Archive of NBER Papers on Working Group on Risks of Financial Institutions
| 2020 | ||
| w28252 |
Gregor Matvos Tomasz Piskorski Amit Seru |
Why is Intermediating Houses so Difficult? Evidence from iBuyers |
| w28247 |
Eugenio I. Rojas Linda L. Tesar Jing Zhang |
A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff |
| w28246 |
Katherine Eriksson Ezra Karger Peter Nencka Melissa A. Thomasson |
School Closures During the 1918 Flu Pandemic |
| w28201 |
Pierlauro Lopez Virgiliu Midrigan Elena Pastorino |
Credit Frictions in the Great Recession |
| w28124 |
|
Liquidity Risk at Large U.S. Banks |
| w28119 |
Guillermo Ordoñez |
The Collateral Link between Volatility and Risk Sharing |
| w28118 |
Jing Huang Jidong Zhou |
Open Banking: Credit Market Competition When Borrowers Own the Data |
| w28114 |
Nagpurnanand R. Prabhala Manju Puri |
Indirect Costs of Government Aid and Intermediary Supply Effects: Lessons From the Paycheck Protection Program |
| w28096 |
Siddharth Vij |
Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India |
| w28088 |
José A. Scheinkman |
Going-Concern Debt of Financial Intermediaries |
| w28028 |
Antoinette Schoar Yang Sun |
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds |
| w28016 |
Gary B. Gorton Stéphane Verani |
Adverse Selection Dynamics in Privately-Produced Safe Debt Markets |
| w27994 |
Rustam Jamilov Ragnar Juelsrud Hélène Rey |
Granular Credit Risk |
| w27959 |
Alan Moreira Alexi Savov |
Liquidity and Volatility |
| w27953 |
|
Externalities as Arbitrage |
| w27883 |
Christian Opp |
Renegotiation in Debt Chains |
| w27815 |
Itay Goldstein Zeqiong Huang Rahul Vashishtha |
Liquidity Transformation and Fragility in the US Banking Sector |
| w27763 |
Haoyu Gao Patrick C. Higgins Daniel F. Waggoner Tao Zha |
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data |
| w27733 |
Christoffer Koch Padma Sharma Gary Richardson |
Payments Crises and Consequences |
| w27701 |
S. Vish Viswanathan |
Bank Syndicates and Liquidity Provision |
| w27698 |
|
The International Aspects of Macroprudential Policy |
| w27659 |
Jack Liebersohn |
Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program |
| w27623 |
Zoe B. Cullen Edward L. Glaeser Michael Luca Christopher T. Stanton Adi Sunderam |
The Targeting and Impact of Paycheck Protection Program Loans to Small Businesses |
| w27610 |
Jonathan A. Parker Ludwig Straub |
A Dynamic Theory of Lending Standards |
| w27601 |
Sascha Steffen |
The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID |
| w27559 |
Itay Goldstein Ali Hortaçsu |
Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets |
| w27547 |
Linda S. Goldberg |
Bank Complexity, Governance, and Risk |
| w27537 |
Lea Borchert Maximilian Jager Sascha Steffen |
Kicking the Can Down the Road: Government Interventions in the European Banking Sector |
| w27517 |
Soku Byoun Zhaoxia Xu |
The Sensitivity of Cash Savings to the Cost of Capital |
| w27499 |
William B. McCartney Antoinette Schoar |
The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market |
| w27491 |
Wenxin Du Gordon Y. Liao |
U.S. Banks and Global Liquidity |
| w27442 |
Luc Laeven Ross Levine |
Do Bank Insiders Impede Equity Issuances? |
| w27416 |
Stefan Nagel Zhaogang Song |
Treasury Inconvenience Yields during the COVID-19 Crisis |
| w27396 |
Samuel G. Hanson Andrei Shleifer Jakob Ahm Sørensen |
Predictable Financial Crises |
| w27376 |
Alexandr Kopytov Lin Shen Haotian Xiang |
Bank Heterogeneity and Financial Stability |
| w27367 |
|
Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility |
| w27355 |
Benjamin Lester David Lindsay Shuo Liu Pierre-Olivier Weill Diego Zúñiga |
Corporate Bond Liquidity During the COVID-19 Crisis |
| w27316 |
Boris Vallee |
Weak Credit Covenants |
| w27292 |
Katharina Bergant Matteo Crosignani Tim Eisert Fergal J. McCann |
The Anatomy of the Transmission of Macroprudential Policies |
| w27275 |
Yan Bai Gabriel P. Mihalache |
Deadly Debt Crises: COVID-19 in Emerging Markets |
| w27258 |
Toni M. Whited Yufeng Wu Kairong Xiao |
Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation |
| w27256 |
Philip E. Strahan Song Zhang |
Banks as Lenders of First Resort: Evidence from the COVID-19 Crisis |
| w27207 |
Tim Landvoigt Stijn Van Nieuwerburgh |
Can the Covid Bailouts Save the Economy? |
| w27195 |
Michael Schwert |
Interest Rates and the Design of Financial Contracts |
| w27171 |
Michael Sockin Wei Xiong |
China's Model of Managing the Financial System |
| w27168 |
Alan Moreira Tyler Muir |
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response |
| w27158 |
Matteo Crosignani Tim Eisert Christian Eufinger |
Zombie Credit and (Dis-)Inflation: Evidence from Europe |
| w27136 |
Ganesh Viswanath-Natraj |
What Keeps Stablecoins Stable? |
| w27113 |
Gary B. Gorton Guillermo Ordoñez |
The Macroprudential Role of Stock Markets |
| w27097 |
R. A. Farrokhnia Steffen Meyer Michaela Pagel Constantine Yannelis |
Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments |
| w27088 |
Wenhao Li |
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
| w27048 |
Ester Faia Ruth A. Judson Tim Schmidt-Eisenlohr |
Elusive Safety: The New Geography of Capital Flows and Risk |
| w27044 |
Alp Simsek |
A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock |
| w27025 |
Roman Sigalov |
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
| w26908 |
Emil Verner Wei Xiong |
Banking Crises without Panics |
| w26903 |
Gregor Matvos Tomasz Piskorski Amit Seru |
Banking without Deposits: Evidence from Shadow Bank Call Reports |
| w26887 |
Philip E. Strahan Jun Yang |
Bank Stress Testing: Public Interest or Regulatory Capture? |
| w26855 |
Matteo Maggiori Brent Neiman Jesse Schreger |
Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens |
| w26820 |
Daniel Marcel te Kaat Chang Ma Alessandro Rebucci |
Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms |
| w26773 |
Tobias J. Moskowitz Kaushik Vasudevan |
Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price |
| w26739 |
Karen Pence |
Technological Innovation and Discrimination in Household Finance |
| w26714 |
Gustavo S. Cortes Fabricio d'Almeida Gaurav Kankanhalli |
Exporting Uncertainty: The Impact of Brexit on Corporate America |
| w26710 |
Gary Richardson Patrick Van Horn |
Countercyclical Capital Buffers: A Cautionary Tale |
| w26701 |
Ana Fostel Daniel Houser |
Leverage and Asset Prices: An Experiment. |
| w26689 |
Dimitrios P. Tsomocos Alexandros P. Vardoulakis |
Optimal Bank Regulation In the Presence of Credit and Run-Risk |
| w26671 |
Yan Bai Gabriel P. Mihalache |
Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default) |
| 2019 | ||
| w26564 |
Nirupama Kulkarni |
Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market |
| w26558 |
Chang Ma |
Capital Controls: A Survey of the New Literature |
| w26479 |
Björn Imbierowicz Sascha Steffen Daniel Teichmann |
Does the Lack of Financial Stability Impair the Transmission of Monetary Policy? |
| w26471 |
Guillaume Plantin |
Monetary Easing, Leveraged Payouts and Lack of Investment |
| w26469 |
Ana Fostel Daniel Houser |
Endogenous Leverage and Default in the Laboratory |
| w26458 |
Isil Erel Robert Prilmeier |
Why Do Firms Borrow Directly from Nonbanks? |
| w26447 |
Anton Korinek José Antonio Ocampo |
Capital Controls: Theory and Evidence |
| w26429 |
Mikhail Chernov Lukas Schmid Dongho Song |
Benchmark Interest Rates When the Government is Risky |
| w26423 |
Lauren Cohen Umit Gurun |
Don't Take Their Word For It: The Misclassification of Bond Mutual Funds |
| w26397 |
Huigang Chen Christopher Otrok Alessandro Rebucci Eric R. Young |
Optimal Policy for Macro-Financial Stability |
| w26369 |
David A. Sraer |
The Banking View of Bond Risk Premia |
| w26344 |
Yehuda Izhakian Jaime F. Zender |
Underwriter Reputation, Issuer-Underwriter Matching, and SEO Performance |
| w26337 |
Facundo Piguillem |
Retirement in the Shadow (Banking) |
| w26300 |
Harold James Jean-Pierre Landau |
The Digitalization of Money |
| w26298 |
Giorgia Piacentino |
Money Runs |
| w26229 |
Ricardo Reis |
A Crash Course on the Euro Crisis |
| w26219 |
Fahad Saleh David Yermack |
How Do Private Digital Currencies Affect Government Policy? |
| w26183 |
Rodney Ramcharan Edison Yu |
The Effects of Competition in Consumer Credit Market |
| w26163 |
Elena Loutskina Philip E. Strahan |
Deposit Market Power, Funding Stability and Long-Term Credit |
| w26138 |
William F. Diamond Marco Grotteria |
Risk-Free Interest Rates |
| w26102 |
Monika Piazzesi Martin Schneider |
The Short Rate Disconnect in a Monetary Economy |
| w26074 |
Gary B. Gorton Bengt R. Holmstrom |
The Information View of Financial Crises |
| w26049 |
Amine Ouazad Romain Rancière |
The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach |
| w26031 |
Gunes Kamber |
On the Global Impact of Risk-off Shocks and Policy-put Frameworks |
| w26009 |
Benjamin M. Hébert Amy Wang Huber |
Are Intermediary Constraints Priced? |
| w25995 |
Turan G. Bali Quan Wen |
Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence |
| w25977 |
Alp Simsek |
Prudential Monetary Policy |
| w25946 |
Giorgia Piacentino Anjan Thakor |
Intermediation Variety |
| w25943 |
Adair Morse Richard Stanton Nancy Wallace |
Consumer-Lending Discrimination in the FinTech Era |
| w25891 |
|
The Regulation of Private Money |
| w25887 |
Semih Üslü Pierre-Olivier Weill |
A Theory of Participation in OTC and Centralized Markets |
| w25877 |
Dirk Niepelt |
On the Equivalence of Private and Public Money |
| w25807 |
Amiyatosh Purnanandam |
Bank Risk Dynamics and Distance to Default |
| w25795 |
Hong Ru Robert Townsend Xiaoguang Yang |
Rise of Bank Competition: Evidence from Banking Deregulation in China |
| w25774 |
Robert F. Stambaugh |
Liquidity Risk After 20 Years |
| w25744 |
Matteo Maggiori Johannes Stroebel Stephen Utkus |
Five Facts about Beliefs and Portfolios |
| w25718 |
Stefan Hunt Christopher Palmer Redis Zaliauskas |
Testing the Effectiveness of Consumer Financial Disclosure: Experimental Evidence from Savings Accounts |
| w25698 |
S. Viswanathan Guillaume Vuillemey |
Risk Management in Financial Institutions |
| w25686 |
Stephen G. Cecchetti Kermit L. Schoenholtz |
Stress Testing Networks: The Case of Central Counterparties |
| w25592 |
Zhiguo He Jiasun Li |
Decentralized Mining in Centralized Pools |
| w25549 |
Zhiguo He |
Chinese Bond Market and Interbank Market |
| w25469 |
Matteo Maggiori |
China vs. U.S.: IMS Meets IPS |
| w25458 |
Manuel García-Santana Enrique Moral-Benito |
On the Direct and Indirect Real Effects of Credit Supply Shocks |
| w25424 |
Pablo D'Erasmo |
Capital Requirements in a Quantitative Model of Banking Industry Dynamics |
| 2018 | ||
| w25406 |
Yann Koby |
The Reversal Interest Rate |
| w25405 |
Kris James Mitchener Angela Vossmeyer |
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression |
| w25403 |
Amit Seru |
Debt Relief and Slow Recovery: A Decade after Lehman |
| w25296 |
|
The Mandarin Model of Growth |
| w25277 |
Marco Grotteria Jessica Wachter |
Foreseen Risks |
| w25203 |
Stefania Garetto Arthur V. Smith |
What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis |
| w25196 |
Christian Leuz Raghuram Rajan |
Going the Extra Mile: Distant Lending and Credit Cycles |
| w25150 |
Gregor Matvos Amit Seru |
Arbitration with Uninformed Consumers |
| w25149 |
Gregor Matvos Tomasz Piskorski Amit Seru |
Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy |
| w25090 |
Antoinette Schoar Felipe Severino |
Perception of House Price Risk and Homeownership |
| w25083 |
Kristin Forbes Christian Friedrich Dennis Reinhardt |
Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability? |
| w25073 |
Enrique G. Mendoza |
History Remembered: Optimal Sovereign Default on Domestic and External Debt |
| w25056 |
Hongxun Ruan Yanhao Wei |
Marketing Mutual Funds |
| w25054 |
Nittai Bergman |
Debt, Information, and Illiquidity |
| w25040 |
Zhiguo He Kelly Shue Hao Zhou |
Leverage-Induced Fire Sales and Stock Market Crashes |
| w24973 |
Andra Ghent Valentin Haddad |
Asset Insulators |
| w24956 |
Benjamin Lester Pierre-Olivier Weill |
Frictional Intermediation in Over-the-counter Markets |
| w24936 |
Sophia Chen |
The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s |
| w24866 |
Toomas Laarits Andrew Metrick |
The Run on Repo and the Fed's Response |
| w24849 |
Diego Jiménez Hernández Aprajit Mahajan Enrique Seira |
Expanding Financial Access Via Credit Cards: Evidence from Mexico |
| w24844 |
Benjamin J. Keys |
Eyes Wide Shut? The Moral Hazard of Mortgage Insurers during the Housing Boom |
| w24792 |
|
Banks, Insider Connections, and Industrialization in New England: Evidence from the Panic of 1873 |
| w24778 |
Robert C. Merton |
Trust in Lending |
| w24757 |
Tim Landvoigt Stijn Van Nieuwerburgh |
A Macroeconomic Model with Financially Constrained Producers and Intermediaries |
| w24741 |
Virgiliu Midrigan Elena Pastorino |
Evolution of Modern Business Cycle Models: Accounting for the Great Recession |
| w24717 |
|
The Economic Limits of Bitcoin and the Blockchain |
| w24706 |
Adrien d'Avernas Andrea L. Eisfeldt Pierre-Olivier Weill |
Government Guarantees and the Valuation of American Banks |
| w24699 |
Taylor D. Nadauld Christopher Palmer Ryan D. Pratt |
The Capitalization of Consumer Financing into Durable Goods Prices |
| w24589 |
Manju Puri Alexander Ufier |
Deposit Inflows and Outflows in Failing Banks: The Role of Deposit Insurance |
| w24582 |
Alexi Savov Philipp Schnabl |
Banking on Deposits: Maturity Transformation without Interest Rate Risk |
| 2017 | ||
| w23331 |
Kristine Watson Hankins Ryan Williams |
Risk Management with Supply Contracts |
| w23302 |
S. Viswanathan |
Financial Intermediary Capital |
| w23288 |
Gregor Matvos Tomasz Piskorski Amit Seru |
Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks |
| w23287 |
Björn Richter Moritz Schularick Alan M. Taylor |
Bank Capital Redux: Solvency, Liquidity, and Crisis |
| w23242 |
Gregor Matvos Amit Seru |
When Harry Fired Sally: The Double Standard in Punishing Misconduct |
| w23235 |
Elena Pastorino |
Financial Markets and Fiscal Unions |
| w23179 |
Lina Cardona Sosa Philip E. Strahan |
Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short-Term Debt |
| w23170 |
Alexander Tepper Adrien Verdelhan |
Deviations from Covered Interest Rate Parity |
| w23167 |
Gary B. Gorton |
Bank Health Post-Crisis |
| w23080 |
Ross Levine Chen Lin |
Does Competition Affect Bank Risk? |
| 2016 | ||
| w23004 |
|
Currency Wars or Efficient Spillovers? A General Theory of International Policy Cooperation |
| w22874 |
Linda Goldberg |
Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network |
| w22851 |
Andrea L. Eisfeldt Scott Richardson |
Prepayment Risk and Expected MBS Returns |
| w22829 |
Francesco Franzoni Rabih Moussawi |
Exchange Traded Funds (ETFs) |
| w22799 |
Zhiguo He |
Leverage Dynamics without Commitment |
| w22789 |
Wei Huang Yueran Ma Andrei Shleifer |
A Real Estate Boom with Chinese Characteristics |
| w22787 |
Guillermo Ordoñez |
Fighting Crises |
| w22723 |
Jessica A. Wachter |
Do Rare Events Explain CDX Tranche Spreads? |
| w22696 |
Gene Amromin Itzhak Ben-David Douglas D. Evanoff |
Loan Product Steering in Mortgage Markets |
| w22695 |
Wei Xiong |
Credit Expansion and Neglected Crash Risk |
| w22689 |
David Scharfstein |
The Stock Market and Bank Risk-Taking |
| w22663 |
V. V. Chari Patrick J. Kehoe Ellen McGrattan |
Accounting for Business Cycles |
| w22645 |
Ricardo Correa Linda Goldberg Friederike Niepmann |
International Banking and Cross-border Effects of Regulation: Lessons from the United States |
| w22615 |
Frank Schorfheide Minchul Shin |
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
| w22599 |
Ping He |
Optimal Monetary Policy in a Collateralized Economy |
| w22547 |
Berk A. Sensoy Yingdi Wang Michael S. Weisbach |
Measuring Institutional Investors' Skill from Their Investments in Private Equity |
| w22544 |
Chen Lin Wensi Xie |
Geographic Diversification and Banks' Funding Costs |
| w22533 |
Yuliy Sannikov |
The I Theory of Money |
| w22461 |
David O. Lucca Laura Veldkamp |
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets |
| w22444 |
Anton Korinek |
Pecuniary Externalities in Economies with Financial Frictions |
| w22404 |
Berk A. Sensoy Keith Vorkink Michael S. Weisbach |
The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions |
| w22351 |
Marcin Kacperczyk |
The Unintended Consequences of the Zero Lower Bound Policy |
| w22343 |
Yuliy Sannikov |
Macro, Money and Finance: A Continuous Time Approach |
| w22332 |
Amir Kermani Zhaogang Song |
The Value of Trading Relationships in Turbulent Times |
| w22295 |
Matteo Maggiori |
A Model of the International Monetary System |
| w22247 |
Francesco Franzoni Rabih Moussawi John Sedunov |
The Granular Nature of Large Institutional Investors |
| w22238 |
David Yermack |
Digital Currencies, Decentralized Ledgers, and the Future of Central Banking |
| w22223 |
Matthew Jaremski |
Deposit Insurance: Theories and Facts |
| w22201 |
David O. Lucca Robert M. Townsend |
The Economics of Bank Supervision |
| w22195 |
Ross Levine Chen Lin |
Competition and Bank Liquidity Creation |
| w22169 |
Linda S. Goldberg |
Organizational Complexity and Balance Sheet Management in Global Banks |
| w22153 |
Chen Lin Wensi Xie |
Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit |
| w22133 |
Yuliy Sannikov |
On the Optimal Inflation Rate |
| w22065 |
Kyle Mangum James W. Roberts |
Speculative Fever: Investor Contagion in the Housing Bubble |
| w22056 |
Robert M. Townsend |
A Market Based Solution for Fire Sales and Other Pecuniary Externalities |
| w22053 |
Anil K. Kashyap |
Liquidity Requirements, Liquidity Choice and Financial Stability |
| w22050 |
Gregor Matvos Amit Seru |
The Market for Financial Adviser Misconduct |
| w22000 |
Thomas J. Sargent |
Sets of Models and Prices of Uncertainty |
| w21993 |
Luis Garicano Philip Lane Marco Pagano Ricardo Reis Tano Santos David Thesmar Stijn Van Nieuwerburgh Dimitri Vayanos |
The Sovereign-Bank Diabolic Loop and ESBies |
| w21920 |
Bryan Kelly Asaf Manela |
Intermediary Asset Pricing: New Evidence from Many Asset Classes |
| 2015 | ||
| w21630 |
Kyle F. Herkenhoff Lee E. Ohanian Paul S. Willen |
Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default |
| w21626 |
Tim Landvoigt Stijn Van Nieuwerburgh |
Phasing Out the GSEs |
| w21581 |
Amir Sufi Emil Verner |
Household Debt and Business Cycles Worldwide |
| w21486 |
Moritz Schularick Alan M. Taylor |
Leveraged Bubbles |
| w21449 |
Peter A. Lee Andrew W. Lo |
Hedge Funds: A Dynamic Industry In Transition |
| w21328 |
Gadi Barlevy |
Mandatory Disclosure and Financial Contagion |
| w21305 |
QingQing Chen Brian Clark Sanmay Das Andrew W. Lo Akhtar Siddique |
Risk and Risk Management in the Credit Card Industry |
| w21276 |
George G. Pennacchi |
Discounting Pension Liabilities: Funding versus Value |
| w21267 |
|
The Gordon Gekko Effect: The Role of Culture in the Financial Industry |
| w21261 |
Joseph Gyourko |
A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012 |
| w21258 |
Richard T. Thakor |
Customers and Investors: A Framework for Understanding Financial Institutions |
| w21203 |
Amir Sufi |
Household Debt and Defaults from 2000 to 2010: Facts from Credit Bureau Data |
| w21039 |
|
Credit, Financial Stability, and the Macroeconomy |
| w20991 |
Alexander F. Wagner Richard J. Zeckhauser |
Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls |
| w20968 |
Dimitri Vayanos |
The Dynamics of Financially Constrained Arbitrage |
| w20963 |
Bryan T. Kelly Seth Pruitt |
Systemic Risk and the Macroeconomy: An Empirical Evaluation |
| hult10-1 |
editors |
Measuring Wealth and Financial Intermediation and Their Links to the Real Economy |
| w20863 |
Chen Lin Wensi Xie |
Spare Tire? Stock Markets, Banking Crises, and Economic Recoveries |
| 2014 | ||
| w20803 |
Yuliy Sannikov |
International Credit Flows and Pecuniary Externalities |
| w20777 |
Samuel G. Hanson Adi Sunderam |
The Rise and Fall of Demand for Securitizations |
| w20776 |
Yoshio Nozawa Pietro Veronesi |
Option-Based Credit Spreads |
| w20758 |
Luc Laeven Ross Levine |
Does the Geographic Expansion of Bank Assets Reduce Risk? |
| w20703 |
Russell Cooper |
The Collateral Trap |
| w20691 |
Alp Simsek Wei Xiong |
A Welfare Criterion for Models with Distorted Beliefs |
| w20660 |
Eric Ghysels Ravi Jagannathan |
Momentum Trading, Return Chasing, and Predictable Crashes |
| w20638 |
Rui Cui Zhiguo He Konstantin Milbradt |
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle |
| w20608 |
Guillaume Rocheteau Pierre-Olivier Weill |
Competing for Order Flow in OTC Markets |
| w20490 |
Saki Bigio |
Banks, Liquidity Management and Monetary Policy |
| w20480 |
Dimitri Vayanos Paul Woolley |
Asset Management Contracts and Equilibrium Prices |
| w20468 |
Harald Hau Patrick Kampkötter Johannes Steinbrecher |
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks |
| w20459 |
Eric Hughson Marc D. Weidenmier |
Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse |
| w20416 |
Andrea L. Eisfeldt Pierre-Olivier Weill |
Entry and Exit in OTC Derivatives Markets |
| w20410 |
Gregor Matvos Amit Seru |
Selling Failed Banks |
| w20353 |
David A. Matsa Brian T. Melzer |
Positive Externalities of Social Insurance: Unemployment Insurance and Consumer Credit |
| w20345 |
Gian Luca Clementi Piero Gottardi |
Capital Structure and Hedging Demand with Incomplete Markets |
| w20335 |
Alexi Savov |
The Macroeconomics of Shadow Banking |
| w20286 |
Linda S. Goldberg |
International Banking and Liquidity Risk Transmission: Lessons from Across Countries |
| w20275 |
Robert M. Townsend |
A Market Based Solution to Price Externalities: A Generalized Framework |
| w20255 |
Gary Gorton Bengt Holmström Guillermo Ordonez |
Banks as Secret Keepers |
| w20254 |
Nittai Bergman Anna Milanez Vladimir Mukharlyamov |
The Agglomeration of Bankruptcy |
| w20152 |
Amir Sufi |
House Price Gains and U.S. Household Spending from 2002 to 2006 |
| w20124 |
Olivia S. Mitchell Ralph Rogalla Ivonne Siegelin |
Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities |
| w20086 |
Weerachart Kilenthong |
Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities |
| w20083 |
Angelo Riva Eugene N. White |
Floating a "Lifeboat": The Banque de France and the Crisis of 1889 |
| w20027 |
Andrew Metrick Lei Xie |
The Flight from Maturity |
| w19931 |
Dimitri Vayanos |
Liquidity Risk and the Dynamics of Arbitrage Capital |
| w19890 |
Martin Scheicher Guillaume Vuillemey |
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Corporate Governance and Risk Management at Unprotected Banks: National Banks in the 1890s |
| 2013 | ||
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Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage |
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Michael Johannes Lars A. Lochstoer |
Parameter Learning in General Equilibrium: The Asset Pricing Implications |
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The Value of Connections in Turbulent Times: Evidence from the United States |
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Valuing Private Equity |
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Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market |
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Risky Investments with Limited Commitment |
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Home Bias and Local Contagion: Evidence from Funds of Hedge Funds |
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Shadow Insurance |
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Predatory Short Selling |
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A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks |
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Exporting Liquidity: Branch Banking and Financial Integration |
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Interpreting Repo Statistics in the Flow of Funds Accounts |
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Credit Crunches and Credit Allocation in a Model of Entrepreneurship |
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The Federal Reserve and Financial Regulation: The First Hundred Years |
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Liquidity and Inefficient Investment |
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Why High Leverage is Optimal for Banks |
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Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
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Congressional Influence as a Determinant of Subprime Lending |
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Credit Lines as Monitored Liquidity Insurance: Theory and Evidence |
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Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
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Banks' Exposure to Interest Rate Risk and The Transmission of Monetary Policy |
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Anton Korinek |
Macroprudential Regulation Versus Mopping Up After the Crash |
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Repo and Securities Lending |
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Vulnerable Banks |
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Information Acquisition in Rumor Based Bank Runs |
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LEADS on Macroeconomic Risks to and from the Household Sector |
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Who Ran on Repo? |
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Joseph R. Mason Marc Weidenmier Katherine Bobroff |
The Effects of Reconstruction Finance Corporation Assistance on Michigan's Banks' Survival in the 1930s |
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Bubbles, Financial Crises, and Systemic Risk |
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The Cost of Financial Frictions for Life Insurers |
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Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907 |
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Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment |
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Anna Cororaton Joseph Tracy |
Is the FHA Creating Sustainable Homeownership? |
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Does Finance Cause Growth? Evidence from the Origins of Banking in Russia |
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Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession |
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The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market |
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Regulating Systemic Risk through Transparency: Tradeoffs in Making Data Public |
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Should Derivatives be Privileged in Bankruptcy? |
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Limits of Arbitrage: The State of the Theory |
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Bankruptcy and the Collateral Channel |
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Rollover Risk and Credit Risk |
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The Degree of Judicial Enforcement and Credit Markets: Evidence from Japanese Household Panel Data |
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Lessons from the Great American Real Estate Boom and Bust of the 1920s |
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When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 |
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Did Fair-Value Accounting Contribute to the Financial Crisis? |
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Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 |
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Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy |
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Persuasion: Empirical Evidence |
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Screening Peers Softly: Inferring the Quality of Small Borrowers |
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Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation |
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Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century |
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Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation |
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A Note on Liquidity Risk Management |
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Global Imbalances and Financial Fragility |
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Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk |
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Goals and Plans in Protective Decision Making |
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Flight to Quality and Collective Risk Management |
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Asset Prices When Agents are Marked-to-Market |
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Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options |
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Bubbles and Capital Flow Volatility: Causes and Risk Management |
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Estimating Bank Trading Risk: A Factor Model Approach |
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Generated on Sun Apr 24 00:00:03 2022