NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Markus K. Brunnermeier

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Books

Risk Topography: Systemic Risk and Macro Modeling
with Arvind Krishnamurthy
Conference held April 28, 2011
Published in August 2014 by University of Chicago Press
© 2014 by the National Bureau of Economic Research

Working Papers and Chapters

November 2014A Welfare Criterion for Models with Distorted Beliefs
with Alp Simsek, Wei Xiong: w20691
October 2013Predatory Short Selling
with Martin Oehmke: w19514
May 2013Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
with Arvind Krishnamurthy
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
Liquidity Mismatch Measurement
with Gary Gorton, Arvind Krishnamurthy
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
September 2012Bubbles, Financial Crises, and Systemic Risk
with Martin Oehmke: w18398
May 2012Macroeconomics with Financial Frictions: A Survey
with Thomas M. Eisenbach, Yuliy Sannikov: w18102

Published: “Macroeconomics with Financial Frictions: A Survey” (with Thomas Eisenbach and Yuliy Sannikov), in Daron Acemoglu, Manuel Arellano and Eddie Dekel (eds.), Advances in Economics and Econometrics, Tenth World Congress of the Econometric Society, Vol. II: Applied Economics, Cambridge University Press, New York, 2013, pp. 4-94.

November 2011Hedge Fund Tail Risk
with Tobias Adrian, Hoai-Luu Q. Nguyen
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
October 2011CoVaR
with Tobias Adrian: w17454
June 2011Risk Topography
with Gary Gorton, Arvind Krishnamurthy
in NBER Macroeconomics Annual 2011, Volume 26, Daron Acemoglu and Michael Woodford, editors
April 2011Front matter, table of contents, acknowledgments
with Arvind Krishnamurthy
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
December 2010The Maturity Rat Race
with Martin Oehmke: w16607

Published: Markus K. Brunnermeier & Martin Oehmke, 2013. "The Maturity Rat Race," Journal of Finance, American Finance Association, vol. 68(2), pages 483-521, 04. citation courtesy of

April 2009Carry Trades and Currency Crashes
with Stefan Nagel, Lasse H. Pedersen
in NBER Macroeconomics Annual 2008, Volume 23, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
February 2009A Note on Liquidity Risk Management
with Motohiro Yogo: w14727

Published: Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May. citation courtesy of

December 2008Deciphering the Liquidity and Credit Crunch 2007-08
w14612

Published: Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.

November 2008Carry Trades and Currency Crashes
with Stefan Nagel, Lasse H. Pedersen: w14473

Published: Carry Trades and Currency Crashes, Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen. in NBER Macroeconomics Annual 2008, Volume 23, Acemoglu, Rogoff, and Woodford. 2009

September 2008Leadership, Coordination and Mission-Driven Management
with Patrick Bolton, Laura Veldkamp: w14339

Published: Review of Economic Studies (2012) doi: 10.1093/restud/rds041 First published online: December 5, 2012

August 2008An Economic Model of the Planning Fallacy
with Filippos Papakonstantinou, Jonathan A. Parker: w14228
February 2007Market Liquidity and Funding Liquidity
with Lasse Heje Pedersen: w12939

Published: Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(6), pages 2201-2238, June. citation courtesy of

Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
with Christian Gollier, Jonathan A. Parker: w12940

Published: Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May. citation courtesy of

December 2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
with Stefan Nagel: w12809

Published: Brunnermeier, Markus K. and Stefan Nagel. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals." American Economic Review 98, 3 (2008): 713-736.

Money Illusion and Housing Frenzies
with Christian Julliard: w12810

Published: Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(1), pages 135-180, January. citation courtesy of

September 2004Predatory Trading
with Lasse Heje Pedersen: w10755

Published: Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, 08. citation courtesy of

August 2004Optimal Expectations
with Jonathan A. Parker: w10707

Published: Brunnermeier, Markus K. and Jonathan A. Parker. "Optimal Expectations," American Economic Review, 2005, v95(4,Sep), 1092-1118. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us