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NBER Papers on Working Group on Risks of Financial Institutions

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2020
w26773 Todd M. Hazelkorn
Tobias J. Moskowitz
Kaushik Vasudevan

Beyond Basis Basics: Leverage Demand and Deviations from the Law of One Price
w26739 Adair Morse
Karen Pence

Technological Innovation and Discrimination in Household Finance
w26714 Murillo Campello
Gustavo S. Cortes
Fabricio d'Almeida
Gaurav Kankanhalli

Global Effects of the Brexit Referendum: Evidence from US Corporations
w26710 Christoffer Koch
Gary Richardson
Patrick Van Horn

Countercyclical Capital Buffers: A Cautionary Tale
w26701 Marco Cipriani
Ana Fostel
Daniel Houser

Leverage and Asset Prices: An Experiment.
w26689 Anil K. Kashyap
Dimitrios P. Tsomocos
Alexandros P. Vardoulakis

Optimal Bank Regulation In the Presence of Credit and Run-Risk
w26671 Cristina Arellano
Yan Bai
Gabriel P. Mihalache

Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)
2019
w26564 Viral V. Acharya
Nirupama Kulkarni

Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market
w26558 Alessandro Rebucci
Chang Ma

Capital Controls: A Survey of the New Literature
w26479 Viral V. Acharya
Björn Imbierowicz
Sascha Steffen
Daniel Teichmann

Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?
w26471 Viral V. Acharya
Guillaume Plantin

Monetary Easing, Leveraged Payouts and Lack of Investment
w26469 Marco Cipriani
Ana Fostel
Daniel Houser

Endogenous Leverage and Default in the Laboratory
w26458 Sergey Chernenko
Isil Erel
Robert Prilmeier

Nonbank Lending
w26447 Bilge Erten
Anton Korinek
José Antonio Ocampo

Capital Controls: Theory and Evidence
w26429 Patrick Augustin
Mikhail Chernov
Lukas Schmid
Dongho Song

Benchmark Interest Rates When the Government is Risky
w26423 Huaizhi Chen
Lauren Cohen
Umit Gurun

Don't Take Their Word For It: The Misclassification of Bond Mutual Funds
w26397 Gianluca Benigno
Huigang Chen
Christopher Otrok
Alessandro Rebucci
Eric R. Young

Optimal Policy for Macro-Financial Stability
w26369 Valentin Haddad
David A. Sraer

The Banking View of Bond Risk Premia
w26344 Charles W. Calomiris
Yehuda Izhakian
Jaime F. Zender

Underwriter Certification, Issuer-Underwriter Matching, and SEO Performance
w26337 Guillermo Ordoñez
Facundo Piguillem

Retirement in the Shadow (Banking)
w26300 Markus K. Brunnermeier
Harold James
Jean-Pierre Landau

The Digitalization of Money
w26298 Jason R. Donaldson
Giorgia Piacentino

Money Runs
w26229 Markus K. Brunnermeier
Ricardo Reis

A Crash Course on the Euro Crisis
w26219 Max Raskin
Fahad Saleh
David Yermack

How Do Private Digital Currencies Affect Government Policy?
w26183 Stefan Gissler
Rodney Ramcharan
Edison Yu

The Effects of Competition in Consumer Credit Market
w26163 Lei Li
Elena Loutskina
Philip E. Strahan

Deposit Market Power, Funding Stability and Long-Term Credit
w26138 Jules H. van Binsbergen
William F. Diamond
Marco Grotteria

Risk-Free Interest Rates
w26102 Moritz Lenel
Monika Piazzesi
Martin Schneider

The Short Rate Disconnect in a Monetary Economy
w26074 Tri Vi Dang
Gary B. Gorton
Bengt R. Holmstrom

The Information View of Financial Crises
w26049 Jonas Heipertz
Amine Ouazad
Romain Rancière

The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach
w26031 Ricardo J. Caballero
Gunes Kamber

On the Global Impact of Risk-off Shocks and Policy-put Frameworks
w26009 Wenxin Du
Benjamin M. Hébert
Amy Wang Huber

Are Intermediary Constraints Priced?
w25995 Jennie Bai
Turan G. Bali
Quan Wen

In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market
w25977 Ricardo J. Caballero
Alp Simsek

Prudential Monetary Policy
w25946 Jason Roderick Donaldson
Giorgia Piacentino
Anjan Thakor

Intermediation Variety
w25943 Robert Bartlett
Adair Morse
Richard Stanton
Nancy Wallace

Consumer-Lending Discrimination in the FinTech Era
w25891 Gary B. Gorton
The Regulation of Private Money
w25887 Jérôme Dugast
Semih Üslü
Pierre-Olivier Weill

A Theory of Participation in OTC and Centralized Markets
w25877 Markus K. Brunnermeier
Dirk Niepelt

On the Equivalence of Private and Public Money
w25807 Stefan Nagel
Amiyatosh Purnanandam

Bank Risk Dynamics and Distance to Default
w25795 Haoyu Gao
Hong Ru
Robert Townsend
Xiaoguang Yang

Rise of Bank Competition: Evidence from Banking Deregulation in China
w25774 Lubos Pastor
Robert F. Stambaugh

Liquidity Risk After 20 Years
w25744 Stefano Giglio
Matteo Maggiori
Johannes Stroebel
Stephen Utkus

Five Facts about Beliefs and Portfolios
w25718 Paul D. Adams
Stefan Hunt
Christopher Palmer
Redis Zaliauskas

Testing the Effectiveness of Consumer Financial Disclosure: Experimental Evidence from Savings Accounts
w25698 Adriano A. Rampini
S. Viswanathan
Guillaume Vuillemey

Risk Management in Financial Institutions
w25686 Richard B. Berner
Stephen G. Cecchetti
Kermit L. Schoenholtz

Stress Testing Networks: The Case of Central Counterparties
w25592 Lin William Cong
Zhiguo He
Jiasun Li

Decentralized Mining in Centralized Pools
w25549 Marlene Amstad
Zhiguo He

Chinese Bond Market and Interbank Market
w25469 Emmanuel Farhi
Matteo Maggiori

China vs. U.S.: IMS Meets IPS
w25458 Laura Alfaro
Manuel García-Santana
Enrique Moral-Benito

On the Direct and Indirect Real Effects of Credit Supply Shocks
w25424 Dean Corbae
Pablo D'Erasmo

Capital Requirements in a Quantitative Model of Banking Industry Dynamics

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Generated on Mon Feb 24 00:00:10 2020

 
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