NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Risks of Financial Institutions Working Group


2016
w22404 Taylor D. Nadauld
Berk A. Sensoy
Keith Vorkink
Michael S. Weisbach

The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

w22351 Marco Di Maggio
Marcin Kacperczyk

The Unintended Consequences of the Zero Lower Bound Policy

w22343 Markus K. Brunnermeier
Yuliy Sannikov

Macro, Money and Finance: A Continuous Time Approach

w22332 Marco Di Maggio
Amir Kermani
Zhaogang Song

The Value of Trading Relationships in Turbulent Times

w22295 Emmanuel Farhi
Matteo Maggiori

A Model of the International Monetary System

w22247 Itzhak Ben-David
Francesco Franzoni
Rabih Moussawi
John Sedunov

The Granular Nature of Large Institutional Investors

w22238 Max Raskin
David Yermack

Digital Currencies, Decentralized Ledgers, and the Future of Central Banking

w22223 Charles W. Calomiris
Matthew Jaremski

Deposit Insurance: Theories and Facts

w22201 Thomas M. Eisenbach
David O. Lucca
Robert M. Townsend

The Economics of Bank Supervision

w22195 Liangliang Jiang
Ross Levine
Chen Lin

Competition and Bank Liquidity Creation

w22169 Nicola Cetorelli
Linda S. Goldberg

Organizational Complexity and Balance Sheet Management in Global Banks

w22153 Ross Levine
Chen Lin
Wensi Xie

Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit

w22133 Markus K. Brunnermeier
Yuliy Sannikov

On the Optimal Inflation Rate

w22065 Patrick Bayer
Kyle Mangum
James W. Roberts

Speculative Fever: Investor Contagion in the Housing Bubble

w22056 Weerachart T. Kilenthong
Robert M. Townsend

A Market Based Solution for Fire Sales and Other Pecuniary Externalities

w22053 Douglas W. Diamond
Anil K Kashyap

Liquidity Requirements, Liquidity Choice and Financial Stability

w22050 Mark Egan
Gregor Matvos
Amit Seru

The Market for Financial Adviser Misconduct

w22000 Lars P. Hansen
Thomas J. Sargent

Sets of Models and Prices of Uncertainty

w21993 Markus K. Brunnermeier
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 Zhiguo He
Bryan Kelly
Asaf Manela

Intermediary Asset Pricing: New Evidence from Many Asset Classes


2015
w21630 Kristopher Gerardi
Kyle F. Herkenhoff
Lee E. Ohanian
Paul S. Willen

Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default

w21626 Vadim Elenev
Tim Landvoigt
Stijn Van Nieuwerburgh

Phasing Out the GSEs

w21581 Atif R. Mian
Amir Sufi
Emil Verner

Household Debt and Business Cycles Worldwide

w21486 Òscar Jordà
Moritz Schularick
Alan M. Taylor

Leveraged Bubbles

w21449 Mila Getmansky
Peter A. Lee
Andrew W. Lo

Hedge Funds: A Dynamic Industry In Transition

w21328 Fernando Alvarez
Gadi Barlevy

Mandatory Disclosure and Financial Contagion

w21305 Florentin Butaru
QingQing Chen
Brian Clark
Sanmay Das
Andrew W. Lo
Akhtar Siddique

Risk and Risk Management in the Credit Card Industry

w21276 Jeffrey R. Brown
George G. Pennacchi

Discounting Pension Liabilities: Funding versus Value

w21267 Andrew W. Lo
The Gordon Gekko Effect: The Role of Culture in the Financial Industry

w21261 Fernando Ferreira
Joseph Gyourko

A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012

w21258 Robert C. Merton
Richard T. Thakor

Customers and Investors: A Framework for Understanding Financial Institutions

w21203 Atif Mian
Amir Sufi

Household Debt and Defaults from 2000 to 2010: Facts from Credit Bureau Data

w21039 Alan M. Taylor
Credit, Financial Stability, and the Macroeconomy

w20991 Marina Druz
Alexander F. Wagner
Richard J. Zeckhauser

Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls

w20968 Denis Gromb
Dimitri Vayanos

The Dynamics of Financially Constrained Arbitrage

w20963 Stefano Giglio
Bryan T. Kelly
Seth Pruitt

Systemic Risk and the Macroeconomy: An Empirical Evaluation

w20863 Ross Levine
Chen Lin
Wensi Xie

Spare Tire? Stock Markets, Banking Crises, and Economic Recoveries


Generated Sat Jul 23 00:00:37 2016

 
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