NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Risks of Financial Institutions Working Group


2015
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


2014
w20803 Markus K. Brunnermeier
Yuliy Sannikov

International Credit Flows and Pecuniary Externalities

w20777 Sergey Chernenko
Samuel G. Hanson
Adi Sunderam

The Rise and Fall of Demand for Securitizations

w20776 Christopher L. Culp
Yoshio Nozawa
Pietro Veronesi

Option-Based Credit Spreads

w20758 Martin Goetz
Luc Laeven
Ross Levine

Does the Geographic Expansion of Bank Assets Reduce Risk?

w20703 Frédéric Boissay
Russell Cooper

The Collateral Trap

w20691 Markus K. Brunnermeier
Alp Simsek
Wei Xiong

A Welfare Criterion for Models with Distorted Beliefs

w20660 Benjamin Chabot
Eric Ghysels
Ravi Jagannathan

Momentum Trading, Return Chasing, and Predictable Crashes

w20638 Hui Chen
Rui Cui
Zhiguo He
Konstantin Milbradt

Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle

w20608 Benjamin Lester
Guillaume Rocheteau
Pierre-Olivier Weill

Competing for Order Flow in OTC Markets

w20490 Javier Bianchi
Saki Bigio

Banks, Liquidity Management and Monetary Policy

w20480 Andrea M. Buffa
Dimitri Vayanos
Paul Woolley

Asset Management Contracts and Equilibrium Prices

w20468 Matthias Efing
Harald Hau
Patrick Kampkötter
Johannes Steinbrecher

Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks

w20459 Asaf Bernstein
Eric Hughson
Marc D. Weidenmier

Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse

w20416 Andrew G. Atkeson
Andrea L. Eisfeldt
Pierre-Olivier Weill

Entry and Exit in OTC Derivatives Markets

w20410 Joao Granja
Gregor Matvos
Amit Seru

Selling Failed Banks

w20353 Joanne W. Hsu
David A. Matsa
Brian T. Melzer

Positive Externalities of Social Insurance: Unemployment Insurance and Consumer Credit

w20345 Alberto Bisin
Piero Gottardi
Guido Ruta

Equilibrium Corporate Finance and Intermediation

w20335 Alan Moreira
Alexi Savov

The Macroeconomics of Shadow Banking

w20286 Claudia M. Buch
Linda S. Goldberg

International Banking and Liquidity Risk Transmission: Lessons from Across Countries

w20275 Weerachart T. Kilenthong
Robert M. Townsend

A Market Based Solution to Price Externalities: A Generalized Framework

w20255 Tri Vi Dang
Gary Gorton
Bengt Holmström
Guillermo Ordonez

Banks as Secret Keepers

w20254 Efraim Benmelech
Nittai Bergman
Anna Milanez
Vladimir Mukharlyamov

The Agglomeration of Bankruptcy

w20152 Atif Mian
Amir Sufi

House Price Gains and U.S. Household Spending from 2002 to 2006

w20124 Raimond Maurer
Olivia S. Mitchell
Ralph Rogalla
Ivonne Siegelin

Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities

w20086 Robert Townsend
Weerachart Kilenthong

Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities

w20083 Pierre-Cyrille Hautcoeur
Angelo Riva
Eugene N. White

Floating a "Lifeboat": The Banque de France and the Crisis of 1889

w20027 Gary B. Gorton
Andrew Metrick
Lei Xie

The Flight from Maturity

w19931 Péter Kondor
Dimitri Vayanos

Liquidity Risk and the Dynamics of Arbitrage Capital

w19890 Darrell Duffie
Martin Scheicher
Guillaume Vuillemey

Central Clearing and Collateral Demand

w19854 Xavier Gabaix
Matteo Maggiori

International Liquidity and Exchange Rate Dynamics

w19806 Charles W. Calomiris
Mark Carlson

Corporate Governance and Risk Management at Unprotected Banks: National Banks in the 1890s


Generated Tue Jul 28 00:00:22 2015

 
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