20
H index
27
i10 index
5526
Citations
Washington University in St. Louis (90% share) | 20 H index 27 i10 index 5526 Citations RESEARCH PRODUCTION: 44 Articles 10 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 Finance | 7 |
Journal of Economic Theory | 6 |
The Journal of Business | 4 |
Review of Economic Studies | 3 |
Review | 3 |
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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2021 | DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM. (2021). Wong, Wing-Keung ; Thanh, Do Thi ; Thuy, Le Ngoc ; Nhu, Nguyen Thi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:46-88. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2020 | Rethinking Detroit. (2020). Rossi-Hansberg, Esteban ; Sarte, Pierre-Daniel ; Owens, Raymond . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:12:y:2020:i:2:p:258-305. Full description at Econpapers || Download paper | |
2020 | Banking sector and bank liquidity – key actors within financial crises?. (2020). Ciurel, Adriana Daniela ; DUN, Florin Alexandru ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:147-168. Full description at Econpapers || Download paper | |
2020 | Conceptual dimensions regarding the financial contagion and the correlation with the stock market in Romania. (2020). Chiri, Nora ; Nica, Ionu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:75-86. Full description at Econpapers || Download paper | |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper | |
2020 | Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2030. Full description at Econpapers || Download paper | |
2020 | The Monetary Policy Promoted by Romania’s Central Bank: Where To?. (2020). . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2020:i:22:p:81-89. Full description at Econpapers || Download paper | |
2020 | Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049. Full description at Econpapers || Download paper | |
2022 | “Since You’re So Rich, You Must Be Really Smart”: Talent, Rent Sharing, and the Finance Wage Premium. (2022). STRoMBERG, PER ; Metzger, Daniel ; Bohm, Michael. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:147. Full description at Econpapers || Download paper | |
2020 | Liberal Radicalism: Formal Rules for a Society Neutral among Communities. (2018). Weyl, Glen E ; Hitzig, Zoe ; Buterin, Vitalik. In: Papers. RePEc:arx:papers:1809.06421. Full description at Econpapers || Download paper | |
2020 | Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252. Full description at Econpapers || Download paper | |
2021 | Optimal ratcheting of dividends in insurance. (2019). Muler, Nora ; Azcue, Pablo ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:1910.06910. Full description at Econpapers || Download paper | |
2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201. Full description at Econpapers || Download paper | |
2020 | Bellman type strategy for the continuous time mean-variance model. (2020). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2005.01904. Full description at Econpapers || Download paper | |
2020 | Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066. Full description at Econpapers || Download paper | |
2021 | Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741. Full description at Econpapers || Download paper | |
2020 | Stablecoins 2.0: Economic Foundations and Risk-based Models. (2020). Harz, Dominik ; Klages-Mundt, Ariah ; Minca, Andreea ; Liu, Jun-You ; Gudgeon, Lewis. In: Papers. RePEc:arx:papers:2006.12388. Full description at Econpapers || Download paper | |
2020 | Optimal Investment, Heterogeneous Consumption and Best Time for Retirement. (2020). Zheng, Harry ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2008.00392. Full description at Econpapers || Download paper | |
2020 | Minimal Quantile Functions Subject to Stochastic Dominance Constraints. (2020). Yang, Zhou ; Xu, Zuo Quan ; Xia, Jianming ; Wang, Xiangyu. In: Papers. RePEc:arx:papers:2008.02420. Full description at Econpapers || Download paper | |
2020 | Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity. (2020). Bindseil, Ulrich ; Lanari, Edoardo. In: Papers. RePEc:arx:papers:2010.11030. Full description at Econpapers || Download paper | |
2020 | Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C. In: Papers. RePEc:arx:papers:2011.06474. Full description at Econpapers || Download paper | |
2020 | Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper | |
2020 | Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis. (2020). Yang, Shuzhen . In: Papers. RePEc:arx:papers:2011.10966. Full description at Econpapers || Download paper | |
2021 | Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277. Full description at Econpapers || Download paper | |
2020 | Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632. Full description at Econpapers || Download paper | |
2020 | 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 | |
2021 | Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414. Full description at Econpapers || Download paper | |
2021 | Optimal Retirement Time and Consumption with the Variation in Habitual Persistence. (2021). Ye, QI ; Song, Yilun ; Liang, Zongxia ; He, Lin. In: Papers. RePEc:arx:papers:2103.16800. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Measuring Financial Advice: aligning client elicited and revealed risk. (2021). Thompson, John ; Feng, Longlong ; John , ; Metzler, Adam ; Grace, Chuck ; Reesor, Mark R. In: Papers. RePEc:arx:papers:2105.11892. Full description at Econpapers || Download paper | |
2021 | An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536. Full description at Econpapers || Download paper | |
2021 | Decentralized Governance of Stablecoins with Option Pricing. (2021). Klages-Mundt, Ariah ; Huo, Lucy ; Wind, Mads Rude ; Munter, Frederik Christian ; Minca, Andreea. In: Papers. RePEc:arx:papers:2109.08939. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2021 | Optimal Expansion of Business Opportunity. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Chen, Kexin ; Wang, Ling. In: Papers. RePEc:arx:papers:2112.06706. Full description at Econpapers || Download paper | |
2022 | Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper | |
2022 | Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108. Full description at Econpapers || Download paper | |
2022 | Consumption-investment decisions with endogenous reference point and drawdown constraint. (2022). Yuan, Fengyi ; Luo, Xiaodong ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2204.00530. Full description at Econpapers || Download paper | |
2020 | Moderation Effects of Organisational Environment on the Relationship between Capital Structure and Financial Performance of Central Java Rural Banks, Indonesia. (2020). Apriatni, Endang P. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:78-93. Full description at Econpapers || Download paper | |
2020 | Temptation and Retirement Accounts: A Story of Time Inconsistency and Bounded Rationality. (2020). Sundali, James ; Guerrero, Federico ; Papadovasilaki, Dimitra ; Salaghe, Florina. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev6i3-1. Full description at Econpapers || Download paper | |
2020 | Is Central Bank Currency Fundamental to the Monetary System?. (2020). Hendry, Scott ; Claussen, Carl ; Armelius, Hanna. In: Discussion Papers. RePEc:bca:bocadp:20-2. Full description at Econpapers || Download paper | |
2020 | Safe Payments. (2020). Jiang, Janet Hua ; Davoodalhosseini, S. Mohammad R. ; Chiu, Jonathan ; Zhu, YU. In: Staff Working Papers. RePEc:bca:bocawp:20-53. Full description at Econpapers || Download paper | |
2021 | Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David. In: Staff Working Papers. RePEc:bca:bocawp:21-30. Full description at Econpapers || Download paper | |
2021 | Are Bank Bailouts Welfare Improving?. (2021). Ueberfeldt, Alexander ; Shukayev, Malik. In: Staff Working Papers. RePEc:bca:bocawp:21-56. Full description at Econpapers || Download paper | |
2020 | Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517. Full description at Econpapers || Download paper | |
2020 | Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540. Full description at Econpapers || Download paper | |
2021 | A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:554. Full description at Econpapers || Download paper | |
2021 | The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:556. Full description at Econpapers || Download paper | |
2021 | Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21. Full description at Econpapers || Download paper | |
2021 | A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21. Full description at Econpapers || Download paper | |
2020 | Central Bank Digital Currency: Central Banking For All?. (2020). Schilling, Linda ; Fernandez-Villaverde, Jesus ; Uhlig, Harald ; Sanches, Daniel R ; Fernndez-Villaverde, Jess. In: Working Papers. RePEc:bfi:wpaper:2020-04. Full description at Econpapers || Download paper | |
2020 | Central Bank Digital Currency: When Price and Bank Stability Collide. (2020). Fernandez-Villaverde, Jesus ; Schilling, Linda ; Uhlig, Harald ; Fernndez-Villaverde, Jess. In: Working Papers. RePEc:bfi:wpaper:2020-180. Full description at Econpapers || Download paper | |
2020 | U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Du, Wenxin ; Liao, Gordon. In: Working Papers. RePEc:bfi:wpaper:2020-89. Full description at Econpapers || Download paper | |
2020 | Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782. Full description at Econpapers || Download paper | |
2022 | Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864. Full description at Econpapers || Download paper | |
2021 | Banking and Inside Money: Revisiting the Efficiency of Deposit Contracts. (2021). Rodriguez Mendizabal, Hugo ; Rivero, David. In: Working Papers. RePEc:bge:wpaper:1265. Full description at Econpapers || Download paper | |
2020 | Macroprudential liquidity stress tests using BIS locational banking statistics. (2020). Lambert, Carnell ; Georgiopoulos, Nikolaos. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-14. Full description at Econpapers || Download paper | |
2020 | Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2021 | Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926. Full description at Econpapers || Download paper | |
2021 | Thresholds in finance–growth nexus: Evidence from G?7 economies. (2021). Dharani, Munusamy ; Swamy, Vighneswara. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:1-40. Full description at Econpapers || Download paper | |
2021 | The assets’ pledgeability channel of unconventional monetary policy. (2021). Loberto, Michele ; Miccoli, Marcello ; Ferrero, Giuseppe. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1547-1568. Full description at Econpapers || Download paper | |
2020 | Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act. (2020). Liu, Yongchin ; Lee, Yuyi ; Chen, Iju. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:1:p:143-175. Full description at Econpapers || Download paper | |
2020 | Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502. Full description at Econpapers || Download paper | |
2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547. Full description at Econpapers || Download paper | |
2020 | Tax?Efficient Asset Management: Evidence from Equity Mutual Funds. (2020). Sialm, Clemens ; Zhang, Hanjiang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:735-777. Full description at Econpapers || Download paper | |
2021 | A Dynamic Model of Optimal Creditor Dispersion. (2021). Zhong, Hongda. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:267-316. Full description at Econpapers || Download paper | |
2021 | Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143. Full description at Econpapers || Download paper | |
2021 | For Richer, for Poorer: Bankers Liability and Bank Risk in New England, 1867 to 1880. (2021). Salisbury, Laura ; Sran, Gurpal ; Koudijs, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1541-1599. Full description at Econpapers || Download paper | |
2022 | Payment System Externalities. (2022). Walden, Johan ; Rajan, Uday ; Parlour, Christine A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1019-1053. Full description at Econpapers || Download paper | |
2020 | Dynamic coordination with timing frictions: Theory and applications. (2020). guimaraes, bernardo ; Pereira, Ana E ; Machado, Caio. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:3:p:656-697. Full description at Econpapers || Download paper | |
2020 | Contingent wage subsidy. (2020). Zubrickas, Robertas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:4:p:1105-1119. Full description at Econpapers || Download paper | |
2020 | Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920. Full description at Econpapers || Download paper | |
2022 | Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516. Full description at Econpapers || Download paper | |
2021 | A division of the capitalist class and the market for money capital. (2021). Park, Hyunwoong. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:2-21. Full description at Econpapers || Download paper | |
2020 | Quality is our asset: the international transmission of liquidity regulation. (2020). van Hombeeck, Carlos Eduardo ; Reinhardt, Dennis ; Sowerbutts, Rhiannon ; Reynolds, Stephen. In: Bank of England working papers. RePEc:boe:boeewp:0860. Full description at Econpapers || Download paper | |
2021 | On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906. Full description at Econpapers || Download paper | |
2021 | Imperfect pass-through to deposit rates and monetary policy transmission. (2021). Polo, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:0933. Full description at Econpapers || Download paper | |
2020 | Bank instability: Interbank linkages and the role of disclosure. (2020). Vlahu, Razvan ; Trautmann, Stefan T ; Konig-Kersting, Christian. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_014. Full description at Econpapers || Download paper | |
2021 | Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002. Full description at Econpapers || Download paper | |
2021 | Precision of Public Information Disclosures, Banks’ Stability and Welfare. (2021). Takalo, Tuomas ; Moreno, Diego. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_003. Full description at Econpapers || Download paper | |
2020 | Shadow Bank Run, Housing and Credit Market: The Story of a Recession. (2020). Hamed, Ghiaie. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:30:n:3. Full description at Econpapers || Download paper | |
2020 | Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187. Full description at Econpapers || Download paper | |
2022 | Depositor Responses to a Banking Crisis: Are Finance Professionals Special?. (2022). boyle, glenn ; Zhylyevskyy, Oleksandr ; Tiwana, Amrit ; Stover, Roger. In: Working Papers in Economics. RePEc:cbt:econwp:22/03. Full description at Econpapers || Download paper | |
2021 | Financial Development and Economic Growth in a Microfounded Small Open Economy Model. (2021). Zhou, Peng ; Zhang, BO. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/21. Full description at Econpapers || Download paper | |
2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171. Full description at Econpapers || Download paper | |
2020 | Contagion of Fear. (2020). Richardson, Gary ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8172. Full description at Econpapers || Download paper | |
2020 | Central Bank Digital Currency: When Price and Bank Stability Collide. (2020). Schilling, Linda ; Fernandez-Villaverde, Jesus ; Uhlig, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8773. Full description at Econpapers || Download paper | |
2021 | Deposit Insurance, Moral Hazard and Bank Risk. (2021). Pyle, William ; Karas, Alexei ; Schoors, Koen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8867. Full description at Econpapers || Download paper | |
2021 | Shareholder Liability and Bank Failure. (2021). Koudijs, Peter ; Korteweg, Arthur ; Jenter, Dirk ; Aldunate, Felipe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9168. Full description at Econpapers || Download paper | |
2021 | Cognitive Imprecision and Strategic Behavior. (2021). Nunnari, Salvatore ; Frydman, Cary D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9483. Full description at Econpapers || Download paper | |
2022 | Voluntary Equity, Project Risk, and Capital Requirements. (2022). Lulfesmann, Christoph ; Haufler, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9505. Full description at Econpapers || Download paper | |
2020 | Covid-19: Has the Time Come for Mainstream Macroeconomics to Rehabilitate Money Printing?. (2020). Héricourt, Jérôme ; Tripier, Fabien ; Hericourt, Jerome ; Arquie, Axelle. In: EconPol Policy Brief. RePEc:ces:econpb:_28. Full description at Econpapers || Download paper | |
2020 | Rekordschulden gegen Corona-Folgen – was kann sich der Staat leisten?. (2020). Holtemöller, Oliver ; Heinemann, Friedrich ; Fuest, Clemens ; Feld, Lars ; Burghof, Hans-Peter ; Holtemoller, Oliver ; Beznoska, Martin ; Konig, Thomas ; Neyer, Ulrike. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:08:p:03-32. Full description at Econpapers || Download paper | |
2021 | Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua. Full description at Econpapers || Download paper | |
2020 | Unconventional monetary policy and credit market activity. (2020). Medina, Juan Carlos. In: Estudios Regionales en EconomÃa, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez.. RePEc:cjz:ca41cj:57. Full description at Econpapers || Download paper | |
2021 | Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5. Full description at Econpapers || Download paper | |
2020 | Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis. (2020). Ueda, Kozo ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:20-008e. Full description at Econpapers || Download paper | |
2021 | The Wobbly Economy; Global Dynamics with Phase Transitions and State Transitions. (2021). Stiglitz, Joseph ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-008e. Full description at Econpapers || Download paper | |
2021 | Deposit Insurance and Depositor Behavior: Evidence from Colombia. (2021). Limodio, Nicola ; de Roux, Nicols. In: Documentos CEDE. RePEc:col:000089:018800. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1984 | Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
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 | 95 |
1985 | The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
1985 | Yes, the APT Is Testable. In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
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 | 93 |
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 | 1 |
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 | 62 |
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 another version. Agregated cites: 62 | article | |
1988 | Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
1988 | Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | 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 | 58 |
1988 | Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
1988 | Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
1991 | Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | 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 | 20 |
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 another version. Agregated cites: 20 | 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 | 51 |
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 | 5 |
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 | 18 |
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 | 47 |
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 another version. Agregated cites: 0 | article | |
1997 | The new risk management: the good, the bad, and the ugly In: Review. [Full Text][Citation analysis] | article | 0 |
2013 | The new risk management: the good, the bad, and the ugly.(2013) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2000 | Bank runs, deposit insurance, and liquidity In: Quarterly Review. [Full Text][Citation analysis] | article | 4341 |
1983 | Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4341 | article | |
1999 | Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 42 |
2010 | Portfolio Performance and Agency.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 | 7 |
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 | 56 |
1997 | Recovery of Preferences from Observed Wealth in a Single Realization. In: Review of Financial Studies. [Citation analysis] | article | 11 |
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 | 35 |
1982 | Mean-Variance Theory in Complete Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 70 |
1986 | Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business. [Full Text][Citation analysis] | article | 67 |
1996 | Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business. [Full Text][Citation analysis] | article | 77 |
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 another version. Agregated cites: 77 | paper | |
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 |
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