Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment A Krishnamurthy, W Li Forthcoming at Journal of Political Economy, 2020 | 74 | 2020 |
Intermediary Balance Sheets and the Treasury Yield Curve W Du, B Hébert, W Li Journal of Financial Economics 150 (3), 2023 | 52 | 2023 |
The Demand for Money, Near-Money, and Treasury Bonds A Krishnamurthy, W Li The Review of Financial Studies 36 (5), 2091-2130, 2022 | 49 | 2022 |
The Passthrough of Treasury Supply to Bank Deposit Funding W Li, Y Ma, Y Zhao https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3311314, 2019 | 43* | 2019 |
Public Liquidity and Financial Crises W Li American Economic Journal: Macroeconomics (forthcoming), 2023 | 25 | 2023 |
The Term Structure of Liquidity Premium S Joslin, W Li, Y Song USC Marshall School of Business Research Paper, 2019 | 13* | 2019 |
Firm Quality Dynamics and the Slippery Slope of Credit Intervention W Li, Y Li https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737511, 2020 | 9* | 2020 |
Liquidity Premium and the Substitution between Bank Deposits and Treasurys W Li USC Marshall School of Business Research Paper, 2019 | 8* | 2019 |
Deep Learning for Solving and Estimating Dynamic Macro-Finance Models B Fan, E Qiao, A Jiao, Z Gu, W Li, L Lu arXiv preprint arXiv:2305.09783, 2023 | 3 | 2023 |
Brokers or Dealers? Trading Intermediation Across Markets and Over Time J Li, W Li USC Marshall School of Business Research Paper, 2017 | 3* | 2017 |
Inflation and Treasury Convenience A Cieslak, W Li, C Pflueger https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4640687, 2023 | 1 | 2023 |
Intermediary Funding Cost and Short-Term Risk Premia W Li, J Wallen Available at SSRN 3180472, 2018 | 1 | 2018 |
Understanding the “Inconvenience” of US Treasury Bonds W Du, B Hébert, W Li Liberty Street Economics, 2023 | | 2023 |