NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Stavros Panageas

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Working Papers

August 2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
with Nicolae Gârleanu, Jianfeng Yu: w19381
March 2010Optimal retirement benefit guarantees
w15805
October 2009The Demographics of Innovation and Asset Returns
with Nicolae Gârleanu, Leonid Kogan: w15457

Published: Displacement Risk and Asset Returns (with Leonid Kogan and Stavros Panageas). Journal of Financial Economics , vol. 105 (2012), issue 3, pp. 491-510. Best Paper Award , Utah Winter Finance Conference 2011.

Optimal taxation in the presence of bailouts
w15405

Published: “Optimal taxation in the presence of bailouts'', Journal of Monetary Economics, 2010, 57(1), pp. 101-116

September 2009Technological Growth and Asset Pricing
with Nicolae B. Gârleanu, Jianfeng Yu: w15340

Published: “Technological Growth and Asset Pricing” (joint with Nicolae Garleanu and Jianfeng Yu) , Journal of Finance, August 2012, Vol. 67, Issue 4, pp. 1265-1292

June 2009Bailouts, the Incentive to Manage Risk, and Financial Crises
w15058

Published: S. Panageas ( 2010 ) “Bailouts, the incentive to manage risk, and financial crises”, Journal of Financial Economics , 95(3) , pp. 296 -­‐ 311

May 2009Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
with Andrew B. Abel, Janice C. Eberly: w15010

Published: Abel, A. B., Eberly, J. C. and Panageas, S. (2013), Optimal Inattention to the Stock Market With Information Costs and Transactions Costs. Econometrica, 81: 1455–1481. doi: 10.3982/ECTA7624

May 2005A Quantitative Model of Sudden Stops and External Liquidity Management
with Ricardo Caballero: w11293
September 2004Contingent Reserves Management: An Applied Framework
with Ricardo J. Caballero: w10786

Published:

  • Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August. ,
  • Caballero, Ricardo, and Stavros Panageas. 2006."Contingent Reserves Management: An Applied Framework." In "External Vulnerability and Preventive Policies," edition 1, volume 10, edited by Ricardo Caballero, César Calderón, Luis Felipe Céspedes, and Norman Loayza (Series Editor), Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 12, pages 399-420

June 2003Hedging Sudden Stops and Precautionary Contractions
with Ricardo J. Caballero: w9778

Published: Caballero, Ricardo J. & Panageas, Stavros, 2008. "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 28-57, February.

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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