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Markus K. Brunnermeier

Personal Details

First Name:Markus
Middle Name:K.
Last Name:Brunnermeier
Suffix:
RePEc Short-ID:pbr31
[This author has chosen not to make the email address public]
http://scholar.princeton.edu/markus
Department of Economics, Bendheim Center for Finance, Princeton University, Julis-Romo-Rabinowitz Building, Princeton, NJ 08544 USA
Twitter: @markuseconomist
Terminal Degree:1999 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

(96%) Department of Economics
Princeton University

Princeton, New Jersey (United States)
https://economics.princeton.edu/
RePEc:edi:deprius (more details at EDIRC)

(1%) Bendheim Center for Finance
Department of Economics
Princeton University

Princeton, New Jersey (United States)
http://www.princeton.edu/~bcf/
RePEc:edi:bcprius (more details at EDIRC)

(1%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(1%) CESifo

München, Germany
https://www.cesifo.org/
RePEc:edi:cesifde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2024. "Systemic Risk Measures: Taking Stock from 1927 to 2023," NBER Working Papers 33211, National Bureau of Economic Research, Inc.
  2. Markus K. Brunnermeier & Sergio A. Correia & Stephan Luck & Emil Verner & Tom Zimmermann, 2023. "Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation," Liberty Street Economics 20230713, Federal Reserve Bank of New York.
  3. Brunnermeier, Markus & Limodio, Nicola & Spadavecchia, Lorenzo, 2023. "Mobile Money, Interoperability and Financial Inclusion," CEPR Discussion Papers 18124, C.E.P.R. Discussion Papers.
  4. Markus K. Brunnermeier & Sergio A. Correia & Stephan Luck & Emil Verner & Tom Zimmermann, 2023. "The Debt-Inflation Channel of the German Hyperinflation," NBER Working Papers 31298, National Bureau of Economic Research, Inc.
  5. Markus K. Brunnermeier & Jonathan Payne, 2023. "Strategic Money and Credit Ledgers," NBER Working Papers 31561, National Bureau of Economic Research, Inc.
  6. Markus Brunnermeier & Jonathan Payne, 2022. "Platforms, Tokens, and Interoperability," Working Papers 2022-8, Princeton University. Economics Department..
  7. Joseph Abadi & Markus K. Brunnermeier & Yann Koby, 2022. "The Reversal Interest Rate," Working Papers 22-28, Federal Reserve Bank of Philadelphia.
  8. Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "How (Un-)Informed Are Depositors in a Banking Panic? A Lesson from History," Liberty Street Economics 20220217, Federal Reserve Bank of New York.
  9. Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
  10. Markus Brunnermeier & Harold James & Jean-Pierre Landau, 2021. "The digitalization of money," BIS Working Papers 941, Bank for International Settlements.
  11. Markus K. Brunnermeier & Sebastian, Sannikov, Yuliy Merkel & Sebastian Merkel, 2021. "Debt as Safe Asset," CESifo Working Paper Series 9500, CESifo.
  12. Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China's Model of Managing the Financial System," NBER Working Papers 27171, National Bureau of Economic Research, Inc.
  13. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
  14. Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2020. "The Fiscal Theory of the Price Level with a Bubble," CESifo Working Paper Series 8278, CESifo.
  15. Brunnermeier, Markus & Krishnamurthy, Arvind, 2020. "Corporate Debt Overhang and Credit Policy," Research Papers 3876, Stanford University, Graduate School of Business.
  16. Reis, Ricardo & Boon, Gert-Jan & Brunnermeier, Markus & Eidenmüller, Horst & Gurrea-Martínez, Aurelio & Enriques, Luca & Judge, Kathryn & Landau, Jean-Pierre & Pagano, Marco & van Zwieten, Kristin, 2020. "The Covid-19 pandemic and business law: a series of posts from the Oxford business law blog," LSE Research Online Documents on Economics 104548, London School of Economics and Political Science, LSE Library.
  17. Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2020. "A Safe Asset Perspective for an Integrated Policy Framework," Working Papers 2020-58, Princeton University. Economics Department..
  18. Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020. "Inverse Selection," Working Papers 2020-50, Princeton University. Economics Department..
  19. Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China’s Model of Managing the Financial System," Working Papers 2020-45, Princeton University. Economics Department..
  20. Markus K. Brunnermeier & Yuliy Sannikov, 2019. "International Monetary Theory: A Risk Perspective," Working Papers 2019-20, Princeton University. Economics Department..
  21. Markus Brunnermeier & Simon Rother & Isabel Schnabel, 2019. "Asset Price Bubbles and Systemic Risk," CRC TR 224 Discussion Paper Series crctr224_2019_095, University of Bonn and University of Mannheim, Germany.
  22. Markus K. Bunnermeier & Ricardo Reis, 2019. "A Crash Course on the Euro Crisis," Discussion Papers 1915, Centre for Macroeconomics (CFM).
  23. Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," CESifo Working Paper Series 7741, CESifo.
  24. Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
  25. Markus Brunnermeier & Oleg Itskhoki & Pierre-Olivier Gourinchas, 2018. "Consumption-led Growth," 2018 Meeting Papers 198, Society for Economic Dynamics.
  26. Brunnermeier, Markus & Huang, Lunyang, 2018. "A Global Safe Asset for and from Emerging Market Economies," CEPR Discussion Papers 13387, C.E.P.R. Discussion Papers.
  27. Brunnermeier, Markus & Abadi, Joseph, 2018. "Blockchain Economics," CEPR Discussion Papers 13420, C.E.P.R. Discussion Papers.
  28. Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," NBER Working Papers 23194, National Bureau of Economic Research, Inc.
  29. Brunnermeier, Markus & Sannikov, Yuliy, 2016. "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers 11329, C.E.P.R. Discussion Papers.
  30. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies: Safety in the tranches," Discussion Papers 1627, Centre for Macroeconomics (CFM).
    • Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
  31. Brunnermeier, Markus & Sannikov, Yuliy, 2016. "The I Theory of Money," CEPR Discussion Papers 11444, C.E.P.R. Discussion Papers.
  32. Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers dp1414, Centre for Economic Performance, LSE.
  33. Markus K. Brunnermeier & Yuliy Sannikov, 2016. "On the Optimal Inflation Rate," NBER Working Papers 22133, National Bureau of Economic Research, Inc.
  34. Brunnermeier, Markus & James, Harold & Landau, Jean-Pierre, 2016. "The Euro and the Battle of Ideas," VfS Annual Conference 2016 (Augsburg): Demographic Change 145852, Verein für Socialpolitik / German Economic Association.
  35. Brunnermeier, Markus & Schnabel, Isabel, 2015. "Bubbles and Central Banks: Historical Perspectives," CEPR Discussion Papers 10528, C.E.P.R. Discussion Papers.
  36. Markus Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series 5170, CESifo.
  37. Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers 20691, National Bureau of Economic Research, Inc.
  38. Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014. "Is Europe Overbanked?," Report of the Advisory Scientific Committee 4, European Systemic Risk Board.
  39. Brunnermeier, Markus K. & Oehmke, Martin, 2014. "Predatory short selling," LSE Research Online Documents on Economics 84517, London School of Economics and Political Science, LSE Library.
  40. Markus Brunnermeier, 2014. "Pecuniary Externalities and Capital Controls," 2014 Meeting Papers 1416, Society for Economic Dynamics.
  41. Markus Brunnermeier & Laurent Clerc & Yanis El Omari & Silvia Gabrieli & Steffen Kern & Christoph Memmel & Tuomas Peltonen & Natalia Podlich & Martin Scheicher & Guillaume Vuillemey, 2013. "Assessing contagion risks from the CDS market," ESRB Occasional Paper Series 04, European Systemic Risk Board.
  42. André Sapir & Martin F. Hellwig & Marco Pagano & Viral V. Acharya & Leszek Balcerowicz & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Ieke van den Burg & Charles Calomiris & Daniel Gros & Da, 2013. "The consequences of the single supervisory mechanism for Europe's macro-prudential policy framework," Report of the Advisory Scientific Committee 3, European Systemic Risk Board.
  43. Hellwig, Martin F. & Sapir, André & Pagano, Marco & Acharya, Viral & Balcerowicz, Leszek & Boot, Arnoud & Brunnermeier, Markus K. & Buch, Claudia M. & van den Burg, Ieke & Calomiris, Charles & Gros, D, 2012. "Forbearance, resolution and deposit insurance," Report of the Advisory Scientific Committee 1, European Systemic Risk Board.
  44. Markus K. Brunnermeier & Yuliy Sannikov, 2012. "A macroeconomic model with a financial sector," Working Paper Research 236, National Bank of Belgium.
  45. Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
  46. Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," Levine's Working Paper Archive 786969000000000384, David K. Levine.
  47. Brunnermeier, Markus & De Gregorio, José & Eichengreen, Barry & El-Erian, Mohamed & Fraga, Arminio & Ito, Takatoshi & Lane, Philip R. & Pisani-Ferry, Jean & Prasad, Eswar & Rajan, Raghuram & Ramos, Ma, 2012. "Banks and cross-border capital flows: challenges and regulatory responses," LSE Research Online Documents on Economics 102439, London School of Economics and Political Science, LSE Library.
  48. Markus K. Brunnermeier & Martin Oehmke, 2010. "The Maturity Rat Race," NBER Working Papers 16607, National Bureau of Economic Research, Inc.
  49. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
  50. Sanjeev Arora & Boaz Barak & Markus Brunnermeier & Rong Ge, 2009. "Computational Complexity and Information Asymmetry in Financial Products," Working Papers 2009-1, Princeton University. Economics Department..
  51. Markus K. Brunnermeier & Filippos Papakonstantinou & Jonathan A. Parker, 2008. "An Economic Model of the Planning Fallacy," NBER Working Papers 14228, National Bureau of Economic Research, Inc.
  52. Patrick Bolton & Markus K. Brunnermeier & Laura Veldkamp, 2008. "Leadership, Coordination and Mission-Driven Management," NBER Working Papers 14339, National Bureau of Economic Research, Inc.
  53. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
  54. Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
    • Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
  55. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
  56. Gollier, Christian & Brunnermeier, Markus & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
  57. Brunnermeier, Markus & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
  58. Brunnermeier, Markus & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
  59. Markus K. Brunnermeier & Stefan Nagel, 2006. "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation," NBER Working Papers 12809, National Bureau of Economic Research, Inc.
  60. Brunnermeier, Markus K & Morgan, John, 2006. "Clock Games: Theory and Experiments," Competition Policy Center, Working Paper Series qt9c11m09n, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
  61. Brunnermeier, Markus & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
  62. Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
  63. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Bubbles and crashes," LSE Research Online Documents on Economics 24905, London School of Economics and Political Science, LSE Library.
  64. Brunnermeier, Markus & Grafe, Clemens, 1999. "Contrasting different forms of price stickiness: an analysis of exchange rate overshooting and the beggar thy neighbour policy," LSE Research Online Documents on Economics 119119, London School of Economics and Political Science, LSE Library.
  65. Brunnermeier, Markus, 1998. "Buy on rumours - sell on news: a manipulative trading strategy," LSE Research Online Documents on Economics 119135, London School of Economics and Political Science, LSE Library.
  66. Huddart, Steven & Hughes, John & Brunnermeier, Markus, 1998. "Disclosure requirements and stock exchange listing choice in an international context," LSE Research Online Documents on Economics 119158, London School of Economics and Political Science, LSE Library.
  67. Markus K Brunnermeier, 1997. "On Bounded Rationality and Risk Aversion," FMG Discussion Papers dp255, Financial Markets Group.
  68. Markus K Brunnermeier, 1997. "Prices, Price Processes, Volume and Their Information: A Literature Survey," FMG Discussion Papers dp270, Financial Markets Group.
    repec:pri:econom:2021-5 is not listed on IDEAS

Articles

  1. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
  2. Markus K Brunnermeier & Michael Sockin & Wei Xiong, 2022. "China’s Model of Managing the Financial System," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3115-3153.
  3. Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021. "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, vol. 111(6), pages 1845-1879, June.
  4. Markus Brunnermeier & Emmanuel Farhi & Ralph S J Koijen & Arvind Krishnamurthy & Sydney C Ludvigson & Hanno Lustig & Stefan Nagel & Monika Piazzesi, 2021. "Review Article: Perspectives on the Future of Asset Pricing [Do survey expectations of stock returns reflect risk-adjustments?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2126-2160.
  5. Markus Brunnermeier & Arvind Krishnamurthy, 2020. "The Macroeconomics of Corporate Debt," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 656-665.
  6. Markus K Brunnermeier & Gang Nathan Dong & Darius Palia, 2020. "Banks’ Noninterest Income and Systemic Risk [A theory of systemic risk and design of prudential bank regulation]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(2), pages 229-255.
  7. Markus Brunnermeier & Simon Rother & Isabel Schnabel & Itay Goldstein, 2020. "Asset Price Bubbles and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 33(9), pages 4272-4317.
  8. Markus K. Brunnermeier & Patrick Cheridito, 2019. "Measuring and Allocating Systemic Risk," Risks, MDPI, vol. 7(2), pages 1-19, April.
  9. Brunnermeier, Markus K. & Niepelt, Dirk, 2019. "On the equivalence of private and public money," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 27-41.
  10. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
  11. Markus K. Brunnermeier & Filippos Papakonstantinou & Jonathan A. Parker, 2017. "Optimal Time-Inconsistent Beliefs: Misplanning, Procrastination, and Commitment," Management Science, INFORMS, vol. 63(5), pages 1318-1340, May.
  12. Markus Brunnermeier, 2017. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 92-99.
  13. Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," American Economic Review, American Economic Association, vol. 107(5), pages 608-613, May.
  14. Markus K. Brunnermeier & Yuliy Sannikov, 2016. "On the Optimal Inflation Rate," American Economic Review, American Economic Association, vol. 106(5), pages 484-489, May.
  15. Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," American Economic Review, American Economic Association, vol. 106(5), pages 508-512, May.
  16. Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
    • Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
  17. Markus K. Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
  18. Markus K. Brunnermeier & Yuliy Sannikov, 2014. "A Macroeconomic Model with a Financial Sector," American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
  19. Markus K. Brunnermeier & Martin Oehmke, 2014. "Predatory Short Selling," Review of Finance, European Finance Association, vol. 18(6), pages 2153-2195.
  20. Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1753-1797.
  21. Brunnermeier Markus K., 2014. "„Das letzte Kapitel ist noch nicht geschrieben“: Ein Gespräch mit Markus K. Brunnermeier, Princeton University, über die Lehren aus der Finanzkrise und der Großen Rezession," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(3), pages 234-245, October.
  22. Markus K. Brunnermeier & Martin Oehmke, 2013. "The Maturity Rat Race," Journal of Finance, American Finance Association, vol. 68(2), pages 483-521, April.
  23. Markus K. Brunnermeier & Laura Veldkamp, 2013. "Leadership, Coordination, and Corporate Culture," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 512-537.
  24. Brunnermeier, M. & Clerc, L. & Scheicher, M., 2013. "Assessing contagion risks in the CDS market," Financial Stability Review, Banque de France, issue 17, pages 123-134, April.
  25. Markus K. Brunnermeier & Yuliy Sannikov, 2012. "Redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 331-384.
  26. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2012. "Risk Topography," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 149-176.
  27. Brunnermeier, Markus K. & Morgan, John, 2010. "Clock games: Theory and experiments," Games and Economic Behavior, Elsevier, vol. 68(2), pages 532-550, March.
  28. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
  29. Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
  30. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
  31. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  32. Markus K. Brunnermeier & Stefan Nagel, 2008. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals," American Economic Review, American Economic Association, vol. 98(3), pages 713-736, June.
  33. Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
  34. Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
  35. Markus K. Brunnermeier, 2005. "Information Leakage and Market Efficiency," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 417-457.
  36. Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
  37. Markus K. Brunnermeier, 2004. "Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory," Journal of the European Economic Association, MIT Press, vol. 2(1), pages 98-114, March.
  38. Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
  39. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
  40. Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999. "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 237-269, January.

Chapters

  1. Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021. "A Safe-Asset Perspective for an Integrated Policy Framework," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 8, pages 302-332, World Scientific Publishing Co. Pte. Ltd..
  2. Markus Brunnermeier & Dirk Niepelt, 2020. "Digital Money: Private versus Public," World Scientific Book Chapters, in: Bernard Yeung (ed.), DIGITAL CURRENCY ECONOMICS AND POLICY, chapter 6, pages 43-50, World Scientific Publishing Co. Pte. Ltd..
  3. Randall Morck, 2020. "Comments on “From Commodity to Fiat and Now to Crypto: What Does History Tell Us?” — Back to the Future with Cryptocurrencies," World Scientific Book Chapters, in: Bernard Yeung (ed.), DIGITAL CURRENCY ECONOMICS AND POLICY, chapter 5, pages 40-42, World Scientific Publishing Co. Pte. Ltd..
  4. Álvaro Aguirre & Markus Brunnermeier & Diego Saravia, 2019. "Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications – An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 1, pages 001-011, Central Bank of Chile.
  5. Markus K. Brunnermeier & Lunyang Huang, 2019. "A Global Safe Asset for and from Emerging Market Economies," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 5, pages 111-167, Central Bank of Chile.
  6. Markus Brunnermeier, 2018. "The Euro Crisis," Book Chapters, in: Michael D. Bordo & John H. Cochrane (ed.), The Structural Foundations of Monetary Policy, chapter 7, Hoover Institution, Stanford University.
  7. Markus K. Brunnermeier, 2016. "Comment on "The Analytics of the Greek Crisis"," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 92-99, National Bureau of Economic Research, Inc.
  8. Brunnermeier, M.K. & Sannikov, Y., 2016. "Macro, Money, and Finance," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1497-1545, Elsevier.
  9. Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2016. "Introduction," Introductory Chapters, in: The Euro and the Battle of Ideas, Princeton University Press.
  10. Gang Liu, 2014. "Measuring the Stock of Human Capital for International and Intertemporal Comparisons," NBER Chapters, in: Measuring Economic Sustainability and Progress, pages 493-544, National Bureau of Economic Research, Inc.
  11. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  12. Markus Brunnermeier & Arvind Krishnamurthy, 2013. "Introduction to "Risk Topography: Systemic Risk and Macro Modeling"," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 1-12, National Bureau of Economic Research, Inc.
  13. Markus K. Brunnermeier & Yuliy Sannikov, 2013. "International Credit Flows and Pecuniary Externalities," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
  14. Markus Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2013. "Liquidity Mismatch Measurement," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 99-112, National Bureau of Economic Research, Inc.
  15. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2011. "Risk Topography," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 149-176, National Bureau of Economic Research, Inc.
  16. Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen, 2011. "Hedge Fund Tail Risk," NBER Chapters, in: Quantifying Systemic Risk, pages 155-172, National Bureau of Economic Research, Inc.
  17. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347, National Bureau of Economic Research, Inc.

Books

  1. Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2016. "The Euro and the Battle of Ideas," Economics Books, Princeton University Press, edition 1, number 10828.
  2. Markus Brunnermeier & Arvind Krishnamurthy, 2014. "Risk Topography: Systemic Risk and Macro Modeling," NBER Books, National Bureau of Economic Research, Inc, number brun11-1.
  3. Brunnermeier, Markus & Krishnamurthy, Arvind (ed.), 2014. "Risk Topography," National Bureau of Economic Research Books, University of Chicago Press, number 9780226077734, August.
  4. Brunnermeier, Markus K., 2001. "Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding," OUP Catalogue, Oxford University Press, number 9780198296980.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Euclidian citation score
  35. Closeness measure in co-authorship network
  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 99 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (46) 2005-02-13 2007-01-13 2007-03-24 2008-08-21 2008-11-11 2009-01-03 2012-03-14 2012-06-13 2012-10-20 2013-04-13 2013-12-29 2014-11-17 2015-04-11 2016-03-29 2016-04-09 2016-06-18 2016-07-02 2016-08-28 2016-08-28 2016-10-09 2016-10-09 2017-02-12 2017-03-05 2017-10-29 2018-04-30 2019-01-07 2019-01-21 2019-05-06 2019-06-10 2019-06-10 2019-07-08 2019-07-15 2019-08-12 2019-09-16 2019-10-07 2019-10-14 2020-01-13 2020-05-25 2020-06-29 2020-07-13 2021-05-24 2022-02-07 2022-03-21 2022-03-28 2022-06-13 2023-05-22. Author is listed
  2. NEP-MON: Monetary Economics (33) 2007-03-24 2012-06-13 2013-12-29 2014-11-17 2015-04-11 2016-04-09 2016-06-18 2016-07-02 2016-08-28 2016-10-09 2019-01-07 2019-06-10 2019-06-17 2019-07-08 2019-07-15 2019-08-12 2019-09-16 2019-10-07 2020-05-25 2020-06-29 2021-05-24 2022-03-07 2022-03-21 2022-03-21 2022-03-28 2022-04-11 2022-10-31 2023-05-15 2023-05-22 2023-07-17 2023-08-14 2023-09-18 2023-10-23. Author is listed
  3. NEP-BAN: Banking (20) 2011-10-15 2012-06-13 2012-09-22 2012-10-20 2013-04-13 2013-10-18 2016-02-04 2016-08-28 2019-01-07 2019-07-08 2020-11-09 2022-03-14 2022-03-21 2022-03-21 2022-04-11 2023-05-15 2023-07-17 2023-08-14 2023-09-18 2023-10-23. Author is listed
  4. NEP-CBA: Central Banking (17) 2007-01-13 2008-08-21 2008-11-11 2011-10-15 2012-09-22 2014-11-17 2015-04-11 2016-04-09 2016-10-09 2019-01-07 2019-06-10 2019-07-08 2019-10-07 2020-01-13 2020-06-29 2022-03-21 2023-05-22. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (16) 2012-03-14 2012-06-13 2012-10-20 2013-04-13 2013-12-29 2015-01-19 2015-02-11 2016-04-09 2016-08-28 2016-10-09 2018-01-22 2018-08-20 2019-01-07 2019-06-17 2019-07-08 2023-05-22. Author is listed
  6. NEP-PAY: Payment Systems and Financial Technology (15) 2016-08-28 2019-01-07 2019-03-04 2019-06-10 2019-06-17 2019-06-17 2019-07-15 2019-08-12 2019-10-07 2021-05-24 2022-09-12 2023-05-15 2023-05-29 2023-09-18 2023-10-23. Author is listed
  7. NEP-HIS: Business, Economic and Financial History (13) 2012-09-22 2014-11-17 2015-04-11 2017-02-12 2019-06-10 2021-08-09 2022-03-07 2022-03-14 2022-03-21 2022-04-11 2022-10-31 2023-07-17 2023-08-14. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (11) 2015-01-19 2015-02-11 2015-04-11 2016-02-04 2016-03-29 2016-05-14 2016-06-18 2017-02-12 2018-08-20 2019-01-07 2022-03-21. Author is listed
  9. NEP-RMG: Risk Management (10) 2007-03-24 2008-11-04 2009-02-22 2011-10-15 2012-09-22 2017-10-29 2019-05-06 2019-06-10 2022-02-07 2022-03-21. Author is listed
  10. NEP-IFN: International Finance (9) 2008-11-11 2015-01-19 2015-02-11 2015-04-11 2019-01-07 2019-01-21 2020-06-22 2022-03-21 2022-03-28. Author is listed
  11. NEP-CFN: Corporate Finance (8) 2004-08-16 2007-03-03 2007-03-24 2009-02-22 2015-04-11 2017-10-29 2019-06-10 2020-11-09. Author is listed
  12. NEP-FDG: Financial Development and Growth (8) 2019-09-09 2020-01-13 2021-08-09 2022-03-28 2023-05-15 2023-05-22 2023-07-17 2023-09-18. Author is listed
  13. NEP-IAS: Insurance Economics (6) 2021-08-09 2022-03-07 2022-03-14 2022-03-21 2022-03-28 2022-04-11. Author is listed
  14. NEP-CWA: Central and Western Asia (5) 2021-05-24 2022-03-07 2022-03-21 2022-03-28 2022-03-28. Author is listed
  15. NEP-FMK: Financial Markets (5) 2002-04-25 2005-02-13 2017-10-29 2019-05-06 2022-03-07. Author is listed
  16. NEP-EEC: European Economics (4) 2016-02-04 2016-09-25 2017-02-12 2019-09-09
  17. NEP-MIC: Microeconomics (4) 2019-01-07 2019-03-04 2022-03-28 2023-09-18
  18. NEP-CNA: China (3) 2017-03-05 2020-06-22 2022-03-28
  19. NEP-FIN: Finance (3) 2004-09-30 2005-02-13 2005-02-13
  20. NEP-FLE: Financial Literacy and Education (3) 2022-09-12 2023-05-15 2023-10-23
  21. NEP-MST: Market Microstructure (3) 2007-03-03 2007-03-24 2008-11-11
  22. NEP-PKE: Post Keynesian Economics (3) 2014-11-17 2015-04-11 2016-05-08
  23. NEP-REG: Regulation (3) 2022-09-12 2023-09-18 2023-10-23
  24. NEP-BEC: Business Economics (2) 2008-09-20 2009-02-22
  25. NEP-CMP: Computational Economics (2) 2016-10-09 2022-03-28
  26. NEP-COM: Industrial Competition (2) 2023-05-15 2023-09-18
  27. NEP-DES: Economic Design (2) 2022-03-28 2023-05-29
  28. NEP-EVO: Evolutionary Economics (2) 2004-09-30 2005-02-13
  29. NEP-MFD: Microfinance (2) 2023-05-15 2023-10-23
  30. NEP-BIG: Big Data (1) 2022-03-28
  31. NEP-CBE: Cognitive and Behavioural Economics (1) 2008-08-21
  32. NEP-CTA: Contract Theory and Applications (1) 2015-01-19
  33. NEP-ETS: Econometric Time Series (1) 2011-10-15
  34. NEP-EXP: Experimental Economics (1) 2004-09-05
  35. NEP-FOR: Forecasting (1) 2011-10-15
  36. NEP-GEO: Economic Geography (1) 2007-03-24
  37. NEP-GER: German Papers (1) 2016-07-16
  38. NEP-HPE: History and Philosophy of Economics (1) 2016-08-28
  39. NEP-INO: Innovation (1) 2018-08-20
  40. NEP-ISF: Islamic Finance (1) 2021-08-09
  41. NEP-LAW: Law and Economics (1) 2020-11-09
  42. NEP-NET: Network Economics (1) 2016-06-25
  43. NEP-ORE: Operations Research (1) 2020-01-13
  44. NEP-PPM: Project, Program and Portfolio Management (1) 2008-08-21

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