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"Overreaction" of Asset Prices in General Equilibrium
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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, 2009. "Overborrowing and systemic externalities in the business cycle," FRB Atlanta Working Paper 2009-24, Federal Reserve Bank of Atlanta.
- Javier Bianchi, 2010. "Overborrowing and Systemic Externalities in the Business Cycle," 2010 Meeting Papers 96, Society for Economic Dynamics.
- Ilhyock Shim & Goetz Von Peter, 2007.
"Distress Selling and Asset Market Feedback,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 16(5), pages 243-291, December.
- Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
- Hui Guo & Robert F. Whitelaw, 2006.
"Uncovering the Risk–Return Relation in the Stock Market,"
Journal of Finance, American Finance Association, vol. 61(3), pages 1433-1463, June.
- Hui Guo & Robert F. Whitelaw, 2003. "Uncovering the Risk-Return Relation in the Stock Market," NBER Working Papers 9927, National Bureau of Economic Research, Inc.
- Hui Guo & Robert Whitelaw, 2005. "Uncovering the risk-return relation in the stock market," Working Papers 2001-001, Federal Reserve Bank of St. Louis.
- Gromb, Denis & Vayanos, Dimitri, 2002.
"Equilibrium and welfare in markets with financially constrained arbitrageurs,"
Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 361-407.
- Gromb, Denis & Vayanos, Dimitri, 2001. "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs," CEPR Discussion Papers 3049, C.E.P.R. Discussion Papers.
- Gromb, Denis & Vayanos, Dimitri, 2002. "Equilibrium and welfare in markets with financially constrained arbitrageurs," LSE Research Online Documents on Economics 448, London School of Economics and Political Science, LSE Library.
- Michael B. Devereux & James Yetman, 2010.
"Leverage Constraints and the International Transmission of Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
- Michael B Devereux & James Yetman, 2009. "Leverage Constraints and the International Transmission of Shocks," RBA Research Discussion Papers rdp2009-08, Reserve Bank of Australia.
- Michael B. Devereux, 2010. "Leverage constraints and the international transmission of shocks," Globalization Institute Working Papers 45, Federal Reserve Bank of Dallas.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Working Papers 132010, Hong Kong Institute for Monetary Research.
- Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," NBER Working Papers 16226, National Bureau of Economic Research, Inc.
- James Yetman & Michael B. Devereux, 2010. "leverage constraints and the international transmission of shocks," 2010 Meeting Papers 1341, Society for Economic Dynamics.
- Patrick Pintus & Jacek Suda, 2019.
"Learning Financial Shocks and the Great Recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 123-146, January.
- Patrick A. Pintus & Jacek Suda, 2013. "Learning Financial Shocks and the Great Recession," AMSE Working Papers 1333, Aix-Marseille School of Economics, France, revised 05 Jun 2013.
- Patrick Pintus & Jacek Suda, 2018. "Learning Financial Shocks and the Great Recession," GRAPE Working Papers 28, GRAPE Group for Research in Applied Economics.
- Patrick A. Pintus & Jacek Suda, 2019. "Learning Financial Shocks and the Great Recession," Post-Print hal-01889886, HAL.
- Jacek Suda & Patrick Pintus, 2015. "Learning Financial Shocks and the Great Recession," 2015 Meeting Papers 577, Society for Economic Dynamics.
- Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
- Emine Boz, 2006. "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006 19, Society for Computational Economics.
- Ms. Silvia Sgherri & Bertrand Gruss, 2009.
"The Volatility Costs of Procyclical Lending Standards: An Assessment Using a Dsge Model,"
IMF Working Papers
2009/035, International Monetary Fund.
- Bertrand Gruss & Silvia Sgherri, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model," Economics Working Papers ECO2009/07, European University Institute.
- Cristina Arellano & Enrique Mendoza, 2002. "Fricciones crediticias y 'paradas repentinas' en pequeñas economías abiertas: un marco de equilibrio del ciclo económico para crisis en mercados emergentes," Research Department Publications 4308, Inter-American Development Bank, Research Department.
- Bora Durdu & Enrique G. Mendoza, 2004.
"Putting the brakes on Sudden Stops: the financial frictions - moral hazard tradeoff of asset price guarantees,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Enrique G. Mendoza & Ceyhun Bora Durdu, 2004. "Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees," NBER Working Papers 10790, National Bureau of Economic Research, Inc.
- Bora Durdu & Enrique G. Mendoza, 2004. "Putting the brakes on Sudden Stops: the financial frictions-moral hazard tradeoff of asset price guarantees," Working Paper Series 2004-33, Federal Reserve Bank of San Francisco.
- Santiago García-Verdú & Manuel Ramos-Francia, 2016.
"On the costs of deflation: a consumption-based approach,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 247-273,
Bank for International Settlements.
- García-Verdú Santiago & Ramos Francia Manuel, 2018. "On the Costs of Deflation: A Consumption-Based Approach," Working Papers 2018-20, Banco de México.
- Javier Bianchi & Enrique G. Mendoza, 2011.
"Overborrowing, Financial Crises and 'Macro-prudential' Policy,"
2011 Meeting Papers
175, Society for Economic Dynamics.
- Mr. Enrique G. Mendoza & Javier Bianchi, 2011. "Overborrowing, Financial Crises and ‘Macro-prudential’ Policy," IMF Working Papers 2011/024, International Monetary Fund.
- Ricardo Laborda & Jose Olmo, 2020. "Optimal portfolio choices using financial leverage," Bulletin of Economic Research, Wiley Blackwell, vol. 72(2), pages 146-166, April.
- Javier Bianchi & Enrique G. Mendoza, 2018.
"Optimal Time-Consistent Macroprudential Policy,"
Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 588-634.
- Javier Bianchi & Enrique G. Mendoza, 2013. "Optimal Time-Consistent Macroprudential Policy," NBER Working Papers 19704, National Bureau of Economic Research, Inc.
- Javier Bianchi & Enrique Mendoza, 2015. "Optimal Time-Consistent Macroprudential Policy," PIER Working Paper Archive 15-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Aug 2015.
- Enrique Mendoza & Javier Bianchi, 2015. "Optimal Time-Consistent Macroprudential Policy," 2015 Meeting Papers 289, Society for Economic Dynamics.
- Javier Bianchi & Enrique G Mendoza, 2015. "Optimal time-consistent macroprudential policy," BIS Working Papers 516, Bank for International Settlements.
- Serdar Kabaca, 2011.
"Labor Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing,"
Koç University-TUSIAD Economic Research Forum Working Papers
1122, Koc University-TUSIAD Economic Research Forum.
- Serdar Kabaca, 2014. "Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing," Staff Working Papers 14-47, Bank of Canada.
- Chue, Timothy K., 2002. "Time-varying risk preferences and emerging market co-movements," Journal of International Money and Finance, Elsevier, vol. 21(7), pages 1053-1072, December.
- Durdu, Ceyhun Bora & Mendoza, Enrique G., 2006.
"Are asset price guarantees useful for preventing Sudden Stops?: A quantitative investigation of the globalization hazard-moral hazard tradeoff,"
Journal of International Economics, Elsevier, vol. 69(1), pages 84-119, June.
- Ceyhun Bora Durdu & Enrique G. Mendoza, 2005. "Are Asset Price Guarantees Useful for Preventing Sudden Stops?: A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff," NBER Working Papers 11178, National Bureau of Economic Research, Inc.
- Mr. Enrique G. Mendoza & Ceyhun Bora Durdu, 2006. "Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff," IMF Working Papers 2006/073, International Monetary Fund.
- Mendoza, Enrique G. & Smith, Katherine A., 2006.
"Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices,"
Journal of International Economics, Elsevier, vol. 70(1), pages 82-114, September.
- Enrique G. Mendoza & Katherine A. Smith, 2004. "Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices," NBER Working Papers 10940, National Bureau of Economic Research, Inc.
- Shen, Hewei, 2022. "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015.
"Collateral Requirements And Asset Prices,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
- Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
- Danielsson, Jon & Song Shin, Hyun & Zigrand, Jean-Pierre, 2011.
"Balance sheet capacity and endogenous risk,"
LSE Research Online Documents on Economics
43141, London School of Economics and Political Science, LSE Library.
- Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2011. "Balance Sheet Capacity and Endogenous Risk," FMG Discussion Papers dp665, Financial Markets Group.
- Philip L. Brock, 2009. "Collateral Constraints and Macroeconomic Adjustment in an Open Economy," Working Papers UWEC-2009-03, University of Washington, Department of Economics.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015.
"Margin regulation and volatility,"
Journal of Monetary Economics, Elsevier, vol. 75(C), pages 54-68.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2013. "Margin Regulation and Volatility," Swiss Finance Institute Research Paper Series 13-59, Swiss Finance Institute.
- Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl, 2014. "Margin regulation and volatility," Working Paper Series 1698, European Central Bank.
- Edmond, Chris & Weill, Pierre-Olivier, 2012.
"Aggregate implications of micro asset market segmentation,"
Journal of Monetary Economics, Elsevier, vol. 59(4), pages 319-335.
- Pierre-Olivier Weill & Chris Edmond, 2008. "Aggregate implications of micro asset market segmentation," 2008 Meeting Papers 481, Society for Economic Dynamics.
- Chris Edmond & Pierre-Olivier Weill, 2011. "Aggregate Implications of Micro Asset Market Segmentation," Department of Economics - Working Papers Series 1117, The University of Melbourne.
- Chris Edmond & Pierre-Olivier Weill, 2009. "Aggregate Implications of Micro Asset Market Segmentation," NBER Working Papers 15254, National Bureau of Economic Research, Inc.
- Karmakar, Sudipto, 2016.
"Macroprudential regulation and macroeconomic activity,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 166-178.
- Karmakar, Sudipto, 2013. "Macroprudential Regulation and Macroeconomic Activity," MPRA Paper 52172, University Library of Munich, Germany.
- Piero Gottardi & Felix Kubler, 2015.
"Dynamic Competitive Economies with Complete Markets and Collateral Constraints,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 1119-1153.
- Felix Kubler & Piero Gottardi, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," 2012 Meeting Papers 467, Society for Economic Dynamics.
- GOTTARDI, Piero & KUBLER, Felix, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers ECO2012/17, European University Institute.
- Ge, Xinyu & Li, Xiao-Lin & Zheng, Ling, 2020. "The transmission of financial shocks in an estimated DSGE model with housing and banking," Economic Modelling, Elsevier, vol. 89(C), pages 215-231.
- Park, JungJae, 2013. "Contagion of Sovereign Default Risk: the Role of Two Financial Frictions," MPRA Paper 55197, University Library of Munich, Germany.
- Javier Bianchi & Enrique G. Mendoza, 2010.
"Overborrowing, financial crises and ‘macro-prudential’ taxes,"
Proceedings, Federal Reserve Bank of San Francisco, issue Oct.
- Javier Bianchi & Enrique G. Mendoza, 2010. "Overborrowing, Financial Crises and 'Macro-prudential' Taxes," NBER Working Papers 16091, National Bureau of Economic Research, Inc.
- Mr. Bernhard Eckwert & Mr. Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 2005/009, International Monetary Fund.
- Javier Bianchi & Enrique Mendoza, 2020.
"A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 254-283, August.
- Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises:Lessons from the Sudden Stops Literature," PIER Working Paper Archive 20-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature," NBER Working Papers 26915, National Bureau of Economic Research, Inc.
- Chen, Nan-Kuang, 2001. "Bank net worth, asset prices and economic activity," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 415-436, October.
- Trani, Tommaso, 2015.
"Asset pledgeability and international transmission of financial shocks,"
Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
- Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
- Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
- Emine Boz, 2009.
"Can Miracles Lead to Crises? The Role of Optimism in Emerging Markets Crises,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1189-1215, September.
- Emine Boz, 2009. "Can Miracles Lead to Crises? The Role of Optimism in Emerging Markets Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1189-1215, September.
- Ms. Emine Boz, 2007. "Can Miracles Lead to Crises? the Role of Optimism in Emerging Markets Crises," IMF Working Papers 2007/223, International Monetary Fund.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023.
"Re-use of collateral: Leverage, volatility, and welfare,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
- Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015.
"Financial frictions and the role of investment-specific technology shocks in the business cycle,"
Economic Modelling, Elsevier, vol. 51(C), pages 571-582.
- Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012. "Financial frictions and the role of investment specific technology shocks in the business cycle," CAMA Working Papers 2012-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Enrique G. Mendoza, 2002.
"Credit, Prices, and Crashes: Business Cycles with a Sudden Stop,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 335-392,
National Bureau of Economic Research, Inc.
- Enrique G. Mendoza, 2001. "Credit, Prices, and Crashes: Business Cycles with a Sudden Stop," NBER Working Papers 8338, National Bureau of Economic Research, Inc.
- Javier Bianchi & Emine Boz & Enrique Gabriel Mendoza, 2012.
"Macroprudential Policy in a Fisherian Model of Financial Innovation,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(2), pages 223-269, July.
- Javier Bianchi & Ms. Emine Boz & Mr. Enrique G. Mendoza, 2012. "Macro-prudential Policy in a Fisherian Model of Financial Innovation," IMF Working Papers 2012/181, International Monetary Fund.
- Javier Bianchi & Emine Boz & Enrique G. Mendoza, 2012. "Macro-Prudential Policy in a Fisherian model of Financial Innovation," NBER Working Papers 18036, National Bureau of Economic Research, Inc.
- Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers 14-2012, Economics Section, The Graduate Institute of International Studies.
- Enrique G. Mendoza, 2008.
"Sudden stops, financial crises and leverage: a Fisherian deflation of Tobin's Q,"
International Finance Discussion Papers
960, Board of Governors of the Federal Reserve System (U.S.).
- Enrique G. Mendoza, 2008. "Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q," NBER Working Papers 14444, National Bureau of Economic Research, Inc.
- Luigi Bocola & Guido Lorenzoni, 2017. "Financial Crises and Lending of Last Resort in Open Economies," Staff Report 557, Federal Reserve Bank of Minneapolis.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
CEPR Discussion Papers
10234, C.E.P.R. Discussion Papers.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers 20660, National Bureau of Economic Research, Inc.
- Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021.
"Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing,"
American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
- Hombert, Johan & Biais, Bruno & Weill, Pierre-Olivier, 2017. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," HEC Research Papers Series 1236, HEC Paris.
- Weill, Pierre-Olivier & Biais, Bruno & Hombert, Johan, 2019. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers 14257, C.E.P.R. Discussion Papers.
- Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2017. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," NBER Working Papers 23986, National Bureau of Economic Research, Inc.
- John Y. Campbell, 1996.
"Consumption and the Stock Market: Interpreting International Experience,"
NBER Working Papers
5610, National Bureau of Economic Research, Inc.
- John Y. Campbell, 1996. "Consumption and the Stock Market: Interpreting International Experience," Harvard Institute of Economic Research Working Papers 1763, Harvard - Institute of Economic Research.
- Calvo, Guillermo A. & Mendoza, Enrique G., 2000.
"Rational contagion and the globalization of securities markets,"
Journal of International Economics, Elsevier, vol. 51(1), pages 79-113, June.
- Guillermo A. Calvo & Enrique G. Mendoza, 1999. "Regional Contagion and the Globalization of Securities Markets," NBER Working Papers 7153, National Bureau of Economic Research, Inc.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004.
"Exchange rate overshooting and the costs of floating,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004 62, Society for Computational Economics.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005. "Exchange rate overshooting and the costs of floating," Working Paper Series 2005-07, Federal Reserve Bank of San Francisco.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," 2004 Meeting Papers 766, Society for Economic Dynamics.
- Vit Posta, 2012. "Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 450-470, November.
- Guglielmo Maria Caporale & Alex Plastun, 2020.
"Momentum effects in the cryptocurrency market after one-day abnormal returns,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 251-266, September.
- Guglielmo Maria Caporale & Alex Plastun, 2019. "Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns," CESifo Working Paper Series 7917, CESifo.
- Piotr Ciżkowicz & Andrzej Rzońcaz, 2017. "Are Major Central Banks Blinded By The Analytical Elegance Of Their Models? Possible Costs Of Unconventional Monetary Policy Measures," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 87-108, March.
- Leduc, Sylvain, 2002.
"Incomplete markets, borrowing constraints, and the foreign exchange risk premium,"
Journal of International Money and Finance, Elsevier, vol. 21(7), pages 957-980, December.
- Sylvain Leduc, 1998. "Incomplete Markets, Borrowing Constraints, and the Foreign Exchange Risk Premium," Research in Economics 98-06-050e, Santa Fe Institute.
- Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia.
- Luigi Bocola, 2016.
"The Pass-Through of Sovereign Risk,"
Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
- Luigi Bocola, 2014. "The Pass-Through of Sovereign Risk," 2014 Meeting Papers 1286, Society for Economic Dynamics.
- Luigi Bocola, 2015. "The Pass-Through of Sovereign Risk," Working Papers 722, Federal Reserve Bank of Minneapolis.
- Rui Castro, 2005. "Economic Development and Growth in the World Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 195-230, January.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2011.
"Two Monetary Tools: Interest Rates and Haircuts,"
NBER Chapters, in: NBER Macroeconomics Annual 2010, volume 25, pages 143-180,
National Bureau of Economic Research, Inc.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2010. "Two Monetary Tools: Interest Rates and Haircuts," NBER Working Papers 16337, National Bureau of Economic Research, Inc.
- Nicolae B. Garleanu & Lasse Heje Pedersen & Adam B. Ashcraft, 2010. "Two Monetary Tools: Interest-Rates and Haircuts," 2010 Meeting Papers 1102, Society for Economic Dynamics.
- Pedersen, Lasse Heje & Ashcraft, Adam & Garleanu, Nicolae Bogdan, 2010. "Two Monetary Tools: Interest Rates and Haircuts," CEPR Discussion Papers 8000, C.E.P.R. Discussion Papers.
- Enrique G. Mendoza, 2018.
"Macroprudential Policy: Promise and Challenges,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 7, pages 225-277,
Central Bank of Chile.
- Enrique G. Mendoza, 2016. "Macroprudential Policy: Promise and Challenges," NBER Working Papers 22868, National Bureau of Economic Research, Inc.
- Enrique Mendoza, 2016. "Macroprudential Policy: Promise and Challenges," PIER Working Paper Archive 16-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 24 Oct 2016.
- Enrique G. Mendoza, 2005. "Sudden Stops in an Equilibrium Business Cycle Model with Credit Constraints: A Fisherian Deflation of Tobin's Q," 2005 Meeting Papers 307, Society for Economic Dynamics.
- Luigi Bocola & Guido Lorenzoni, 2020.
"Financial Crises, Dollarization, and Lending of Last Resort in Open Economies,"
American Economic Review, American Economic Association, vol. 110(8), pages 2524-2557, August.
- Luigi Bocola & Guido Lorenzoni, 2017. "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers 23984, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza & Guillermo A. Calvo, 2000. "Capital-Markets Crises and Economic Collapse in Emerging Markets: An Informational-Frictions Approach," American Economic Review, American Economic Association, vol. 90(2), pages 59-64, May.
- Enrique G. Mendoza, 2006. "Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q," NBER Working Papers 12564, National Bureau of Economic Research, Inc.
- Awijen, Haithem & Hammami, Sami, 2017. "Financial frictions and regime switching: The role of collateral asset in emerging stock market," Economics Discussion Papers 2017-6, Kiel Institute for the World Economy (IfW Kiel).
- Arellano, Cristina & Mendoza, Enrique G., 2002.
"Credit Frictions and "Sudden Stop" in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises,"
IDB Publications (Working Papers)
1440, Inter-American Development Bank.
- Cristina Arellano & Enrique Mendoza, 2002. "Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises," Research Department Publications 4307, Inter-American Development Bank, Research Department.
- Cristina Arellano & Enrique G. Mendoza, 2002. "Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises," NBER Working Papers 8880, National Bureau of Economic Research, Inc.
- Rajesh Singh & Chetan Subramanian, 2009. "Temporary Stabilizations, Sudden Stops, and Asset Prices," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 333-347, May.
- Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
- Pintus, P. A. & Suda, J., 2013. "Learning Leverage Shocks and the Great Recession," Working papers 440, Banque de France.
- Aliaga-Díaz, Roger & Olivero , María Pía & Powell, Andrew, 2016. "Anti-Cyclical Bank Capital Regulation and Monetary Policy," School of Economics Working Paper Series 2016-16, LeBow College of Business, Drexel University.
- Enrique G. Mendoza, 2006.
"Lessons from the Debt-Deflation Theory of Sudden Stops,"
American Economic Review, American Economic Association, vol. 96(2), pages 411-416, May.
- Enrique G. Mendoza, 2006. "Lessons From the Debt-Deflation Theory of Sudden Stops," NBER Working Papers 11966, National Bureau of Economic Research, Inc.
- Gerba, Eddie & Żochowski, Dawid, 2017. "Knightian uncertainty and credit cycles," Working Paper Series 2068, European Central Bank.
- Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
- Suzuki, Shiba, 2018. "Inequality and asset fire sales," MPRA Paper 90906, University Library of Munich, Germany.
- Xiong, Wei, 2001. "Convergence trading with wealth effects: an amplification mechanism in financial markets," Journal of Financial Economics, Elsevier, vol. 62(2), pages 247-292, November.
- Mr. Alexander Culiuc, 2020. "Real Exchange Rate Overshooting in Large Depreciations: Determinants and Consequences," IMF Working Papers 2020/060, International Monetary Fund.
- Rui Castro, 2006.
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