NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Risks of Financial Institutions Working Group


2013
w19065 Nicole M. Aulerich
Scott H. Irwin
Philip Garcia

Bubbles, Food Prices, and Speculation: Evidence from the CFTC’s Daily Large Trader Data Files

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

w18965 Stuart A. Gabriel
Matthew E. Kahn
Ryan K. Vaughn

Congressional Influence as a Determinant of Subprime Lending

w18946 Martin Čihák
Asli Demirgüč-Kunt
Erik Feyen
Ross Levine

Financial Development in 205 Economies, 1960 to 2010

w18923 Anil K Kashyap
Natalia Kovrijnykh

Who Should Pay for Credit Ratings and How?

w18910 Umit G. Gurun
Gregor Matvos
Amit Seru

Advertising Expensive Mortgages

w18895 Kris James Mitchener
Gary Richardson

Does “Skin in the Game” Reduce Risk Taking? Leverage, Liability and the Long-Run Consequences of New Deal Banking Reforms

w18892 Viral V. Acharya
Heitor Almeida
Filippo Ippolito
Ander Perez

Credit Lines as Monitored Liquidity Insurance: Theory and Evidence

w18891 Viral V. Acharya
Marco Pagano
Paolo Volpin

Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent

w18890 Mary Amiti
David E. Weinstein

How Much do Bank Shocks Affect Investment? Evidence from Matched Bank-Firm Loan Data

w18857 Augustin Landier
David Sraer
David Thesmar

Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy

w18843 Tomasz Piskorski
Amit Seru
James Witkin

Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market

w18766 Jaromir Nosal
Guillermo Ordoñez

Uncertainty as Commitment

w18732 Gary B. Gorton
Guillermo Ordoñez

The Supply and Demand for Safe Assets

w18724 Robert L. McDonald
Measuring Margin

w18675 Olivier Jeanne
Anton Korinek

Macroprudential Regulation Versus Mopping Up After the Crash


2012
w18609 Sumit Agarwal
Efraim Benmelech
Nittai Bergman
Amit Seru

Did the Community Reinvestment Act (CRA) Lead to Risky Lending?

w18549 Tobias Adrian
Brian Begalle
Adam Copeland
Antoine Martin

Repo and Securities Lending

w18537 Robin Greenwood
Augustin Landier
David Thesmar

Vulnerable 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

w18455 Gary B. Gorton
Andrew Metrick

Who Ran on Repo?

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

w18398 Markus K. Brunnermeier
Martin Oehmke

Bubbles, Financial Crises, and Systemic Risk

w18397 Gary B. Gorton
Some Reflections on the Recent Financial Crisis

w18394 John Y. Campbell
Tarun Ramadorai
Benjamin Ranish

How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market

w18358 Michael J. Fishman
Jonathan A. Parker

Valuation, Adverse Selection, and Market Collapses

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

w18270 Craig B. Merrill
Taylor D. Nadauld
René M. Stulz
Shane Sherlund

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

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

w18241 Leonardo Bursztyn
Florian Ederer
Bruno Ferman
Noam Yuchtman

Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment

w18190 Andrew Caplin
Anna Cororaton
Joseph Tracy

Is the FHA Creating Sustainable Homeownership?

w18139 Daniel Berkowitz
Mark Hoekstra
Koen Schoors

Does Finance Cause Growth? Evidence from the Origins of Banking in Russia

w18112 Edward L. Glaeser
The Political Risks of Fighting Market Failures: Subversion, Populism and the Government Sponsored Enterprises

w18084 Torben G. Andersen
Tim Bollerslev
Peter F. Christoffersen
Francis X. Diebold

Financial Risk Measurement for Financial Risk Management

w17935 Zhiguo He
Wei Xiong

Debt Financing in Asset Markets

w17921 Ing-Haw Cheng
Andrei Kirilenko
Wei Xiong

Convective Risk Flows in Commodity Futures Markets

w17873 Nicola Cetorelli
Linda S. Goldberg

Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession

w17868 Charles W. Calomiris
Doron Nissim

Crisis-Related Shifts in the Market Valuation of Banking Activities

w17856 Jongha Lim
Bernadette A. Minton
Michael S. Weisbach

Equity-Holding Institutional Lenders: Do they Receive Better Terms?

w17854 Kay Giesecke
Francis A. Longstaff
Stephen Schaefer
Ilya Strebulaev

Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective

w17838 Viral V. Acharya
Nada Mora

Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis

w17822 Shekhar Aiyar
Charles W. Calomiris
Tomasz Wieladek

Does Macro-Pru Leak? Evidence from a UK Policy Experiment

w17771 Gary B. Gorton
Guillermo Ordonez

Collateral Crises

w17768 Arvind Krishnamurthy
Stefan Nagel
Dmitry Orlov

Sizing Up Repo

w17736 Sumit Agarwal
David Lucca
Amit Seru
Francesco Trebbi

Inconsistent Regulators: Evidence From Banking


Generated Wed Jun 19 00:01:13 2013

 
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