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Measuring and Managing Federal Financial Risk
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Cited by:
- Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013.
"The Wealth-Consumption Ratio,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
- Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
- Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012. "The Wealth-Consumption Ratio," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers.
- David Finkelstein & Andreas Strzodka & James Vickery, 2018.
"Credit risk transfer and de facto GSE reform,"
Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
- David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Staff Reports 838, Federal Reserve Bank of New York.
- Andrew G. Atkeson & Adrien d’Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2019.
"Government Guarantees and the Valuation of American Banks,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 81-145.
- Andrew G. Atkeson & Adrien d'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 81-145, National Bureau of Economic Research, Inc.
- Andrew G. Atkeson & Adrien d'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," NBER Working Papers 24706, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Adrien D'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," Staff Report 567, Federal Reserve Bank of Minneapolis.
- Andrew Atkeson & Adrien d'Avernas & Andrea Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," 2018 Meeting Papers 847, Society for Economic Dynamics.
- Ralph S. J. Koijen & Tomas J. Philipson & Harald Uhlig, 2016.
"Financial Health Economics,"
Econometrica, Econometric Society, vol. 84, pages 195-242, January.
- Ralph Koijen & Tomas Philipson & Harald Uhlig, 2014. "Financial Health Economics," NBER Working Papers 20075, National Bureau of Economic Research, Inc.
- Pedro Gete & Franco Zecchetto, 2018.
"Distributional Implications of Government Guarantees in Mortgage Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
- Gete, Pedro & Zecchetto, Franco, 2017. "Distributional Implications of Government Guarantees in Mortgage Markets," MPRA Paper 80643, University Library of Munich, Germany.
- Erwann Michel-Kerjan, 2013. "Finance des risques catastrophiques. Le marché américain est en plein bouleversement," Revue économique, Presses de Sciences-Po, vol. 64(4), pages 615-634.
- Stefan Nagel & Amiyatosh Purnanandam, 2020.
"Banks’ Risk Dynamics and Distance to Default,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2421-2467.
- Nagel, Stefan & Purnanandam, Amiyatosh, 2019. "Bank Risk Dynamics and Distance to Default," CEPR Discussion Papers 13715, C.E.P.R. Discussion Papers.
- Stefan Nagel & Amiyatosh Purnanandam, 2019. "Bank risk dynamics and distance to default," CESifo Working Paper Series 7637, CESifo.
- Stefan Nagel & Amiyatosh Purnanandam, 2019. "Bank Risk Dynamics and Distance to Default," NBER Working Papers 25807, National Bureau of Economic Research, Inc.
- Dwight Jaffee & John M. Quigley, 2012.
"The Future of the Government-Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market,"
NBER Chapters, in: Housing and the Financial Crisis, pages 361-417,
National Bureau of Economic Research, Inc.
- Dwight Jaffee & John M. Quigley, 2011. "The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market," NBER Working Papers 17685, National Bureau of Economic Research, Inc.
- Newell, Richard G. & Pizer, William A. & Raimi, Daniel, 2019. "U.S. federal government subsidies for clean energy: Design choices and implications," Energy Economics, Elsevier, vol. 80(C), pages 831-841.
- Borys Grochulski, 2011. "Optimal Contracts for Housing Services Purchases," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1Q, pages 67-93.
- Hatem Salah & Marwa Souissi, 2016. "Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure," Working Papers 985, Economic Research Forum, revised Apr 2016.
- Cóndor Richard, 2019. "Measuring the cost of U.S. housing policy," Working Papers 2019-08, Banco de México.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012.
"A Survey of Systemic Risk Analytics,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
- Lance Lochner & Qian Liu & Martin Gervais, 2021.
"Innis Lecture: Returns on student loans in Canada,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(4), pages 1495-1524, November.
- Lance Lochner & Qian Liu & Martin Gervais, 2021. "Innis Lecture: Return on Student Loans in Canada," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20214, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Lucas, Deborah & Moore, Damien, 2019.
"The student loan consolidation option,"
Journal of Public Economics, Elsevier, vol. 174(C), pages 1-12.
- Deborah Lucas & Damien Moore, 2008. "The Student Loan Consolidation Option," Working Papers 2012-015, Human Capital and Economic Opportunity Working Group.
- Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph Vavra, 2016.
"Regional Redistribution through the US Mortgage Market,"
American Economic Review, American Economic Association, vol. 106(10), pages 2982-3028, October.
- Hurst, Erik & Keys, Benjamin J. & Seru, Amit & Vavra, Joseph, 2015. "Regional Redistribution through the U.S. Mortgage Market," Research Papers 3458, Stanford University, Graduate School of Business.
- Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph S. Vavra, 2015. "Regional Redistribution Through the U.S. Mortgage Market," NBER Working Papers 21007, National Bureau of Economic Research, Inc.
- Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2013. "Housing, mortgage bailout guarantees and the macro economy," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 917-935.
- Natalie Cox, 2017. "Pricing, Selection, and Welfare in the Student Loan Market: Evidence from Borrower Repayment Decisions," Working Papers 2017-2, Princeton University. Economics Department..
- Nick Draper & Casper Ewijk & Marcel Lever & Roel Mehlkopf, 2014. "Stochastic Generational Accounting Applied to Reforms of Dutch Occupational Pensions," De Economist, Springer, vol. 162(3), pages 287-307, September.
- Mehlkopf, R.J., 2011. "Risk sharing with the unborn," Other publications TiSEM fe8a8df6-455f-4624-af10-9, Tilburg University, School of Economics and Management.
- Catherine, Sylvain & Yannelis, Constantine, 2023.
"The distributional effects of student loan forgiveness,"
Journal of Financial Economics, Elsevier, vol. 147(2), pages 297-316.
- Sylvain Catherine & Constantine Yannelis, 2020. "The Distributional Effects of Student Loan Forgiveness," Working Papers 2020-169, Becker Friedman Institute for Research In Economics.
- Sylvain Catherine & Constantine Yannelis, 2020. "The Distributional Effects of Student Loan Forgiveness," NBER Working Papers 28175, National Bureau of Economic Research, Inc.
- Michael Falkenheim, 2021. "Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07," Working Papers 57255, Congressional Budget Office.
- Tzioumis, Konstantinos, 2017. "Mortgage (mis)pricing: The case of co-borrowers," Journal of Urban Economics, Elsevier, vol. 99(C), pages 79-93.
- Adam Looney & Constantine Yannelis, 2015. "A Crisis in Student Loans? How Changes in the Characteristics of Borrowers and in the Institutions They Attended Contributed to Rising Loan Defaults," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(2 (Fall)), pages 1-89.
- Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel‐Kerjan, 2020.
"Firms’ Management of Infrequent Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1329-1359, September.
- Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel-Kerjan & Michael A. Stewart, 2016. "Firms’ Management of Infrequent Shocks," NBER Working Papers 22612, National Bureau of Economic Research, Inc.
- Leonard E. Burman & Marvin Phaup, 2011. "Tax Expenditures, the Size and Efficiency of Government, and Implications for Budget Reform," NBER Working Papers 17268, National Bureau of Economic Research, Inc.
- Zhao, Yunhui, 2016. "Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market," MPRA Paper 81083, University Library of Munich, Germany, revised 01 Aug 2017.
- Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2016.
"Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees,"
American Economic Review, American Economic Association, vol. 106(6), pages 1278-1319, June.
- Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," 2011 Meeting Papers 1285, Society for Economic Dynamics.
- Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan, 2012. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," CEPR Discussion Papers 9023, C.E.P.R. Discussion Papers.
- Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," NBER Working Papers 17149, National Bureau of Economic Research, Inc.
- Joshua D. Rauh & Irina Stefanescu & Stephen P. Zeldes, 2020. "Cost Saving and the Freezing of Corporate Pension Plans," NBER Working Papers 27251, National Bureau of Economic Research, Inc.
- Holger Mueller & Constantine Yannelis, 2022. "Increasing Enrollment in Income‐Driven Student Loan Repayment Plans: Evidence from the Navient Field Experiment," Journal of Finance, American Finance Association, vol. 77(1), pages 367-402, February.
- Frank Jong, 2012. "Portfolio Implications of Cointegration Between Labor Income and Dividends," De Economist, Springer, vol. 160(4), pages 397-412, December.
- Chirinko, Robert, 2023.
"What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline,"
Journal of Corporate Finance, Elsevier, vol. 80(C).
- Chirinko, Robert S. & Chiu, Ryan & Henderson, Shaina, 2019. "What Went Wrong?: The Puerto Rican Debt Crisis, The "Treasury Put," And The Failure Of Market Discipline," Working Papers 281, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Robert S. Chirinko & Ryan Chiu & Shaina Henderson, 2019. "What went wrong?: The Puerto Rican debt crisis, the "Treasury Put," and the failure of market discipline," CESifo Working Paper Series 7558, CESifo.
- Robert S. Chirinko, 2022. "What Went Wrong? The Puerto Rican Debt Crisis, the "Treasury Put," and the Failure of Market Discipline," IMES Discussion Paper Series 22-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Rauh, Joshua D. & Stefanescu, Irina & Zeldes, Stephen P., 2020. "Cost saving and the freezing of corporate pension plans," Journal of Public Economics, Elsevier, vol. 188(C).
- Luca Benzoni & Olena Chyruk, 2013. "Human Capital and Long-Run Labor Income Risk," Working Paper Series WP-2013-16, Federal Reserve Bank of Chicago.
- Luca Benzon & Olena Chyruk, 2015.
"The Value and Risk of Human Capital,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 179-200, December.
- Luca Benzoni & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Working Paper Series WP-2015-6, Federal Reserve Bank of Chicago.
- Howard Kunreuther & Geoffrey Heal, 2012. "Managing Catastrophic Risk," NBER Working Papers 18136, National Bureau of Economic Research, Inc.
- Thomas Husted & David Nickerson, 2021. "Private Support for Public Disaster Aid," JRFM, MDPI, vol. 14(6), pages 1-19, June.
- Leonard E. Burman & Marvin Phaup, 2012. "Tax Expenditures, the Size and Efficiency of Government, and Implications for Budget Reform," NBER Chapters, in: Tax Policy and the Economy, Volume 26, pages 93-124, National Bureau of Economic Research, Inc.
- Samuel Antill & Asani Sarkar, 2018. "Is size everything?," Staff Reports 864, Federal Reserve Bank of New York.
- Hiro Ito & Robert N. McCauley, 2022.
"A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 735-772, December.
- Hiro Ito & Robert N McCauley, 2019. "A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing," BIS Working Papers 808, Bank for International Settlements.
- Qing Miao & Yilin Hou & Michael Abrigo, 2018.
"Measuring the Financial Shocks of Natural Disasters: A Panel Study of U.S. States,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 71(1), pages 11-44, March.
- Yilin Hou & Qing Miao & Michael Abrigo, 2016. "Measuring the Financial Shocks of Natural Disasters: A Panel Study of U.S. States," Center for Policy Research Working Papers 199, Center for Policy Research, Maxwell School, Syracuse University.
- Erzo F. P. Luttmer & Andrew A. Samwick, 2018.
"The Welfare Cost of Perceived Policy Uncertainty: Evidence from Social Security,"
American Economic Review, American Economic Association, vol. 108(2), pages 275-307, February.
- Erzo F.P. Luttmer & Andrew A. Samwick, 2015. "The Welfare Cost of Perceived Policy Uncertainty: Evidence from Social Security," NBER Working Papers 21818, National Bureau of Economic Research, Inc.
- Adam Smith & Richard Katz, 2013. "US billion-dollar weather and climate disasters: data sources, trends, accuracy and biases," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 67(2), pages 387-410, June.
- Carolyn Kousky, 2014. "Managing shoreline retreat: a US perspective," Climatic Change, Springer, vol. 124(1), pages 9-20, May.
- Brent C. Smith, 2011. "Mortgage reform and the countercyclical role of the Federal Housing Administration's mortgage mutual fund insurance," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(1Q), pages 95-110.
- Habib, Michel & Brealey, Richard & Cooper, Ian, 2018. "Valuation in the Public and Private Sectors: Tax, Risk, Debt Capacity, and the Cost of Capital," CEPR Discussion Papers 13277, C.E.P.R. Discussion Papers.
- Gary A. Dymski, 2014. "The neoclassical sink and the heterodox spiral: political divides and lines of communication in economics," Review of Keynesian Economics, Edward Elgar Publishing, vol. 2(1), pages 1-19, January.
- McDonald, Robert L., 2013. "Contingent capital with a dual price trigger," Journal of Financial Stability, Elsevier, vol. 9(2), pages 230-241.
- Deborah Lucas, 2016. "Credit Policy as Fiscal Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(1 (Spring), pages 1-57.
- Ilja Boelaars & Roel Mehlkopf, 2018. "Optimal risk-sharing in pension funds when stock and labor markets are co-integrated," DNB Working Papers 595, Netherlands Central Bank, Research Department.
- Robert Novy-Marx & Joshua D. Rauh, 2012. "The Revenue Demands of Public Employee Pension Promises," NBER Working Papers 18489, National Bureau of Economic Research, Inc.
- Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2019. "Valuing Government Obligations When Markets Are Incomplete," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1815-1855, October.