My bibliography
Save this item
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Laura Gianfagna & Armando Rungi, 2017. "Does corporate control matter to financial volatility?," Working Papers 09/2017, IMT School for Advanced Studies Lucca, revised Nov 2017.
- Gary B. Gorton & Alexander K. Zentefis, 2019. "Social Progress and Corporate Culture," NBER Working Papers 25484, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2018.
"Intermediary Asset Pricing and the Financial Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
- Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
- William Chen & Gregory Phelan, 2023.
"Should Monetary Policy Target Financial Stability,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 181-200, July.
- William Chen & Gregory Phelan, 2020. "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers 2020-01, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2021. "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers 2021-12, Department of Economics, Williams College.
- Ahn, Dong-Hyun & Kim, Soohun & Seo, Kyoungwon, 2020. "Self-fulfilling arbitrages necessitate crash risk," Journal of Financial Markets, Elsevier, vol. 51(C).
- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017. "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202, Board of Governors of the Federal Reserve System (U.S.).
- Fulghieri, Paolo & Dicks, David, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017.
"Joint tests of contagion with applications to financial crises,"
CAMA Working Papers
2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Malamud, Semyon & Malkhozov, Aytek, 2016. "Market Integration and Global Crashes," CEPR Discussion Papers 11468, C.E.P.R. Discussion Papers.
- Raman Uppal & Harjoat Bhamra, 2016.
"Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?,"
2016 Meeting Papers
1358, Society for Economic Dynamics.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," CEPR Discussion Papers 12415, C.E.P.R. Discussion Papers.
- Gârleanu, Nicolae & Panageas, Stavros, 2021. "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
- Hugonnier, Julien & Prieto, Rodolfo, 2015.
"Asset pricing with arbitrage activity,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
- Julien Hugonnier & Rodolfo Prieto, 2013. "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series 13-57, Swiss Finance Institute.
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425,
Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Dávila, 2023.
"Optimal Financial Transaction Taxes,"
Journal of Finance, American Finance Association, vol. 78(1), pages 5-61, February.
- Eduardo Davila, 2014. "Optimal Financial Transaction Taxes," 2014 Meeting Papers 114, Society for Economic Dynamics.
- Eduardo Dávila, 2020. "Optimal Financial Transaction Taxes," NBER Working Papers 27826, National Bureau of Economic Research, Inc.
- Panageas, Stavros, 2020.
"The Implications of Heterogeneity and Inequality for Asset Pricing,"
Foundations and Trends(R) in Finance, now publishers, vol. 12(3), pages 199-275, November.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 119005, London School of Economics and Political Science, LSE Library.
- Briana Chang & Shengxing Zhang, 2015.
"Endogenous Market Making and Network Formation,"
Discussion Papers
1534, Centre for Macroeconomics (CFM).
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 86275, London School of Economics and Political Science, LSE Library.
- Zentefis, Alexander K., 2020. "Bank net worth and frustrated monetary policy," Journal of Financial Economics, Elsevier, vol. 138(3), pages 687-699.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Malamud, Semyon, 2016. "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers 11469, C.E.P.R. Discussion Papers.
- Bacchiocchi, Emanuele & Dragomirescu-Gaina, Catalin, 2024.
"Uncertainty spill-overs: When policy and financial realms overlap,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2022. "Uncertainty spill-overs: when policy and financial realms overlap," Working Papers wp1174, Dipartimento Scienze Economiche, Universita' di Bologna.
- Chen, William & Phelan, Gregory, 2021.
"International coordination of macroprudential policies with capital flows and financial asymmetries,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- William Chen & Gregory Phelan, 2017. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2017-05, Department of Economics, Williams College, revised Nov 2018.
- William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
- Iachan, Felipe S. & Silva, Dejanir & Zi, Chao, 2022. "Under-diversification and idiosyncratic risk externalities," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1227-1250.
- Hamilton, J.D., 2016.
"Macroeconomic Regimes and Regime Shifts,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 163-201,
Elsevier.
- James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
- William Chen & Gregory Phelan, 2018. "Dynamic Consequences of Monetary Policy for Financial Stability," Department of Economics Working Papers 2018-06, Department of Economics, Williams College.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017.
"Intermediary asset pricing: New evidence from many asset classes,"
Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
- Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.