2013
|
|
w19051 |
Tobias Berg
Manju Puri
Jorg Rocholl
|
Loan officer Incentives and the Limits of Hard Information |
|
w19050 |
Rajkamal Iyer
Manju Puri
Nicholas Ryan
|
Do Depositors Monitor Banks? |
|
w19039 |
Viral V. Acharya
Sascha Steffen
|
The “Greatest” Carry Trade Ever? Understanding Eurozone Bank Risks |
|
w19022 |
Guillermo Ordonez
|
Sustainable Shadow Banking |
|
w19018 |
Malcolm Baker
Jeffrey Wurgler
|
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly |
|
w18968 |
Viral V. Acharya
Robert Engle
Diane Pierret
|
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
|
w18946 |
Martin Čihák
Asli Demirgüč-Kunt
Erik Feyen
Ross Levine
|
Financial Development in 205 Economies, 1960 to 2010 |
|
w18944 |
John H. Cochrane
|
Finance: Function Matters, not Size. |
|
w18914 |
Stefano Giglio
Kelly Shue
|
No News is News: Do Markets Underreact to Nothing? |
|
w18912 |
Andrew G. Atkeson
Andrea L. Eisfeldt
Pierre-Olivier Weill
|
The Market for OTC Derivatives |
|
w18905 |
Wei Xiong
|
Bubbles, Crises, and Heterogeneous Beliefs |
|
w18904 |
Ing-Haw Cheng
Sahil Raina
Wei Xiong
|
Wall Street and the Housing Bubble |
|
w18891 |
Viral V. Acharya
Marco Pagano
Paolo Volpin
|
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
|
w18868 |
Manuel Adelino
Antoinette Schoar
Felipe Severino
|
House Prices, Collateral and Self-Employment |
|
w18814 |
Christopher M. Meissner
|
Capital Flows, Credit Booms, and Financial Crises in the Classical Gold Standard Era |
|
w18764 |
Veronika K. Pool
Clemens Sialm
Irina Stefanescu
|
It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans |
|
w18754 |
Jing Wu
Yongheng Deng
Jun Huang
Randall Morck
Bernard Yeung
|
Incentives and Outcomes: China’s Environmental Policy |
|
w18737 |
Ricardo J. Caballero
Emmanuel Farhi
|
A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy |
|
w18732 |
Gary B. Gorton
Guillermo Ordoñez
|
The Supply and Demand for Safe Assets |
|
w18727 |
Daron Acemoglu
Asuman Ozdaglar
Alireza Tahbaz-Salehi
|
Systemic Risk and Stability in Financial Networks |
|
w18725 |
Jacob Boudoukh
Ronen Feldman
Shimon Kogan
Matthew Richardson
|
Which News Moves Stock Prices? A Textual Analysis |
|
w18686 |
Robin Greenwood
Andrei Shleifer
|
Expectations of Returns and Expected Returns |
|
w18670 |
Itay Goldstein
Assaf Razin
|
Review of Theories of Financial Crises |
2012
|
|
w18647 |
Roger E.A. Farmer
Carine Nourry
Alain Venditti
|
The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World |
|
w18644 |
Ricardo J. Caballero
Joseph B. Doyle
|
Carry Trade and Systemic Risk: Why are FX Options so Cheap? |
|
w18621 |
Nicholas C. Barberis
|
Thirty Years of Prospect Theory in Economics: A Review and Assessment |
|
w18611 |
Gary Gorton
Andrew Metrick
|
Securitization |
|
w18609 |
Sumit Agarwal
Efraim Benmelech
Nittai Bergman
Amit Seru
|
Did the Community Reinvestment Act (CRA) Lead to Risky Lending? |
|
w18601 |
Daniel Gottlieb
Kent Smetters
|
Narrow Framing and Life Insurance |
|
w18562 |
Cary Frydman
Nicholas Barberis
Colin Camerer
Peter Bossaerts
Antonio Rangel
|
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility |
|
w18560 |
Robert F. Stambaugh
Jianfeng Yu
Yu Yuan
|
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle |
|
w18558 |
Andrea Frazzini
Lasse H. Pedersen
|
Embedded Leverage |
|
w18555 |
Zhi Da
Ravi Jagannathan
Jianfeng Shen
|
Building Castles in the Air: Evidence from Industry IPO Waves |
|
w18554 |
Stefan Nagel
|
Empirical Cross-Sectional Asset Pricing |
|
w18548 |
Harrison Hong
David Sraer
|
Speculative Betas |
|
w18547 |
Harrison Hong
David Sraer
|
Quiet Bubbles |
|
w18537 |
Robin Greenwood
Augustin Landier
David Thesmar
|
Vulnerable Banks |
|
w18528 |
Victoria Ivashina
David S. Scharfstein
Jeremy C. Stein
|
Dollar Funding and the Lending Behavior of Global Banks |
|
w18513 |
Zhiguo He
Asaf Manela
|
Information Acquisition in Rumor Based Bank Runs |
|
w18510 |
Jonathan A. Parker
|
LEADS on Macroeconomic Risks to and from the Household Sector |
|
w18465 |
Kristin Forbes
|
The "Big C": Identifying Contagion |
|
w18455 |
Gary B. Gorton
Andrew Metrick
|
Who Ran on Repo? |
|
w18452 |
Pierre Collin-Dufresne
Vyacheslav Fos
|
Do prices reveal the presence of informed trading? |
|
w18451 |
Pierre Collin-Dufresne
Vyacheslav Fos
|
Insider Trading, Stochastic Liquidity and Equilibrium Prices |
|
w18450 |
Frederico Belo
Pierre Collin-Dufresne
Robert S. Goldstein
|
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips |
|
w18427 |
Charles W. Calomiris
Joseph R. Mason
Marc Weidenmier
Katherine Bobroff
|
The Effects of Reconstruction Finance Corporation Assistance on Michigan’s Banks’ Survival in the 1930s |
|
w18408 |
Zhiguo He
Konstantin Milbradt
|
Endogenous Liquidity and Defaultable Bonds |
|
w18398 |
Markus K. Brunnermeier
Martin Oehmke
|
Bubbles, Financial Crises, and Systemic Risk |
|
w18397 |
Gary B. Gorton
|
Some Reflections on the Recent Financial Crisis |
|
w18358 |
Michael J. Fishman
Jonathan A. Parker
|
Valuation, Adverse Selection, and Market Collapses |
|
w18357 |
Ravi Bansal
Ivan Shaliastovich
|
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
|
w18335 |
Tobias Adrian
Paolo Colla
Hyun Song Shin
|
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 |
|
w18329 |
Kristin J. Forbes
Francis E. Warnock
|
Debt- and Equity-Led Capital Flow Episodes |
|
w18321 |
Ralph S.J. Koijen
Motohiro Yogo
|
The Cost of Financial Frictions for Life Insurers |
|
w18304 |
Efraim Benmelech
|
An Empirical Analysis of the Fed's Term Auction Facility |
|
w18291 |
Lauren Cohen
Karl B. Diether
Christopher Malloy
|
Legislating Stock Prices |
|
w18274 |
Nicolas Berman
José De Sousa
Philippe Martin
Thierry Mayer
|
Time to Ship During Financial Crises |
|
w18264 |
Carola Frydman
Eric Hilt
Lily Y. Zhou
|
Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907 |
|
w18263 |
Florian Heider
Alexander Ljungqvist
|
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes |
|
w18251 |
Dimitri Vayanos
Jiang Wang
|
Market Liquidity — Theory and Empirical Evidence |
|
w18241 |
Leonardo Bursztyn
Florian Ederer
Bruno Ferman
Noam Yuchtman
|
Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment |
|
w18169 |
Kent Daniel
Ravi Jagannathan
Soohun Kim
|
Tail Risk in Momentum Strategy Returns |
|
w18141 |
Paul Gompers
Vladimir Mukharlyamov
Yuhai Xuan
|
The Cost of Friendship |
|
w18102 |
Markus K. Brunnermeier
Thomas M. Eisenbach
Yuliy Sannikov
|
Macroeconomics with Financial Frictions: A Survey |
|
w18112 |
Edward L. Glaeser
|
The Political Risks of Fighting Market Failures: Subversion, Populism and the Government Sponsored Enterprises |
|
w18104 |
Ravi Bansal
Dana Kiku
Ivan Shaliastovich
Amir Yaron
|
Volatility, the Macroeconomy and Asset Prices |
|
w18082 |
Christopher L. Foote
Kristopher S. Gerardi
Paul S. Willen
|
Why Did So Many People Make So Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis |
|
w18063 |
Robert Novy-Marx
|
Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars |
|
w18057 |
Tarek Alexander Hassan
|
Country Size, Currency Unions, and International Asset Returns |
|
w18052 |
Kristin Forbes
Marcel Fratzscher
Thomas Kostka
Roland Straub
|
Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls |
|
w18043 |
Armen Hovakimian
Edward J. Kane
Luc Laeven
|
Variation in Systemic Risk at US Banks During 1974-2010 |
|
w18027 |
Raghuram Rajan
Rodney Ramcharan
|
The Anatomy of a Credit Crisis: The Boom and Bust in Farm Land Prices in the United States in the 1920s. |
|
w18024 |
Ulrike Malmendier
Enrico Moretti
Florian S. Peters
|
Winning by Losing: Evidence on the Long-Run Effects of Mergers |
|
w18013 |
Franklin Allen
Elena Carletti
Robert Cull
Jun Qian
Lemma Senbet
Patricio Valenzuela
|
Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya |
|
w17945 |
Steven Grenadier
Andrey Malenko
Ilya A. Strebulaev
|
Investment Busts, Reputation, and the Temptation to Blend in with the Crowd |
|
w17942 |
David T. Robinson
Berk A. Sensoy
|
Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance |
|
w17941 |
Carmen M. Reinhart
|
A Series of Unfortunate Events:
Common Sequencing Patterns in Financial Crises |
|
w17935 |
Zhiguo He
Wei Xiong
|
Debt Financing in Asset Markets |
|
w17929 |
Sendhil Mullainathan
Markus Noeth
Antoinette Schoar
|
The Market for Financial Advice: An Audit Study |
|
w17921 |
Ing-Haw Cheng
Andrei Kirilenko
Wei Xiong
|
Convective Risk Flows in Commodity Futures Markets |
|
w17911 |
Olivia S. Mitchell
Stephen Utkus
|
Target-Date Funds in 401(k) Retirement Plans |
|
w17904 |
Nikolai Roussanov
Pavel G. Savor
|
Status, Marriage, and Managers' Attitudes To Risk |
|
w17868 |
Charles W. Calomiris
Doron Nissim
|
Crisis-Related Shifts in the Market Valuation of Banking Activities |
|
w17854 |
Kay Giesecke
Francis A. Longstaff
Stephen Schaefer
Ilya Strebulaev
|
Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective |
|
w17843 |
James J. Choi
Emily Haisley
Jennifer Kurkoski
Cade Massey
|
Small Cues Change Savings Choices |
|
w17838 |
Viral V. Acharya
Nada Mora
|
Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis |
|
w17831 |
Atif R. Mian
Amir Sufi
Francesco Trebbi
|
Resolving Debt Overhang: Political Constraints in the Aftermath of Financial Crises |
|
w17778 |
Gary B. Gorton
Andrew Metrick
|
Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide |
|
w17771 |
Gary B. Gorton
Guillermo Ordonez
|
Collateral Crises |
|
w17768 |
Arvind Krishnamurthy
Stefan Nagel
Dmitry Orlov
|
Sizing Up Repo |
|
w17764 |
Sebastian Edwards
|
Is Tanzania a Success Story? A Long Term Analysis |
2011
|
|
w17717 |
Gregor Matvos
Amit Seru
|
Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates |
|
w17687 |
Joseph Fan
Randall Morck
Bernard Yeung
|
Capitalizing China |
|
w17685 |
Dwight Jaffee
John M. Quigley
|
The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market |
|
w17615 |
Marcin Kacperczyk
Stijn Van Nieuwerburgh
Laura Veldkamp
|
Time-Varying Fund Manager Skill |
|
w17574 |
Ravi Bansal
Marcelo Ochoa
|
Welfare Costs of Long-Run Temperature Shifts |
|
w17558 |
Viral V. Acharya
|
A Transparency Standard for Derivatives |
|
w17555 |
Arvind Krishnamurthy
Annette Vissing-Jorgensen
|
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
|
w17464 |
Lubos Pastor
Pietro Veronesi
|
Political Uncertainty and Risk Premia |
|
w17443 |
Alejandro Komai
Gary Richardson
|
A Brief History of Regulations Regarding Financial Markets in the United States: 1789 to 2009 |
|
w17422 |
Jakub W. Jurek
Erik Stafford
|
Crashes and Collateralized Lending |
|
w17407 |
Joshua Aizenman
Michael M. Hutchison
Yothin Jinjarak
|
What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk |
|
w17401 |
Barry Eichengreen
Nergiz Dincer
|
Who Should Supervise? The Structure of Bank Supervision and the Performance of the Financial System |
|
w17388 |
John R. Graham
Sonali Hazarika
Krishnamoorthy Narasimhan
|
Financial Distress in the Great Depression |
|
w17358 |
Claudio Raddatz
Sergio L. Schmukler
|
On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios |
|
w17328 |
Robert J. Barro
José F. Ursua
|
Rare Macroeconomic Disasters |
|
w17323 |
Stephen A. Ross
|
The Recovery Theorem |
|
w17321 |
Marcin Kacperczyk
Philipp Schnabl
|
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds |
|
w17315 |
Gene Amromin
Jennifer Huang
Clemens Sialm
Edward Zhong
|
Complex Mortgages |
|
w17281 |
Darrell Duffie
|
Systemic Risk Exposures: A 10-by-10-by-10 Approach |
|
w17269 |
Isil Erel
Taylor D. Nadauld
René M. Stulz
|
Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches? |
|
w17238 |
Jie (Jack) He
Jun 'QJ' Qian
Philip E. Strahan
|
Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities |
|
w17149 |
Bryan T. Kelly
Hanno Lustig
Stijn Van Nieuwerburgh
|
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
|
w17121 |
Geert Bekaert
Michael Ehrmann
Marcel Fratzscher
Arnaud J. Mehl
|
Global Crises and Equity Market Contagion |
|
w17115 |
Nicola Gennaioli
Andrei Shleifer
Robert W. Vishny
|
A Model of Shadow Banking |
|
w17091 |
Pol Antràs
C. Fritz Foley
|
Poultry in Motion: A Study of International Trade Finance Practices |
|
w17038 |
Rüdiger Fahlenbrach
Robert Prilmeier
René M. Stulz
|
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis |
|
w16999 |
Rajashri Chakrabarti
Donghoon Lee
Wilbert van der Klaauw
Basit Zafar
|
Household Debt and Saving During the 2007 Recession |
|
w16972 |
John H. Cochrane
|
Discount Rates |
|
w16967 |
Manju Puri
Jörg Rocholl
Sascha Steffen
|
Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects |
|
w16965 |
Thomas Philippon
Virgiliu Midrigan
|
Household Leverage and the Recession |
|
w16899 |
Patrick Bolton
Olivier Jeanne
|
Sovereign Default Risk and Bank Fragility in Financially Integrated Economies |
|
w16898 |
Robert F. Stambaugh
Jianfeng Yu
Yu Yuan
|
The Short of It: Investor Sentiment and Anomalies |
|
w16896 |
Viral V. Acharya
Irvind Gujral
Nirupama Kulkarni
Hyun Song Shin
|
Dividends and Bank Capital in the Financial Crisis of 2007-2009 |
|
w16884 |
Ian Martin
|
Simple Variance Swaps |
|
w16883 |
Jeremy C. Stein
|
Monetary Policy as Financial-Stability Regulation |
|
w16871 |
Yongheng Deng
Randall Morck
Jing Wu
Bernard Yeung
|
Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market |
|
w16808 |
Patrick Bolton
Hui Chen
Neng Wang
|
Market Timing, Investment, and Risk Management |
|
w16801 |
Andrew Ang
Sergiy Gorovyy
Gregory B. van Inwegen
|
Hedge Fund Leverage |
|
w16787 |
Santiago Carbo-Valverde
Edward J. Kane
Francisco Rodriguez-Fernandez
|
Safety-Net Benefits Conferred on Difficult-to-Fail-and-Unwind Banks in the US and EU Before and During the Great Recession |
|
w16784 |
Patrick Bayer
Christopher Geissler
James W. Roberts
|
Speculators and Middlemen: The Role of Flippers in the Housing Market |
|
w16777 |
Nicolae Gârleanu
Lasse Heje Pedersen
|
Margin-Based Asset Pricing and Deviations from the Law of One Price |
|
w16766 |
Efraim Benmelech
Jennifer Dlugosz
Victoria Ivashina
|
Securitization without Adverse Selection: The Case of CLOs |
|
w16755 |
Frederic S. Mishkin
|
Monetary Policy Strategy: Lessons from the Crisis |
|
w16727 |
Thomas Philippon
Philipp Schnabl
|
Informational Rents, Macroeconomic Rents, and Efficient Bailouts |
|
w16678 |
Randall Morck
Bernard Yeung
|
Economics, History, and Causation |
2010
|
|
w16642 |
Andrei Shleifer
Robert W. Vishny
|
Fire Sales in Finance and Macroeconomics |
|
w16609 |
Frederic S. Mishkin
|
Over The Cliff: From the Subprime to the Global Financial Crisis |
|
w16595 |
Gabriel Jiménez
Atif R. Mian
José-Luis Peydró
Jesús Saurina
|
Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain |
|
w16589 |
Michael D. Bordo
John S. Landon-Lane
|
The Global Financial Crisis of 2007-08: Is it Unprecedented? |
|
w16559 |
Charles W. Calomiris
Inessa Love
Maria Soledad Martinez Peria
|
Crisis “Shock Factors” and the Cross-Section of Global Equity Returns |
|
w16553 |
Priyank Gandhi
Hanno Lustig
|
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation |
|
w16534 |
Alessandro Beber
Michael W. Brandt
Kenneth A. Kavajecz
|
What Does Equity Sector Orderflow Tell Us about the Economy? |
|
w16468 |
Xing Hu
Jun Pan
Jiang Wang
|
Noise as Information for Illiquidity |
|
w16455 |
Jules H. van Binsbergen
Michael W. Brandt
Ralph S.J. Koijen
|
On the Timing and Pricing of Dividends |
|
w16429 |
Ricardo J. Caballero
|
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome |
|
w16399 |
Alberto Martin
Jaume Ventura
|
Theoretical Notes on Bubbles and the Current Crisis |
|
w16337 |
Adam Ashcraft
Nicolae Gârleanu
Lasse Heje Pedersen
|
Two Monetary Tools: Interest Rates and Haircuts |
|
w16249 |
John D. Burger
Francis E. Warnock
Veronica Cacdac Warnock
|
Emerging Local Currency Bond Markets |
|
w16245 |
Charles Courtemanche
Kenneth A. Snowden
|
Repairing a Mortgage Crisis: HOLC Lending and its Impact on Local Housing Markets |
|
w16244 |
Kenneth A. Snowden
|
The Anatomy of a Residential Mortgage Crisis: A Look Back to the 1930s |
|
w16214 |
Ravi Jagannathan
Andrei Jirnyi
Ann Sherman
|
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms |
|
w16206 |
Richard Stanton
Nancy Wallace
|
CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009 |
|
w16200 |
Efraim Benmelech
Nittai K. Bergman
|
Credit Traps |
|
w16191 |
Alberto Manconi
Massimo Massa
Ayako Yasuda
|
The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008 |
|
w16178 |
Andrew Ellul
Vijay Yerramilli
|
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies |
|
w16177 |
Franklin Allen
Ana Babus
Elena Carletti
|
Financial Connections and Systemic Risk |
|
w16176 |
Ing-Haw Cheng
Harrison Hong
Jose A. Scheinkman
|
Yesterday's Heroes: Compensation and Creative Risk-Taking |
|
w16174 |
Davin Chor
Kalina Manova
|
Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis |
|
w16159 |
Philippe Bacchetta
Cédric Tille
Eric van Wincoop
|
Self-Fulfilling Risk Panics |
|
w16145 |
Christopher L. House
Yusufcan Masatlioglu
|
Managing Markets for Toxic Assets |
|
w16128 |
Lubos Pastor
Pietro Veronesi
|
Uncertainty about Government Policy and Stock Prices |
|
w16080 |
V.V. Chari
Ali Shourideh
Ariel Zetlin-Jones
|
Adverse Selection, Reputation and Sudden Collapses in Secondary Loan Markets |
|
w16068 |
Nicola Gennaioli
Andrei Shleifer
Robert W. Vishny
|
Neglected Risks, Financial Innovation, and Financial Fragility |
|
w16061 |
Rajnish Mehra
|
Indian Equity Markets: Measures of Fundamental Value |
|
w16042 |
Brock Mendel
Andrei Shleifer
|
Chasing Noise |
|
w16027 |
Michael D. Bordo
David Hargreaves
Mizuho Kida
|
Global shocks, economic growth and financial crises: 120 years of New Zealand experience |
|
w15988 |
Jack Favilukis
Sydney C. Ludvigson
Stijn Van Nieuwerburgh
|
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
|
w15974 |
Nicola Cetorelli
Linda S. Goldberg
|
Global Banks and International Shock Transmission: Evidence from the Crisis |
|
w15956 |
Ross Levine
|
An Autopsy of the U.S. Financial System |
|
w15927 |
Olivier Jeanne
Anton Korinek
|
Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach |
|
w15919 |
Zhiguo He
In Gu Khang
Arvind Krishnamurthy
|
Balance Sheet Adjustments in the 2008 Crisis |
|
w15896 |
Atif R. Mian
Amir Sufi
|
Household Leverage and the Recession of 2007 to 2009 |
|
w15861 |
Jeffrey Brown
Stephen G. Dimmock
Jun-Koo Kang
Scott Weisbenner
|
How University Endowments Respond to Financial Market Shocks: Evidence and Implications |
|
w15850 |
Yacine Aït-Sahalia
Julio Cacho-Diaz
Roger J.A. Laeven
|
Modeling Financial Contagion Using Mutually Exciting Jump Processes |
|
w15843 |
Annamaria Lusardi
Daniel J. Schneider
Peter Tufano
|
The economic crisis and medical care usage |
|
w15833 |
Allaudeen Hameed
Randall Morck
Jianfeng Shen
Bernard Yeung
|
Information, analysts, and stock return comovement |
|
w15809 |
Yacine Aït-Sahalia
Jochen Andritzky
Andreas Jobst
Sylwia Nowak
Natalia Tamirisa
|
Market Response to Policy Initiatives during the Global Financial Crisis |
|
w15806 |
Gara Afonso
Anna Kovner
Antoinette Schoar
|
Stressed not Frozen: The Fed Funds Market in the Financial Crisis |
|
w15787 |
Gary B. Gorton
|
Questions and Answers about the Financial Crisis |
|
w15785 |
Thomas Philippon
Vasiliki Skreta
|
Optimal Interventions in Markets with Adverse Selection |
|
w15759 |
David Laibson
Johanna Mollerstrom
|
Capital Flows, Consumption Booms and Asset Bubbles: A Behavioural Alternative to the Savings Glut Hypothesis |
|
w15730 |
Viral V. Acharya
Philipp Schnabl
Gustavo Suarez
|
Securitization without risk transfer |
|
w15708 |
Efraim Benmelech
Nittai K. Bergman
|
Bankruptcy and the Collateral Channel |
|
w15688 |
Ralph S.J. Koijen
Hanno Lustig
Stijn Van Nieuwerburgh
|
The Cross-Section and Time-Series of Stock and Bond Returns |
|
w15653 |
Zhiguo He
Wei Xiong
|
Rollover Risk and Credit Risk |
|
w15636 |
Ricardo J. Caballero
|
The "Other" Imbalance and the Financial Crisis |
|
w15634 |
Angelo Riva
Eugene N. White
|
Danger on the Exchange: How Counterparty Risk Was Managed on the Paris Bourse in the Nineteenth Century |
2009
|
|
w15591 |
Benjamin Chabot
Eric Ghysels
Ravi Jagannathan
|
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets |
|
w15575 |
Randall Morck
M. Deniz Yavuz
Bernard Yeung
|
Banking System Control, Capital Allocation, and Economy Performance |
|
w15573 |
Eugene N. White
|
Lessons from the Great American Real Estate Boom and Bust of the 1920s |
|
w15552 |
Murillo Campello
John Graham
Campbell R. Harvey
|
The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
|
w15542 |
Arvind Krishnamurthy
|
How Debt Markets have Malfunctioned in the Crisis |
|
w15538 |
Marcin Kacperczyk
Philipp Schnabl
|
When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 |
|
w15512 |
Moritz Schularick
Alan M. Taylor
|
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870–2008 |
|
w15504 |
Ravi Bansal
Dana Kiku
Amir Yaron
|
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
|
w15482 |
Zhiguo He
Wei Xiong
|
Dynamic Debt Runs |
|
w15458 |
Pietro Veronesi
Luigi Zingales
|
Paulson's Gift |
|
w15414 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crises and Liquidity in Over-the-Counter Markets |
|
w15404 |
Ravi Jagannathan
Mudit Kapoor
Ernst Schaumburg
|
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! |
|
w15395 |
Courtney Coile
Phillip B. Levine
|
The Market Crash and Mass Layoffs: How the Current Economic Crisis May Affect Retirement |
|
w15384 |
René M. Stulz
|
Credit Default Swaps and the Credit Crisis |
|
w15381 |
David B. Brown
Bruce Ian Carlin
Miguel Sousa Lobo
|
On the Scholes Liquidation Problem |
|
w15379 |
Stephen G. Cecchetti
Marion Kohler
Christian Upper
|
Financial Crises and Economic Activity |
|
w15373 |
Robert S. Pindyck
Neng Wang
|
The Economic and Policy Consequences of Catastrophes |
|
w15362 |
Amir E. Khandani
Andrew W. Lo
Robert C. Merton
|
Systemic Risk and the Refinancing Ratchet Effect |
|
w15356 |
Stelios Michalopoulos
Luc Laeven
Ross Levine
|
Financial Innovation and Endogenous Growth |
|
w15334 |
William N. Goetzmann
Liang Peng
Jacqueline Yen
|
The Subprime Crisis and House Price Appreciation |
|
w15333 |
Douglas W. Blackburn
William N. Goetzmann
Andrey D. Ukhov
|
Risk Aversion and Clientele Effects |
|
w15332 |
Rik G.P. Frehen
William N. Goetzmann
K. Geert Rouwenhorst
|
New Evidence on the First Financial Bubble |
|
w15297 |
Lasse Heje Pedersen
|
When Everyone Runs for the Exit |
|
w15283 |
Atif R. Mian
Amir Sufi
|
House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis |
|
w15275 |
Asli Demirguc-Kunt
Ross Levine
|
Finance and Inequality: Theory and Evidence |
|
w15273 |
Gary B. Gorton
Andrew Metrick
|
Haircuts |
|
w15247 |
Robert J. Barro
Tao Jin
|
On the Size Distribution of Macroeconomic Disasters |
|
w15212 |
Rüdiger Fahlenbrach
René M. Stulz
|
Bank CEO Incentives and the Credit Crisis |
|
w15197 |
Douglas W. Diamond
Raghuram G. Rajan
|
Illiquidity and Interest Rate Policy |
|
w15180 |
Andrea Beltratti
René M. Stulz
|
Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation |
|
w15158 |
Nuno Cassola
Ali Hortacsu
Jakub Kastl
|
The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds |
|
w15145 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Moral and Social Constraints to Strategic Default on Mortgages |
|
w15141 |
Galina Hale
Assaf Razin
Hui Tong
|
The Impact of Credit Protection on Stock Prices in the Presence of Credit Crunches |
|
w15118 |
Willem H. Buiter
|
Negative Nominal Interest Rates: Three ways to overcome the zero lower bound |
|
w15110 |
Paul Beaudry
Amartya Lahiri
|
Risk Allocation, Debt Fueled Expansion and Financial Crisis |
|
w15058 |
Stavros Panageas
|
Bailouts, the Incentive to Manage Risk, and Financial Crises |
|
w15052 |
Robert B. Barsky
|
The Japanese Bubble: A 'Heterogeneous' Approach |
|
w15045 |
Efraim Benmelech
Jennifer Dlugosz
|
The Credit Rating Crisis |
|
w15042 |
Randall Morck
Bernard Yeung
|
Never Waste a Good Crisis: An Historical Perspective on Comparative Corporate Governance |
|
w15040 |
Arvind Krishnamurthy
|
Amplification Mechanisms in Liquidity Crises |
|
w14952 |
Isil Erel
Brandon Julio
Woojin Kim
Michael Weisbach
|
Market Conditions and the Structure of Securities |
|
w14944 |
Gary B. Gorton
Lixin Huang
Qiang Kang
|
The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover |
|
w14929 |
Thomas Philippon
Philipp Schnabl
|
Efficient Recapitalization |
|
w14925 |
Douglas W. Diamond
Raghuram G. Rajan
|
Fear of Fire Sales and the Credit Freeze |
|
w14897 |
Christian Leuz
Catherine Schrand
|
Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock |
|
w14892 |
Eric Hilt
|
Wall Street's First Corporate Governance Crisis: The Panic of 1826 |
|
w14889 |
Zhi Da
Re-Jin Guo
Ravi Jagannathan
|
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence |
|
w14878 |
Efraim Benmelech
Jennifer Dlugosz
|
The Alchemy of CDO Credit Ratings |
|
w14871 |
Francis A. Longstaff
Brett Myers
|
Valuing Toxic Assets: An Analysis of CDO Equity |
|
w14867 |
Patrick Bolton
Tano Santos
Jose A. Scheinkman
|
Outside and Inside Liquidity |
|
w14843 |
Geert Bekaert
Campbell R. Harvey
Christian Lundblad
|
Financial Openness and Productivity |
|
w14815 |
Ravi Bansal
Ivan Shaliastovich
|
Confidence Risk and Asset Prices |
|
w14814 |
Ravi Bansal
Ivan Shaliastovich
|
Learning and Asset-Price Jumps |
|
w14764 |
Roland Bénabou
|
Groupthink: Collective Delusions in Organizations and Markets |
|
w14761 |
Vasiliki Skreta
Laura Veldkamp
|
Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation |
|
w14760 |
Robert J. Barro
José F. Ursúa
|
Stock-Market Crashes and Depressions |
|
w14733 |
Jung-Wook Kim
Jason Lee
Randall Morck
|
Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks |
|
w14701 |
John Y. Campbell
Adi Sunderam
Luis M. Viceira
|
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
|
w14663 |
Michael G. Palumbo
Jonathan A. Parker
|
The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis? |
|
w15611 |
Stefano Battiston
Domenico Delli Gatti
Mauro Gallegati
Bruce C. Greenwald
Joseph E. Stiglitz
|
Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk |
|
w14649 |
Gary B. Gorton
|
Information, Liquidity, and the (Ongoing) Panic of 2007 |
|
w14646 |
Lubos Pastor
Pietro Veronesi
|
Learning in Financial Markets |
|
w14631 |
John B. Taylor
|
The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong |
2004
|
|
w11005 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Cultural Biases in Economic Exchange |
|
w10996 |
Michael W. Brandt
Pedro Santa-Clara
Rossen Valkanov
|
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns |
|
w10979 |
Thorsten Beck
Asli Demirguc-Kunt
Ross Levine
|
Finance, Inequality, and Poverty: Cross-Country Evidence |
|
w10978 |
Mihir A. Desai
Alexander Dyck
Luigi Zingales
|
Theft and Taxes |
|
w10955 |
Hanno Lustig
Stijn Van Nieuwerburgh
|
A Theory of Housing Collateral, Consumption Insurance and Risk Premia |
|
w10937 |
Hyunbae Chun
Jung-Wook Kim
Jason Lee
Randall Morck
|
Patterns of Comovement: The Role of Information Technology in the U.S. Economy |
|
w10850 |
William M. Gentry
Charles M. Jones
Christopher J. Mayer
|
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs |
|
w10816 |
Darrell Duffie
Nicolae Garleanu
Lasse Heje Pedersen
|
Over-the-Counter Markets |
|
w10814 |
Viral V. Acharya
Lasse Heje Pedersen
|
Asset Pricing with Liquidity Risk |
|
w10786 |
Ricardo J. Caballero
Stavros Panageas
|
Contingent Reserves Management: An Applied Framework |
|
w10766 |
Ross Levine
|
Finance and Growth: Theory and Evidence |
|
w10755 |
Markus K. Brunnermeier
Lasse Heje Pedersen
|
Predatory Trading |
|
w10692 |
Randall Morck
Daniel Wolfenzon
Bernard Yeung
|
Corporate Governance, Economic Entrenchment and Growth |
|
w10689 |
Wayne E. Ferson
Andrea Heuson
Tie Su
|
Weak and Semi-Strong Form Stock Return Predictability, Revisited |
|
w10581 |
Lubos Pastor
Pietro Veronesi
|
Was There a Nasdaq Bubble in the Late 1990s? |
|
w10579 |
Yacine Ait-Sahalia
Robert Kimmel
|
Maximum Likelihood Estimation of Stochastic Volatility Models |
|
w10556 |
Alessandro Barbarino
Boyan Jovanovic
|
Shakeouts and Market Crashes |
|
w10547 |
Monika Piazzesi
Eric Swanson
|
Futures Prices as Risk-adjusted Forecasts of Monetary Policy |
|
w10410 |
Jung-Wook Kim
Jason Lee
Randall K. Morck
|
Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks |
|
w10400 |
Mervyn King
|
The Institutions of Monetary Policy |
|
w10372 |
Michael W. Brandt
Pedro Santa-Clara
|
Dynamic Portfolio Selection by Augmenting the Asset Space |
|
w10235 |
Jeffrey R. Brown
Zoran Ivkovich
Paul A. Smith
Scott Weisbenner
|
The Geography of Stock Market Participation: The Influence of Communities and Local Firms |
2003
|
|
w10132 |
Thomas Cooley
Ramon Marimon
Vincenzo Quadrini
|
Aggregate Consequences of Limited Contract Enforceability |
|
w10107 |
Bryan R. Routledge
Stanley E. Zin
|
Generalized Disappointment Aversion and Asset Prices |
|
w9914 |
Alessandro Beber
Michael W. Brandt
|
The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market |
|
w9839 |
Laurent Calvet
Adlai Fisher
|
Regime-Switching and the Estimation of Multifractal Processes |
|
w9791 |
Sergey Iskoz
Jiang Wang
|
How to Tell if a Money Manager Knows More? |
|
w9778 |
Ricardo J. Caballero
Stavros Panageas
|
Hedging Sudden Stops and Precautionary Contractions |
|
w9595 |
Luigi Zingales
Raghuram G. Rajan
|
Banks and Markets: The Changing Character of European Finance |
|
w9581 |
Baruch Lev
Suresh Radhakrishnan
|
The Measurement of Firm-Specific Organization Capital |
|
w9529 |
Michael W. Brandt
Kenneth A. Kavajecz
|
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve |
|
w9466 |
William N. Goetzmann
Ning Zhu
Arturo Bris
|
Efficiency and the Bear: Short Sales and Markets around the World |
|
w9458 |
Michael W. Brandt
Amir Yaron
|
Time-Consistent No-Arbitrage Models of the Term Structure |
|
w9454 |
Alexander Ljungqvist
Matthew Richardson
|
The cash flow, return and risk characteristics of private equity |
|
w9441 |
Wayne E. Ferson
|
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance |
|
w9434 |
Leonid Kogan
Stephen Ross
Jiang Wang
Mark Westerfield
|
The Price Impact and Survival of Irrational Traders |
2002
|
|
w9353 |
Mark Grinblatt
Jun Liu
|
Debt Policy, Corporate Taxes, and Discount Rates |
|
w9214 |
Patric H. Hendershott
Charles W.R. Ward
|
Valuing and Pricing Retail Leases with Renewal and Overage Options |
|
w9138 |
Ross Levine
|
Bank-Based or Market-Based Financial Systems: Which is Better? |
|
w9116 |
William Goetzmann
Jonathan Ingersoll
Matthew I. Spiegel
Ivo Welch
|
Sharpening Sharpe Ratios |
|
w9082 |
Thorsten Beck
Ross Levine
|
Stock Markets, Banks, and Growth: Panel Evidence |
|
w9050 |
Neil Doherty
Kent Smetters
|
Moral Hazard in Reinsurance Markets |
|
w8982 |
Thorsten Beck
Ross Levine
|
Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter? |
|
w8970 |
Stephen G. Cecchetti
Hans Genberg
Sushil Wadhwani
|
Asset Prices in a Flexible Inflation Targeting Framework |
|
w8928 |
Gary Gorton
Andrew Winton
|
Financial Intermediation |
|
w8923 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Does Local Financial Development Matter? |
|
w8746 |
Bhagwan Chowdhry
Mark Grinblatt
David Levine
|
Information Aggregation, Security Design and Currency Swaps |
|
w8745 |
Mark Grinblatt
Matti Keloharju
|
Tax-Loss Trading and Wash Sales |
|
w8744 |
Mark Grinblatt
Tobias J. Moskowitz
|
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
|
w8734 |
Mark Grinblatt
Bing Han
|
The Disposition Effect and Momentum |
