Philip H. Dybvig : Citation Profile

Are you Philip H. Dybvig?

Washington University in St. Louis (90% share)
Southwestern University of Finance and Economics (SWUFE) (10% share)

19

H index

26

i10 index

4312

Citations

RESEARCH PRODUCTION:

44

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   35 years (1980 - 2015). See details.
   Cites by year: 123
   Journals where Philip H. Dybvig has often published
   Relations with other researchers
   Recent citing documents: 244.    Total self citations: 5 (0.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdy4
   Updated: 2021-04-17    RAS profile: 2017-03-09    
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Relations with other researchers

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:

Jouini, Elyès (23)

Asongu, Simplice (21)

Keister, Todd (20)

Suarez, Javier (20)

Martin, Antoine (18)

Kiss, Hubert Janos (17)

Demirguc-Kunt, Asli (17)

Ennis, Huberto (17)

Shin, Hyun Song (16)

Rajan, Raghuram (16)

Razin, Assaf (16)

Cites to:

Dybvig, Phillip (7)

merton, robert (6)

Lucas, Deborah (3)

Stiglitz, Joseph (3)

Liu, Hong (3)

Machina, Mark (3)

Holmstrom, Bengt (2)

Townsend, Robert (2)

Rothschild, Michael (2)

Cass, David (2)

Benzoni, Luca (2)

Main data

Where Philip H. Dybvig has published?

Journals with more than one article published# docs
Review of Financial Studies10
Journal of Finance7
Journal of Economic Theory6
The Journal of Business4
Review3
Review of Economic Studies3
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University7

Recent works citing Philip H. Dybvig (2021 and 2020)

YearTitle of citing document
2020Rethinking 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.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2030.

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2020Liberal Radicalism: Formal Rules for a Society Neutral among Communities. (2018). Weyl, Glen E ; Hitzig, Zoe ; Buterin, Vitalik. In: Papers. RePEc:arx:papers:1809.06421.

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2020Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

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2020Optimal 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.

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2020Bellman type strategy for the continuous time mean-variance model. (2020). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2005.01904.

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2020Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066.

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2020Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741.

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2020Stablecoins 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.

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2020Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity. (2020). Bindseil, Ulrich ; Lanari, Edoardo. In: Papers. RePEc:arx:papers:2010.11030.

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2020Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C. In: Papers. RePEc:arx:papers:2011.06474.

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2020Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2020Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis. (2020). Yang, Shuzhen . In: Papers. RePEc:arx:papers:2011.10966.

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2020Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277.

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2020Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632.

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2020Temptation 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.

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2020Is Central Bank Currency Fundamental to the Monetary System?. (2020). Hendry, Scott ; Claussen, Carl ; Armelius, Hanna. In: Discussion Papers. RePEc:bca:bocadp:20-2.

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2020Safe Payments. (2020). Jiang, Janet Hua ; Davoodalhosseini, S. Mohammad R. ; Chiu, Jonathan ; Zhu, YU. In: Staff Working Papers. RePEc:bca:bocawp:20-53.

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2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2020U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Du, Wenxin ; Liao, Gordon. In: Working Papers. RePEc:bfi:wpaper:2020-89.

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2020Macroprudential liquidity stress tests using BIS locational banking statistics. (2020). Lambert, Carnell ; Georgiopoulos, Nikolaos. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-14.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2020Bank 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.

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2020Bank 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.

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2020ECONOMETRICS 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.

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2020Dynamic 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.

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2020Contingent wage subsidy. (2020). Zubrickas, Robertas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:4:p:1105-1119.

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2020Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920.

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2020Quality 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.

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2020Bank 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.

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2021Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002.

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2021Precision of Public Information Disclosures, Banks’ Stability and Welfare. (2021). Takalo, Tuomas ; Moreno, Diego. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_003.

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2020Shadow 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.

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2020Macroprudential 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.

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2020Persistence 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.

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2020Contagion of Fear. (2020). Richardson, Gary ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8172.

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2021Deposit Insurance, Moral Hazard and Bank Risk. (2021). Pyle, William ; Karas, Alexei ; Schoors, Koen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8867.

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2020Covid-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.

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2020Rekordschulden gegen Corona-Folgen Рwas kann sich der Staat leisten?. (2020). Holtem̦ller, 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.

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2020Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Kose, Ayhan ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14439.

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2020Debt and Financial Crises. (2020). Koh, Wee Chian ; Kose, Ayhan ; Nagle, Peter ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14442.

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2020Contagion of Fear. (2020). Mitchener, Kris James ; Richardson, Gary. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14510.

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2020The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14524.

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2020LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC. (2020). Fergusson, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:381-417_3.

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2020Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility. (2020). Tsuruga, Takayuki ; Kato, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1078.

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2020The liquidity risk-credit risk-profitability trilogy: A comparative study between Islamic and conventional banks. (2020). Lajmi, Azhaar ; Chaibi, Hasna ; Ghenimi, Ameni. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00028.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Board influence on a firm’s long-term success: Australian evidence. (2020). Evans, Elaine ; He, Rong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302928.

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2020Do stress tests affect bank liquidity creation?. (2020). Onali, Enrico ; Chevapatrakul, Thanaset ; Ahmed, Shamim ; Vu, Thach. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300663.

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2020Which banks smooth and at what price?. (2020). Zachariadis, Marios ; Vinogradov, Dmitri ; Kokas, Sotirios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918307843.

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2020Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167.

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2020A macroeconomic model with occasional financial crises. (2020). Paul, Pascal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919302258.

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2020Liquidity backstops and dynamic debt runs. (2020). Yue, Vivian ; Wei, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300841.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2020Net stable funding ratio and profit efficiency of commercial banks in the US. (2020). Managi, Shunsuke ; Hoang, Viet-Ngu ; Wilson, Clevo ; Le, Minh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:55-66.

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2021The transmission mechanisms of macroprudential policies on bank risk. (2021). Tabak, Benjamin ; Teixeira, Anderson M ; Ely, Regis A. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:598-630.

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2020Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market. (2020). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304935.

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2020Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets. (2020). Tiberto, Bruno ; Correa, Paloma Pio ; de Moraes, Claudio Oliveira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301042.

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2020Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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2020Liquidity creation and bank profitability. (2020). Niu, Jijun ; Duan, Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301479.

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2020Tax on name. (2020). Wang, BO ; Sun, Yibo. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300811.

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2021Deposit concentration at financial intermediaries. (2021). Juelsrud, Ragnar E. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304791.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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2020Conflict and well-being of civilians: The case of the Russian-Ukrainian hybrid war. (2020). Shepotylo, Oleksandr ; Osiichuk, Maryna. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518303960.

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2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2021Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206.

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2020Credit risk and bank competition in Sub-Saharan Africa. (2020). Jacolin, Luc ; Brei, Michael ; Noah, Alphonse. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118303832.

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2020Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

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2021The macroeconomic effects of banking crises: Evidence from the United Kingdom, 1750–1938. (2021). Lennard, Jason ; Turner, John D ; Kenny, Sean. In: Explorations in Economic History. RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300528.

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2020Liquidity creation and funding ability during the interbank lending crunch. (2020). Beladi, Hamid ; How, Janice ; Park, Jason ; Hu, May. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303254.

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2020Modelling liquidity management in Islamic banks from a microeconomic perspective. (2020). Boukhatem, Jamel ; Djelassi, Mouldi. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930488x.

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2020Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300161.

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2020Deposit insurance and bank dividend policy. (2020). Wilson, John ; Scholtens, Bert ; Sobiech, Anna L ; Chronopoulos, Dimitris K ; Che, Edie Erman. In: Journal of Financial Stability. RePEc:eee:finsta:v:48:y:2020:i:c:s1572308920300231.

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2020Bank runs, portfolio choice, and liquidity provision. (2020). Ahnert, Toni ; Elamin, Mahmoud. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300802.

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2020Financial stability with sovereign debt. (2020). Izumi, Ryuichiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300942.

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2020Sentiments, strategic uncertainty, and information structures in coordination games. (2020). Szkup, Michal ; Trevino, Isabel. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:534-553.

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2020Internet search volumes of UK banks during the crisis: The role of banking structure and business model. (2020). , Ivo. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302308.

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2020Sovereigns at risk: A dynamic model of sovereign debt and banking leverage. (2020). Coimbra, Nuno. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300179.

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2020Optimal retirement with borrowing constraints and forced unemployment risk. (2020). Zhao, Huainan ; Park, Seyoung ; Jang, Bong-Gyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:25-39.

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2020Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks. (2020). Platonova, Elena ; Dixon, Rob ; Asutay, Mehmet ; Mohammad, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300809.

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2020Measuring banks’ liquidity risk: An option-pricing approach. (2020). Zhang, Jinqing ; Bian, Yun ; He, Liang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302778.

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2020Finance and development: Rethinking the role of financial transparency. (2020). Uras, Burak R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302948.

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2020Bank loyalty, social networks and crisis. (2020). Verschelde, Marijn ; Schoors, Koen ; Atmaca, Sumeyra. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302947.

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2020Borrower distress and the efficiency of relationship banking. (2020). Shao, Pei ; Ng, Alex ; Donker, Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617303011.

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2020Currency matching by non-financial corporations. (2020). Kátay, Gábor ; Harasztosi, Péter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300066.

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2020Bank asset structure and deposit insurance pricing. (2020). Fodor, Andrew ; Davidson, Travis ; Camara, Antonio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300662.

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2020Demand deposit contracts and bank runs with present biased preferences. (2020). Kang, Minwook. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301679.

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2020Till mortgage do us part: Mortgage switching costs and households bank switching. (2020). Djordjevic, LJ ; Ciciretti, R ; Brunetti, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301709.

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2020Bailouts, sovereign risk and bank portfolio choices. (2020). Casiraghi, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301722.

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2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets. (2020). Regis, Luca ; Menoncin, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620301977.

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2021Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

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2020Losing money on the margin. (2020). Rockey, James ; Ladley, Daniel ; Liu, Guanqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:107-136.

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2020Dynamic Consistency and Regret. (2020). Caliendo, Frank ; Findley, Scott T. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:342-364.

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2020Inequality in minimum-effort coordination. (2020). Zeppenfeld, Christopher ; Rockenbach, Bettina ; Feldhaus, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:341-370.

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More than 100 citations found, this list is not complete...

Works by Philip H. Dybvig:

YearTitleTypeCited
1984 Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance.
[Full Text][Citation analysis]		article10
1985 Acknowledgment: Kinks on the Mean-Variance Frontier. In: Journal of Finance.
[Citation analysis]		article1
1985 Differential Information and Performance Measurement Using a Security Market Line. In: Journal of Finance.
[Full Text][Citation analysis]		article81
1985 The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance.
[Full Text][Citation analysis]		article33
1985 Yes, the APT Is Testable. In: Journal of Finance.
[Full Text][Citation analysis]		article17
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]		article70
1986 Tax Clienteles and Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article32
1980Output Supply, Employment, and Intra-Industry Wage Dispersion In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper54
1988Inefficient 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: 54		article
1988Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper65
1988Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		article
1988Increases in Risk Aversion and Portfolio Choice in a Complete Market In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1988Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper50
1988Nonnegative 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: 50		article
1988Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper62
1991Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		article
1989Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper17
1993Warranties, 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: 17		article
1982Portfolio Efficient Sets. In: Econometrica.
[Full Text][Citation analysis]		article21
1983An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica.
[Full Text][Citation analysis]		article7
2015Screening of possibly incompetent agents In: Economics Letters.
[Full Text][Citation analysis]		article0
2003Arbitrage, state prices and portfolio theory In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter5
2010Lifetime consumption and investment: Retirement and constrained borrowing In: Journal of Economic Theory.
[Full Text][Citation analysis]		article36
2010Renegotiation-proof contracting, disclosure, and incentives for efficient investment In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2012Increases in risk aversion and the distribution of portfolio payoffs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
1980Present values and internal rates of return In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1982Recovering preferences from preferences over nominal gambles In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
1983Duality, interest rates, and the theory of present value In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
1983An explicit bound on individual assets deviations from APT pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
2000Bias of Damage Awards and Free Options in Securities Litigation In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article1
1983Adoption externalities as public goods In: Journal of Public Economics.
[Full Text][Citation analysis]		article42
1994What is the Feds decision problem? (conference panel discussion) In: Proceedings.
[Full Text][Citation analysis]		article0
1994What is the Feds decision problem? (conference panel discussion).(1994) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1997The new risk management: the good, the bad, and the ugly In: Review.
[Full Text][Citation analysis]		article0
2013The 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
2000Bank runs, deposit insurance, and liquidity In: Quarterly Review.
[Full Text][Citation analysis]		article3334
1983Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3334		article
1999Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper36
2010Portfolio Performance and Agency.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
1983Recovering Additive Utility Functions. In: International Economic Review.
[Full Text][Citation analysis]		article2
2011Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article4
1981Recovering Cardinal Utility In: Review of Economic Studies.
[Full Text][Citation analysis]		article11
1995Dusenberrys 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]		article33
1997Recovery of Preferences from Observed Wealth in a Single Realization. In: Review of Financial Studies.
[Citation analysis]		article10
1999Portfolio Turnpikes. In: Review of Financial Studies.
[Citation analysis]		article21
1999Empty Promises and Arbitrage. In: Review of Financial Studies.
[Citation analysis]		article7
2003Employee Reload Options: Pricing, Hedging, and Optimal Exercise In: Review of Financial Studies.
[Citation analysis]		article17
1988Book Review: Security Markets: Stochastic Models by Darrell Duffie In: Review of Financial Studies.
[Full Text][Citation analysis]		article0
2009Consensus in Diverse Corporate Boards In: Review of Financial Studies.
[Full Text][Citation analysis]		article26
1982Mean-Variance Theory in Complete Markets. In: The Journal of Business.
[Full Text][Citation analysis]		article64
1986Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business.
[Full Text][Citation analysis]		article53
1996Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business.
[Full Text][Citation analysis]		article65
1998Long 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: 65		paper
1993Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: Finance.
[Full Text][Citation analysis]		paper0

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