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A Theory of Liquidity and Regulation of Financial Intermediation
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Cited by:
- Javier Bianchi, 2011.
"Overborrowing and Systemic Externalities in the Business Cycle,"
American Economic Review, American Economic Association, vol. 101(7), pages 3400-3426, December.
- Bianchi, Javier, 2009. "Overborrowing and Systemic Externalities in the Business Cycle," MPRA Paper 15114, University Library of Munich, Germany.
- Bianchi, Javier, 2009. "Overborrowing and Systemic Externalities in the Business Cycle," MPRA Paper 16270, University Library of Munich, Germany.
- Javier Bianchi, 2010. "Overborrowing and Systemic Externalities in the Business Cycle," 2010 Meeting Papers 96, Society for Economic Dynamics.
- Javier Bianchi, 2009. "Overborrowing and systemic externalities in the business cycle," FRB Atlanta Working Paper 2009-24, Federal Reserve Bank of Atlanta.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019.
"Financial Integration and Liquidity Crises,"
Management Science, INFORMS, vol. 65(3), pages 955-975, March.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2017. "Financial Integration and Liquidity Crises," NBER Working Papers 23359, National Bureau of Economic Research, Inc.
- Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017.
"Rehypothecation and liquidity,"
European Economic Review, Elsevier, vol. 100(C), pages 488-505.
- David Andolfatto & Fernando M. Martin & Shengxing Zhang, 2015. "Rehypothecation and Liquidity," Working Papers 2015-3, Federal Reserve Bank of St. Louis.
- Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017. "Rehypothecation and liquidity," LSE Research Online Documents on Economics 84558, London School of Economics and Political Science, LSE Library.
- Weerachart T. Kilenthong & Robert M. Townsend, 2014. "A Market Based Solution to Price Externalities: A Generalized Framework," NBER Working Papers 20275, National Bureau of Economic Research, Inc.
- Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2023.
"Imperfect Financial Markets and Investment Inefficiencies,"
American Economic Review, American Economic Association, vol. 113(9), pages 2323-2354, September.
- Hellwig, Christian & Albagli, Elias & Tsyvinski, Aleh, 2017. "Imperfect Financial Markets and Investment Inefficiencies," CEPR Discussion Papers 12045, C.E.P.R. Discussion Papers.
- Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2018. "Imperfect Financial Markets and Investment Inefficiencies," TSE Working Papers 18-891, Toulouse School of Economics (TSE), revised Feb 2023.
- Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2023. "Imperfect Financial Markets and Investment Inefficiencies," Post-Print hal-04210328, HAL.
- van Buggenum, Hugo, 2023.
"Coexistence of money and interest-bearing bonds,"
Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
- van Buggenum, Hugo, 2021. "Coexistence of Money and Interest-Bearing Bonds," Discussion Paper 2021-019, Tilburg University, Center for Economic Research.
- Andrea Attar & Thomas Mariotti & François Salanié, 2020.
"The Social Costs of Side Trading,"
The Economic Journal, Royal Economic Society, vol. 130(630), pages 1608-1622.
- Andrea Attar & Thomas Mariotti & François Salanié, 2019. "The Social Costs of Side Trading," CEIS Research Paper 463, Tor Vergata University, CEIS, revised 10 Jul 2019.
- Andrea Attar & Thomas Mariotti & François Salanié, 2020. "The Social Costs of Side Trading," Working Papers hal-02538295, HAL.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2019. "The Social Costs of Side Trading," TSE Working Papers 19-1017, Toulouse School of Economics (TSE), revised Oct 2019.
- Andrea Attar & Thomas Mariotti & François Salanié, 2019. "The Social Costs of Side Trading," EconPol Working Paper 34, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Andrea Attar & Thomas Mariotti & François Salanié, 2020. "The Social Costs of Side Trading," Post-Print hal-03048803, HAL.
- Mariotti, Thomas & Attar, Andrea & Salanié, François, 2019. "The Social Costs of Side Trading," CEPR Discussion Papers 13872, C.E.P.R. Discussion Papers.
- Adrian, Tobias & Boyarchenko, Nina, 2018.
"Liquidity policies and systemic risk,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 45-60.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.
- Adrian, Tobias & Boyarchenko, Nina, 2017. "Liquidity Policies and Systemic Risk," CEPR Discussion Papers 12247, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Tobias Adrian, 2014. "Liquidity Policies and Systemic Risk," 2014 Meeting Papers 720, Society for Economic Dynamics.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity Policies and Systemic Risk," Liberty Street Economics 20140417, Federal Reserve Bank of New York.
- Gazi I. Kara & S. Mehmet Ozsoy, 2016. "Bank regulation under fire sale externalities," Finance and Economics Discussion Series 2016-026, Board of Governors of the Federal Reserve System (U.S.).
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2014.
"How does macroprudential regulation change bank credit supply?,"
NBER Working Papers
20165, National Bureau of Economic Research, Inc.
- Dimitrios Tsomocos & Alexandros Vardoulakis & Anil Kashyap, 2015. "How does macroprudential regulation change bank credit supply?," 2015 Meeting Papers 1338, Society for Economic Dynamics.
- David Andolfatto & Aleksander Berentsen & Fernando M Martin, 2020.
"Money, Banking, and Financial Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2049-2086.
- David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, Banking and Financial Markets," Working Papers 2017-23, Federal Reserve Bank of St. Louis.
- David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, banking and financial markets," ECON - Working Papers 259, Department of Economics - University of Zurich.
- Guido Lorenzoni, 2008.
"Inefficient Credit Booms,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 809-833.
- Guido Lorenzoni, 2007. "Inefficient Credit Booms," NBER Working Papers 13639, National Bureau of Economic Research, Inc.
- Diamond, D.W. & Kashyap, A.K., 2016.
"Liquidity Requirements, Liquidity Choice, and Financial Stability,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2263-2303,
Elsevier.
- Douglas W. Diamond & Anil K. Kashyap, 2016. "Liquidity Requirements, Liquidity Choice and Financial Stability," NBER Working Papers 22053, National Bureau of Economic Research, Inc.
- Chen, Yi & Du, Kai, 2020. "The role of information disclosure in financial intermediation with investment risk," Journal of Financial Stability, Elsevier, vol. 46(C).
- Mark Egan & Ali Hortaçsu & Gregor Matvos, 2017.
"Deposit Competition and Financial Fragility: Evidence from the US Banking Sector,"
American Economic Review, American Economic Association, vol. 107(1), pages 169-216, January.
- Gregor Matvos & Ali Hortacsu & Mark Egan, 2015. "Deposit Competition and Financial Fragility: Evidence from the US Banking Sector," 2015 Meeting Papers 1363, Society for Economic Dynamics.
- Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers 1701, University of Vienna, Department of Economics.
- Ettore Panetti, 2017.
"A Theory of Bank Illiquidity and Default with Hidden Trades,"
Review of Finance, European Finance Association, vol. 21(3), pages 1123-1157.
- Panetti, Ettore, 2011. "A Theory of Bank Illiquidity and Default with Hidden Trades," MPRA Paper 43799, University Library of Munich, Germany, revised May 2012.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple Lenders, Strategic Default, and Covenants,"
American Economic Journal: Microeconomics, American Economic Association, vol. 11(2), pages 98-130, May.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," Post-Print halshs-02282023, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-02282023, HAL.
- Sebastian Di Tella, 2018. "A Neoclassical Theory of Liquidity Traps," 2018 Meeting Papers 96, Society for Economic Dynamics.
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- David M. Arseneau & David E. Rappoport & Alexandros Vardoulakis, 2015.
"Secondary Market Liquidity and the Optimal Capital Structure,"
Finance and Economics Discussion Series
2015-31, Board of Governors of the Federal Reserve System (U.S.).
- David Rappoport & Alexandros Vardoulakis & David Arseneau, 2015. "Secondary Market Liquidity and the Optimal Capital Structure," 2015 Meeting Papers 1274, Society for Economic Dynamics.
- Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers vie1701, University of Vienna, Department of Economics.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2021.
"Competitive Nonlinear Pricing under Adverse Selection,"
TSE Working Papers
21-1201, Toulouse School of Economics (TSE), revised Aug 2022.
- Andrea Attar & Thomas Mariotti & François Salanié, 2022. "Competitive nonlinear pricing under adverse selection," Working Papers hal-03629592, HAL.
- Olivier Jeanne & Anton Korinek, 2020.
"Macroprudential Regulation versus mopping up after the crash,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1470-1497.
- Olivier Jeanne & Anton Korinek, 2013. "Macroprudential Regulation Versus Mopping Up After the Crash," NBER Working Papers 18675, National Bureau of Economic Research, Inc.
- Anton Korinek & Olivier Jeanne, 2013. "Macroprudential Regulation Versus Mopping Up After the Crash," 2013 Meeting Papers 405, Society for Economic Dynamics.
- Carvajal, Andrés & Thereze, João, 2023. "Insurance contracts and financial markets," Mathematical Social Sciences, Elsevier, vol. 121(C), pages 8-19.
- Committee, Nobel Prize, 2022. "Financial Intermediation and the Economy," Nobel Prize in Economics documents 2022-2, Nobel Prize Committee.
- Ilhyock Shim, 2011.
"Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
- Ilhyock Shim, 2011. "Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
- Ilhyock Shim, 2006. "Dynamic prudential regulation: Is prompt corrective action optimal?," BIS Working Papers 206, Bank for International Settlements.
- Zhiguo He & Péter Kondor, 2016.
"Inefficient Investment Waves,"
Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Zhiguo, He & Kondor, Peter, 2016. "Inefficient investment waves," LSE Research Online Documents on Economics 64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Thomas Philippon & Vasiliki Skreta, 2012.
"Optimal Interventions in Markets with Adverse Selection,"
American Economic Review, American Economic Association, vol. 102(1), pages 1-28, February.
- Thomas Philippon & Vasiliki Skreta, 2010. "Optimal Interventions in Markets with Adverse Selection," NBER Working Papers 15785, National Bureau of Economic Research, Inc.
- Vasiliki Skreta & Thomas Philippon, 2010. "Optimal Interventions in Markets with Adverse Selection," 2010 Meeting Papers 1333, Society for Economic Dynamics.
- Philippon, Thomas & Skreta, Vasiliki, 2010. "Optimal Interventions in Markets with Adverse Selection," CEPR Discussion Papers 7737, C.E.P.R. Discussion Papers.
- Thomas Philippon & Vasiliki Skreta, 2011. "Optimal Interventions in Markets with Adverse Selection," Working Papers 11-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Mengus, Eric, 2023.
"Asset purchase bailouts and endogenous implicit guarantees,"
Journal of International Economics, Elsevier, vol. 142(C).
- Mengus, Eric, 2017. "Asset Purchase Bailouts and Endogenous Implicit Guarantees," HEC Research Papers Series 1248, HEC Paris, revised 22 Jan 2018.
- M. Martin Boyer & Franca Glenzer, 2021. "Pensions, annuities, and long-term care insurance: on the impact of risk screening," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 133-174, September.
- Arseneau, David M. & Rappoport W., David E. & Vardoulakis, Alexandros P., 2020.
"Private and public liquidity provision in over-the-counter markets,"
Theoretical Economics, Econometric Society, vol. 15(4), November.
- David M. Arseneau & David E. Rappoport & Alexandros Vardoulakis, 2017. "Private and Public Liquidity Provision in Over-the-Counter Markets," Finance and Economics Discussion Series 2017-033, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Mariotti, 2016. "Multiple Contracting in Insurance Markets," 2016 Meeting Papers 820, Society for Economic Dynamics.
- Chen, Zhuo & He, Zhiguo & Liu, Chun, 2020.
"The financing of local government in China: Stimulus loan wanes and shadow banking waxes,"
Journal of Financial Economics, Elsevier, vol. 137(1), pages 42-71.
- Zhuo Chen & Zhiguo He & Chun Liu, 2017. "The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes," NBER Working Papers 23598, National Bureau of Economic Research, Inc.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2014.
"Multiple Contracting in Insurance Markets,"
TSE Working Papers
14-532, Toulouse School of Economics (TSE), revised Sep 2016.
- Mariotti, Thomas & Attar, Andrea & Salanié, François, 2016. "Multiple Contracting in Insurance Markets," CEPR Discussion Papers 11631, C.E.P.R. Discussion Papers.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2014. "Multiple Contracting in Insurance Markets," IDEI Working Papers 839, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2016.
- Panetti, Ettore, 2011. "Financial liberalization and contagion with unobservable savings," MPRA Paper 29540, University Library of Munich, Germany.
- Weerachart Kilenthong & Robert Townsend, 2014. "Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities," NBER Working Papers 20086, National Bureau of Economic Research, Inc.
- Keister, Todd & Mitkov, Yuliyan, 2023.
"Allocating losses: Bail-ins, bailouts and bank regulation,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," CRC TR 224 Discussion Paper Series crctr224_2020_091, University of Bonn and University of Mannheim, Germany.
- Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," ECONtribute Discussion Papers Series 049, University of Bonn and University of Cologne, Germany.
- Jeremy C. Stein, 2011. "Monetary Policy as Financial-Stability Regulation," NBER Working Papers 16883, National Bureau of Economic Research, Inc.
- Ales, Laurence & Maziero, Pricila, 2016.
"Non-exclusive dynamic contracts, competition, and the limits of insurance,"
Journal of Economic Theory, Elsevier, vol. 166(C), pages 362-395.
- Laurence Ales & Pricila Maziero, "undated". "Non-exclusive Dynamic Contracts, Competition, and the Limits of Insurance," GSIA Working Papers 2010-E59, Carnegie Mellon University, Tepper School of Business.
- Pricila Maziero, 2009. "Non-Exclusive Dynamic Contracts, Competition, and the Limits of Insurance," 2009 Meeting Papers 509, Society for Economic Dynamics.
- Mateusz Mokrogulski, 2014. "Wojna depozytowa w polskim sektorze bankowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 79-99.
- Roberts, Daniel & Sarkar, Asani & Shachar, Or, 2023.
"Liquidity regulations, bank lending and fire-sale risk,"
Journal of Banking & Finance, Elsevier, vol. 156(C).
- Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "Liquidity Regulations, Bank Lending, and Fire-Sale Risk," Staff Reports 852, Federal Reserve Bank of New York.
- Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
- Høg, Erling & Fournié, Guillaume & Hoque, Md Ahasanul & Mahmud, Rashed & Pfeiffer, Dirk U. & Barnett, Tony, 2021. "Avian influenza risk environment: live bird commodity chains in Chattogram, Bangladesh," LSE Research Online Documents on Economics 112586, London School of Economics and Political Science, LSE Library.
- 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.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Golosov, M. & Tsyvinski, A. & Werquin, N., 2016.
"Recursive Contracts and Endogenously Incomplete Markets,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 725-841,
Elsevier.
- Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
- Lazopoulos, Ioannis, 2013.
"Liquidity uncertainty and intermediation,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 403-414.
- Ioannis Lazopoulos, 2010. "Optimal Intermediation Under Aggregate Consumption Uncertainty," School of Economics Discussion Papers 0710, School of Economics, University of Surrey.
- Emmanuel Farhi & Jean Tirole, 2021.
"Shadow Banking and the Four Pillars of Traditional Financial Intermediation [Securitization without Risk Transfer],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 2622-2653.
- Emmanuel Farhi & Jean Tirole, 2017. "Shadow Banking and the Four Pillars of Traditional Financial Intermediation," NBER Working Papers 23930, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Jean Tirole, 2018. "Shadow Banking and the Four Pillars of Traditional Financial Intermediation," EconPol Working Paper 16, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Farhi, Emmanuel & Tirole, Jean, 2017. "Shadow Banking and the Four Pillars of Traditional Financial Intermediation," CEPR Discussion Papers 12373, C.E.P.R. Discussion Papers.
- Emmanuel Farhi & Jean Tirole, 2021. "Shadow banking and the four pillars of traditional financial intermediation," Post-Print hal-03545828, HAL.
- Augusto de la Torre & Alain Ize, 2016.
"The Conceptual Foundations of Macroprudential Policy: A Roadmap,"
International Finance, Wiley Blackwell, vol. 19(3), pages 333-352, December.
- Ize,Alain & De La Torre,Augusto, 2013. "The conceptual foundations of macroprudential policy : a roadmap," Policy Research Working Paper Series 6576, The World Bank.
- Thomas M. Eisenbach & Gregory Phelan, 2022.
"Cournot Fire Sales,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(3), pages 508-542, July.
- Thomas M. Eisenbach & Gregory Phelan, 2018. "Cournot Fire Sales," Department of Economics Working Papers 2018-01, Department of Economics, Williams College.
- Thomas M. Eisenbach & Gregory Phelan, 2020. "Cournot Fire Sales," Department of Economics Working Papers 2020-10, Department of Economics, Williams College.
- Thomas M. Eisenbach & Gregory Phelan, 2018. "Cournot Fire Sales," Staff Reports 837, Federal Reserve Bank of New York.
- Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2024.
"Optimal Bank Regulation in the Presence of Credit and Run Risk,"
Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 772-823.
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2017. "Optimal Bank Regulation in the Presence of Credit and Run Risk," Finance and Economics Discussion Series 2017-097, Board of Governors of the Federal Reserve System (U.S.).
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2020. "Optimal Bank Regulation In the Presence of Credit and Run-Risk," NBER Working Papers 26689, National Bureau of Economic Research, Inc.
- Martin Windl, 2019. "Net Stable Funding Ratio and Liquidity Hoarding," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(1), pages 57-85, February.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012.
"Macroeconomics with Financial Frictions: A Survey,"
Levine's Working Paper Archive
786969000000000384, David K. Levine.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," NBER Working Papers 18102, National Bureau of Economic Research, Inc.
- Marco Bassetto & Wei Cui, 2024.
"A Ramsey Theory of Financial Distortions,"
Journal of Political Economy, University of Chicago Press, vol. 132(8), pages 2612-2654.
- Marco Bassetto & Wei Cui, 2020. "A Ramsey Theory of Financial Distortions," Working Papers 775, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2023. "A Ramsey Theory of Financial Distortions," Staff Report 643, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey Theory of Financial Distortions," Discussion Papers 2107, Centre for Macroeconomics (CFM).
- Marco Bassetto & Wei Cui, 2021. "A Ramsey theory of financial distortions," IFS Working Papers W21/05, Institute for Fiscal Studies.
- Araujo, Luis & Hong, David & Kokas, Sotirios & Minetti, Raoul, 2022. "Banking Structures, Liquidity and Macroeconomic Stability," Working Papers 2022-4, Michigan State University, Department of Economics.
- Harold L Cole & Dirk Krueger & George J Mailath & Yena Park, 2024.
"Trust in Risk Sharing: A Double-Edged Sword,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1448-1497.
- Harold L. Cole & Dirk Krueger & George J. Mailath & Yena Park, 2020. "Trust in Risk Sharing: A Double-Edged Sword," NBER Working Papers 26667, National Bureau of Economic Research, Inc.
- Krueger, Dirk & Cole, Harold & Mailath, George J. & Park, Yena, 2020. "Trust in Risk Sharing: A Double-Edged Sword," CEPR Discussion Papers 14333, C.E.P.R. Discussion Papers.
- Cole, Harold L. & Krueger, Dirk & Mailath, George J. & Park, Yena, 2023. "Trust in risk sharing: A double-edged sword," CFS Working Paper Series 697, Center for Financial Studies (CFS).
- Ricardo J Caballero & Guido Lorenzoni, 2014.
"Persistent Appreciations and Overshooting: A Normative Analysis,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 1-47, April.
- Ricardo J. Caballero & Guido Lorenzoni, 2007. "Persistent Appreciations and Overshooting: A Normative Analysis," NBER Working Papers 13077, National Bureau of Economic Research, Inc.
- Guido Lorenzoni & Ricardo J. Caballero, 2007. "Persistent Appreciations and Overshooting: A Normative Analysis," 2007 Meeting Papers 196, Society for Economic Dynamics.
- Oliver Hart & Luigi Zingales, 2015.
"Liquidity And Inefficient Investment,"
Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 737-769, October.
- Oliver D. Hart & Luigi Zingales, 2013. "Liquidity and Inefficient Investment," NBER Working Papers 19184, National Bureau of Economic Research, Inc.
- Hart, Oliver & Zingales, Luigi, 2013. "Liquidity and Inefficient Investment," CEPR Discussion Papers 9537, C.E.P.R. Discussion Papers.
- Ryuichiro Izumi & Yang Li, 2021. "Financial Stability with Fire Sale Externalities," Wesleyan Economics Working Papers 2021-002, Wesleyan University, Department of Economics.
- Diana Bonfim & Moshe Kim, 2012. "Systemic Liquidity Risk," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Gersbach, Hans & Rochet, Jean-Charles, 2017.
"Capital regulation and credit fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
- Rochet, Jean Charles & Gersbach, Hans, 2012. "Capital Regulation and Credit Fluctuations," CEPR Discussion Papers 9077, C.E.P.R. Discussion Papers.
- Erol, Selman & Ordoñez, Guillermo, 2017.
"Network reactions to banking regulations,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 51-67.
- Guillermo Ordonez & Selman Erol, 2017. "Network Reactions to Banking Regulations," 2017 Meeting Papers 1125, Society for Economic Dynamics.
- Eduardo Dávila & Ansgar Walther, 2021.
"Corrective Regulation with Imperfect Instruments,"
NBER Working Papers
29160, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," Working Paper Series 2723, European Central Bank.
- Walther, Ansgar & Dávila, Eduardo, 2021. "Corrective Regulation with Imperfect Instruments," CEPR Discussion Papers 16448, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," Cowles Foundation Discussion Papers 2295, Cowles Foundation for Research in Economics, Yale University.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," Report of the Advisory Scientific Committee 20220, European Systemic Risk Board.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," ESRB Working Paper Series 139, European Systemic Risk Board.
- Grundke, Peter & Kühn, André, 2020. "The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 167-190.
- Borys Grochulski & Yuzhe Zhang, 2015. "Optimal Liquidity Regulation With Shadow Banking," Working Paper 15-12, Federal Reserve Bank of Richmond.
- Panetti, Ettore, 2014. "Financial liberalization and contagion with unobservable savings," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 20-35.
- Simas Kucinskas, 2015. "Aggregate Risk and Efficiency of Mutual Funds," Tinbergen Institute Discussion Papers 15-113/VI, Tinbergen Institute.
- Zannini, Ugo, 2020. "The optimal quantity of money and partially-liquid assets," Journal of Economic Theory, Elsevier, vol. 188(C).
- Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011.
"Markets and contracts,"
Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009. "Markets and Contracts," Working Papers 0915, University of Brescia, Department of Economics.
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