21
H index
28
i10 index
6031
Citations
Washington University in St. Louis | 21 H index 28 i10 index 6031 Citations RESEARCH PRODUCTION: 47 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY: 43 years (1980 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdy4 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philip H. Dybvig. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 10 |
Journal of Economic Theory | 7 |
Journal of Finance | 7 |
The Journal of Business | 4 |
Review of Economic Studies | 3 |
Review | 3 |
Journal of Political Economy | 2 |
Econometrica | 2 |
Working Papers Series with more than one paper published | # docs |
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Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 7 |
Year | Title of citing document | |
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2023 | Bank Runs and Inequality. (2023). Sebastian, Monroy-Taborda. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4672. Full description at Econpapers || Download paper | |
2023 | The importance of Banking sector in the growth of Nation economy: A case study of Stanbic bank in South Sudan. (2023). Akuien, Akech David. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:1-20. Full description at Econpapers || Download paper | |
2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper | |
2023 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers || Download paper | |
2023 | Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607. Full description at Econpapers || Download paper | |
2023 | Unpacking the Black Box: Regulating Algorithmic Decisions. (2021). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443. Full description at Econpapers || Download paper | |
2023 | Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper | |
2023 | Railroad Bailouts in the Great Depression. (2022). Verdickt, Gertjan ; Moore, Lyndon. In: Papers. RePEc:arx:papers:2205.13025. Full description at Econpapers || Download paper | |
2023 | No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives. (2022). Calvelli, Alessio. In: Papers. RePEc:arx:papers:2208.08746. Full description at Econpapers || Download paper | |
2023 | Smooth Value Function for a Consumption-Wealth Preference and Leverage Constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2210.01016. Full description at Econpapers || Download paper | |
2023 | Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper | |
2023 | Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888. Full description at Econpapers || Download paper | |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
2023 | Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
2023 | The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337. Full description at Econpapers || Download paper | |
2023 | A Game of Competition for Risk. (2023). Abraham, Louis. In: Papers. RePEc:arx:papers:2305.18941. Full description at Econpapers || Download paper | |
2023 | Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
2023 | Optimal ratcheting of dividend payout under Brownian motion surplus. (2023). Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2308.15048. Full description at Econpapers || Download paper | |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper | |
2023 | Optimal Transport Divergences induced by Scoring Functions. (2023). Vanduffel, Steven ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2311.12183. Full description at Econpapers || Download paper | |
2023 | Optimal dividend payout with path-dependent drawdown constraint. (2023). Xu, Zuo Quan ; Fan, Jiacheng ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2312.01668. Full description at Econpapers || Download paper | |
2023 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers || Download paper | |
2023 | Central Bank Digital Currencies and Banking: Literature Review and New Questions. (2023). Jiang, Janet Hua ; Davoodalhosseini, Mohammad ; Chiu, Jonathan ; Chapman, James ; Zhu, YU ; Rivadeneyra, Francisco. In: Discussion Papers. RePEc:bca:bocadp:23-4. Full description at Econpapers || Download paper | |
2023 | Stress Relief? Funding Structures and Resilience to the Covid Shock. (2023). . In: Staff Working Papers. RePEc:bca:bocawp:23-7. Full description at Econpapers || Download paper | |
2023 | Interdependence between assets and liabilities in the banking system: changes in the last two decades. (2023). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_752_23. Full description at Econpapers || Download paper | |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers || Download paper | |
2023 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684. Full description at Econpapers || Download paper | |
2023 | CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086. Full description at Econpapers || Download paper | |
2023 | Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119. Full description at Econpapers || Download paper | |
2023 | The search for stability. (2023). Wood, Geoffrey. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:133-141. Full description at Econpapers || Download paper | |
2023 | Finance research: What are the new frontiers?. (2023). Thakor, Anjan V. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:453-462. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2023 | Optimal measure preserving derivatives revisited. (2023). Beare, Brendan. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:370-388. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Marketmaking Middlemen. (2023). Gautier, Pieter ; Watanabe, Makoto ; Hu, BO. In: RAND Journal of Economics. RePEc:bla:randje:v:54:y:2023:i:1:p:83-103. Full description at Econpapers || Download paper | |
2023 | Optimum financial areas: Retooling the governance of global finance. (2023). Jones, Erik. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1582-1608. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Schoors, Koen ; Kirschenmann, Karolin ; Atmaca, Sumeyra. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_476. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10439. Full description at Econpapers || Download paper | |
2023 | Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Schoors, Koen ; Kirschenmann, Karolin ; Atmaca, Sumeyra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10768. Full description at Econpapers || Download paper | |
2023 | CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309. Full description at Econpapers || Download paper | |
2023 | Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Matsuoka, Tarishi ; Watanabe, Makoto. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-010e. Full description at Econpapers || Download paper | |
2023 | Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447. Full description at Econpapers || Download paper | |
2023 | Loan guarantees, bank underwriting policies and financial fragility. (2023). Marquez, Robert ; Leonello, Agnese ; Carletti, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20232782. Full description at Econpapers || Download paper | |
2023 | CBDC and financial stability. (2023). Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20232783. Full description at Econpapers || Download paper | |
2023 | Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC. (2023). Soons, Oscar ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20232801. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper | |
2023 | Liability taxes, risk, and the cost of banking crises. (2023). Fatica, Serena ; Pagano, Andrea ; Kvedaras, Virmantas ; Heynderickx, Wouter ; Bellucci, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000366. Full description at Econpapers || Download paper | |
2023 | Optimal stress tests and liquidation cost. (2023). Gu, Jiadong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002718. Full description at Econpapers || Download paper | |
2023 | Cultural persistence in corruption, economic growth, and the environment. (2023). Varvarigos, Dimitrios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002937. Full description at Econpapers || Download paper | |
2023 | Coexistence of money and interest-bearing bonds. (2023). van Buggenum, Hugo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000982. Full description at Econpapers || Download paper | |
2023 | The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437. Full description at Econpapers || Download paper | |
2023 | Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417. Full description at Econpapers || Download paper | |
2023 | Digital innovation and financial access for small and medium-sized enterprises in a currency union. (2023). Kame, Thierry U. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004199. Full description at Econpapers || Download paper | |
2023 | Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419. Full description at Econpapers || Download paper | |
2023 | Bank fintech, liquidity creation, and risk-taking: Evidence from China. (2023). Zhao, Yang ; Wang, Fan ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002572. Full description at Econpapers || Download paper | |
2023 | Rights to retrade, free-riding and insurance requirement. (2023). Park, Jaevin. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000897. Full description at Econpapers || Download paper | |
2023 | The long-run effects of risk: an equilibrium approach. (2023). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000041. Full description at Econpapers || Download paper | |
2023 | Diamond–Dybvig and beyond: On the instability of banking. (2023). Wright, Randall ; Nosal, ED ; Monnet, Cyril ; Gu, Chao. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000430. Full description at Econpapers || Download paper | |
2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper | |
2023 | Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483. Full description at Econpapers || Download paper | |
2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper | |
2023 | Optimal expansion of business opportunity. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Chen, Kexin ; Wang, Ling. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:432-445. Full description at Econpapers || Download paper | |
2023 | FinTech and the COVID-19 pandemic: Evidence from electronic payment systems. (2023). Tut, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000043. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, bank deposits, and liability structure. (2023). Yang, Ming ; Xing, Fei ; Gao, Lei ; Deng, Wei. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000298. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper | |
2023 | Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275. Full description at Econpapers || Download paper | |
2023 | Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380. Full description at Econpapers || Download paper | |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper | |
2023 | The impact of opacity on bank valuation during the global financial crisis: A channel analysis. (2023). Wu, DA ; Zheng, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000960. Full description at Econpapers || Download paper | |
2023 | Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199. Full description at Econpapers || Download paper | |
2023 | Depositor market discipline: New evidence from selling failed banks. (2023). Zhou, Tim ; Upreti, Vineet ; Molyneux, Philip. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002831. Full description at Econpapers || Download paper | |
2023 | National culture and bank liquidity creation. (2023). Guedhami, Omrane ; el Ghoul, Sadok ; Cao, Zhongyu ; Boubakri, Narjess ; Li, Xinming. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001073. Full description at Econpapers || Download paper | |
2023 | Deposit insurance and market discipline. (2023). Quintero, Juan C. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000013. Full description at Econpapers || Download paper | |
2023 | Regulatory oversight and bank risk. (2023). Yilmaz, Muhammed H ; Chronopoulos, Dimitris K. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000050. Full description at Econpapers || Download paper | |
2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper | |
2023 | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers || Download paper | |
2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper | |
2023 | Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper | |
2023 | Ethical bank disclosures and liquidity creation. (2023). Bellos, Sotirios K ; Chen, Lei ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000227. Full description at Econpapers || Download paper | |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper | |
2023 | Bank size and the transmission of monetary policy: Revisiting the lending channel. (2023). Pungaliya, Raunaq ; Naqvi, Hassan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002680. Full description at Econpapers || Download paper | |
2023 | Personal bankruptcy and post-bankruptcy liquidity constraint. (2023). Lim, Byung Hwa ; Lee, Ho-Seok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000857. Full description at Econpapers || Download paper | |
2023 | Stress tests and information disclosure: An experimental analysis. (2023). Lightle, John ; Korenok, Oleg ; Davis, Douglas ; Cox, Caleb. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002710. Full description at Econpapers || Download paper | |
2023 | The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x. Full description at Econpapers || Download paper | |
2023 | Quality is our asset: The international transmission of liquidity regulation. (2023). van Hombeeck, Carlos Eduardo ; Reinhardt, Dennis ; Sowerbutts, Rhiannon ; Reynolds, Stephen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001255. Full description at Econpapers || Download paper | |
2023 | Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383. Full description at Econpapers || Download paper | |
2023 | The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711. Full description at Econpapers || Download paper | |
2023 | Leverage and the cost of capital for U.S. banks. (2023). Malmquist, David ; Jones, Jonathan ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001930. Full description at Econpapers || Download paper | |
2023 | A new approach to the uniqueness of equilibrium with CRRA preferences. (2023). Won, Dong Chul. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000030. Full description at Econpapers || Download paper | |
2023 | Dynamic banking with non-maturing deposits. (2023). Xiang, Haotian ; Jermann, Urban. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000406. Full description at Econpapers || Download paper | |
2023 | Allocating losses: Bail-ins, bailouts and bank regulation. (2023). Keister, Todd ; Mitkov, Yuliyan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000686. Full description at Econpapers || Download paper | |
2023 | Loan guarantees, bank underwriting policies and financial stability. (2023). leonello, agnese ; Marquez, Robert ; Carletti, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:260-295. Full description at Econpapers || Download paper | |
2023 | Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609. Full description at Econpapers || Download paper | |
2023 | Inefficient liquidity creation. (2023). Schempp, Paul ; Luck, Stephan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000493. Full description at Econpapers || Download paper | |
2023 | Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281. Full description at Econpapers || Download paper | |
2023 | Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). Karataş, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017. Full description at Econpapers || Download paper | |
2023 | Monetary and fiscal coordination in preventing bank failures and financial contagion. (2023). Sim, Khai Zhi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200091x. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
1984 | Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
1985 | Acknowledgment: Kinks on the Mean-Variance Frontier. In: Journal of Finance. [Citation analysis] | article | 1 |
1985 | Differential Information and Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 119 |
1985 | The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 117 |
1985 | Yes, the APT Is Testable. In: Journal of Finance. [Full Text][Citation analysis] | article | 20 |
1986 | The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 102 |
1986 | Tax Clienteles and Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
1980 | Output Supply, Employment, and Intra-Industry Wage Dispersion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1988 | Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
1988 | Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
1988 | Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
1988 | Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
1988 | Increases in Risk Aversion and Portfolio Choice in a Complete Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
1988 | Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
1988 | Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
1991 | Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
1989 | Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
1993 | Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
1982 | Portfolio Efficient Sets. In: Econometrica. [Full Text][Citation analysis] | article | 30 |
1983 | An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica. [Full Text][Citation analysis] | article | 8 |
2015 | Screening of possibly incompetent agents In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2003 | Arbitrage, state prices and portfolio theory In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 18 |
2010 | Lifetime consumption and investment: Retirement and constrained borrowing In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 70 |
2010 | Renegotiation-proof contracting, disclosure, and incentives for efficient investment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2012 | Increases in risk aversion and the distribution of portfolio payoffs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
2018 | On investor preferences and mutual fund separation In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
1980 | Present values and internal rates of return In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
1982 | Recovering preferences from preferences over nominal gambles In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
1983 | Duality, interest rates, and the theory of present value In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
1983 | An explicit bound on individual assets deviations from APT pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2000 | Bias of Damage Awards and Free Options in Securities Litigation In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1 |
1983 | Adoption externalities as public goods In: Journal of Public Economics. [Full Text][Citation analysis] | article | 50 |
1994 | What is the Feds decision problem? (conference panel discussion) In: Proceedings. [Full Text][Citation analysis] | article | 0 |
1994 | What is the Feds decision problem? (conference panel discussion).(1994) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1997 | The new risk management: the good, the bad, and the ugly In: Review. [Full Text][Citation analysis] | article | 4 |
2013 | The new risk management: the good, the bad, and the ugly.(2013) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2000 | Bank runs, deposit insurance, and liquidity In: Quarterly Review. [Full Text][Citation analysis] | article | 4621 |
1983 | Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4621 | article | |
1999 | Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 46 |
2010 | Portfolio Performance and Agency.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
1983 | Recovering Additive Utility Functions. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
2011 | Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 11 |
1981 | Recovering Cardinal Utility In: Review of Economic Studies. [Full Text][Citation analysis] | article | 14 |
1995 | Dusenberrys Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: Review of Economic Studies. [Full Text][Citation analysis] | article | 72 |
1997 | Recovery of Preferences from Observed Wealth in a Single Realization. In: Review of Financial Studies. [Citation analysis] | article | 12 |
1999 | Portfolio Turnpikes. In: Review of Financial Studies. [Citation analysis] | article | 21 |
1999 | Empty Promises and Arbitrage. In: Review of Financial Studies. [Citation analysis] | article | 7 |
2003 | Employee Reload Options: Pricing, Hedging, and Optimal Exercise In: Review of Financial Studies. [Citation analysis] | article | 20 |
1988 | Book Review: Security Markets: Stochastic Models by Darrell Duffie In: Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
2009 | Consensus in Diverse Corporate Boards In: Review of Financial Studies. [Full Text][Citation analysis] | article | 37 |
2022 | Multiple equilibria In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
1982 | Mean-Variance Theory in Complete Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 74 |
1986 | Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business. [Full Text][Citation analysis] | article | 73 |
1996 | Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business. [Full Text][Citation analysis] | article | 86 |
1998 | Long Forward and Zero-Coupon Rates Can Never Fall.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2023 | Nobel Lecture: Multiple Equilibria In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1993 | Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: Finance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team