NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Risks of Financial Institutions Archive


2006
w12597 James Poterba
Joshua Rauh
Steven Venti
David Wise

Defined Contribution Plans, Defined Benefit Plans, and the Accumulation of Retirement Wealth

w12446 David H. Krantz
Howard Kunreuther

Goals and Plans in Protective Decision Making

w12170 Edward J. Kane
Inadequacy of Nation-Based and VaR-Based Safety Nets in the European Union

w12138 Eugene N. White
Bubbles and Busts: The 1990s in the Mirror of the 1920s

w12136 Ricardo J. Caballero
Arvind Krishnamurthy

Flight to Quality and Collective Risk Management

w12075 Gary Gorton
Ping He
Lixin Huang

Asset Prices When Agents are Marked-to-Market

w12074 Kris James Mitchener
Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression


2005
w11861 Luca Benzoni
Pierre Collin-Dufresne
Robert S. Goldstein

Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options

w11860 Edward J. Kane
Can the European Community Afford to Neglect the Need for More Accountable Safety-Net Management?

w11741 Guenter Franke
Jan Pieter Krahnen

Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations

w11728 Raghuram G. Rajan
Has Financial Development Made the World Riskier?

w11722 Xavier Gabaix
Parameswaran Gopikrishnan
Vasiliki Plerou
H. Eugene Stanley

Institutional Investors and Stock Market Volatility

w11666 Loriana Pelizzon
Stephen Schaefer

Pillar 1 vs. Pillar 2 Under Risk Management

w11618 Ricardo J. Caballero
Arvind Krishnamurthy

Bubbles and Capital Flow Volatility: Causes and Risk Management

w11608 James O'Brien
Jeremy Berkowitz

Estimating Bank Trading Risk: A Factor Model Approach

w11493 M. Hashem Pesaran
Til Schuermann
Björn-Jakob Treutler

Global Business Cycles and Credit Risk

w11310 Robert J. Barro
Rare Events and the Equity Premium

w11037 Philippe Jorion
Bank Trading Risk and Systemic Risk


Generated Wed Nov 25 03:40:31 2009

 
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