NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Markus K. Brunnermeier

Contact and additional information for this author • All publications • Working Papers only

Books

Systemic Risk and Macro Modeling
with Arvind Krishnamurthy
Conference held April 28, 2011
Forthcoming from University of Chicago Press

Working Papers and Chapters

January 2012Liquidity Mismatch Measurement
with Arvind Krishnamurthy, Gary Gorton
in Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
November 2011Hedge Fund Tail Risk
with Tobias Adrian, Hoai-Luu 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 Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
Introduction to "Systemic Risk and Macro Modeling"
with Arvind Krishnamurthy
in Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
December 2010The Maturity Rat Race
with Martin Oehmke: w16607
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
December 2008Deciphering the Liquidity and Credit Crunch 2007-08
w14612
November 2008Carry Trades and Currency Crashes
with Stefan Nagel, Lasse H. Pedersen: w14473
September 2008Leadership, Coordination and Mission-Driven Management
with Patrick Bolton, Laura Veldkamp: w14339
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
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
with Christian Gollier, Jonathan A. Parker: w12940
December 2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
with Stefan Nagel: w12809
Money Illusion and Housing Frenzies
with Christian Julliard: w12810
September 2004Predatory Trading
with Lasse Heje Pedersen: w10755
August 2004Optimal Expectations
with Jonathan A. Parker: w10707

Contact and additional information for this author • All publications • Working Papers only

 
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