramonte S.
Arias J.
Baker M.
Banerjee R.N.
Banerjee R.N.
Baur D.G.
Beretta E.
Bhutta N.
Bloom N.
Caballero J.
Cairó I.
Camfield J.
Carroll C.D.
D'Amato L.
Dinger V.
Disalvo J.
Dwyer R.
Eichengreen B.
Fitzgeorge‐Parker L.
Garber G.
Garcia‐Marin A.
Garrido J.
Gondo R.
Hammad S.
Li W.
Liu A.
Mendez‐Barreira V.
Nie G.
Orlova S.
Talpsepp T.
Wright C.
Wynter B.
Xu Y.
Publication venue: 'Wiley'
Publication date
Field of study

Heterogeneity in the Bank Risk-Taking Channel of Monetary Policy: Empirical Evidence of U.S. Bank Holding Companies

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