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)

20

H index

27

i10 index

5526

Citations

RESEARCH PRODUCTION:

44

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   35 years (1980 - 2015). See details.
   Cites by year: 157
   Journals where Philip H. Dybvig has often published
   Relations with other researchers
   Recent citing documents: 543.    Total self citations: 5 (0.09 %)

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   Permalink: http://citec.repec.org/pdy4
   Updated: 2022-06-25    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:

Aizenman, Joshua (41)

Kiss, Hubert Janos (29)

Martin, Antoine (29)

Keister, Todd (26)

Razin, Assaf (25)

Suarez, Javier (24)

Jouini, Elyès (24)

Ahnert, Toni (23)

Schoors, Koen (22)

Fecht, Falko (22)

Gale, Douglas (22)

Cites to:

Dybvig, Phillip (8)

merton, robert (6)

Machina, Mark (3)

Holmstrom, Bengt (3)

Lucas, Deborah (3)

Liu, Hong (3)

Katz, Michael (3)

Stiglitz, Joseph (3)

Grossman, Sanford (2)

Bodie, Zvi (2)

Leland, Hayne (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
Review of Economic Studies3
Review3
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
2021DOES 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.

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2021The 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.

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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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2020Banking 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.

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2020Conceptual 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.

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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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2020The 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.

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2020Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049.

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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.

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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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2021Optimal ratcheting of dividends in insurance. (2019). Muler, Nora ; Azcue, Pablo ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:1910.06910.

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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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2021Optimal 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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2020Optimal Investment, Heterogeneous Consumption and Best Time for Retirement. (2020). Zheng, Harry ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2008.00392.

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2020Minimal Quantile Functions Subject to Stochastic Dominance Constraints. (2020). Yang, Zhou ; Xu, Zuo Quan ; Xia, Jianming ; Wang, Xiangyu. In: Papers. RePEc:arx:papers:2008.02420.

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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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2021Optimal 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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2020Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2021Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414.

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2021Optimal 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.

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2021Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607.

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2021Measuring 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.

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2021An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536.

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2021Decentralized 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.

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2021Unpacking the Black Box: Regulating Algorithmic Decisions. (2021). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2021Optimal Expansion of Business Opportunity. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Chen, Kexin ; Wang, Ling. In: Papers. RePEc:arx:papers:2112.06706.

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2022Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2022Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108.

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2022Consumption-investment decisions with endogenous reference point and drawdown constraint. (2022). Yuan, Fengyi ; Luo, Xiaodong ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2204.00530.

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2020Moderation 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.

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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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2021Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David. In: Staff Working Papers. RePEc:bca:bocawp:21-30.

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2021Are Bank Bailouts Welfare Improving?. (2021). Ueberfeldt, Alexander ; Shukayev, Malik. In: Staff Working Papers. RePEc:bca:bocawp:21-56.

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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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2021A 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.

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2021The 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.

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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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2021A 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.

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2020Central 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.

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2020Central 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.

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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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2020Determinants 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.

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2022Assessing 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.

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2021Banking and Inside Money: Revisiting the Efficiency of Deposit Contracts. (2021). Rodriguez Mendizabal, Hugo ; Rivero, David. In: Working Papers. RePEc:bge:wpaper:1265.

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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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2021Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926.

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2021Thresholds 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.

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2021The 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.

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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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2020Tax?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.

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2021A 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.

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2021Banking 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.

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2021For 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.

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2022Payment 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.

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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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2022Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516.

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2021A 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.

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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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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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2021Imperfect pass-through to deposit rates and monetary policy transmission. (2021). Polo, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:0933.

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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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2022Depositor 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.

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2021Financial 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.

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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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2020Central 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.

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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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2021Shareholder Liability and Bank Failure. (2021). Koudijs, Peter ; Korteweg, Arthur ; Jenter, Dirk ; Aldunate, Felipe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9168.

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2021Cognitive Imprecision and Strategic Behavior. (2021). Nunnari, Salvatore ; Frydman, Cary D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9483.

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2022Voluntary Equity, Project Risk, and Capital Requirements. (2022). Lulfesmann, Christoph ; Haufler, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9505.

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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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2021Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua.

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2020Unconventional monetary policy and credit market activity. (2020). Medina, Juan Carlos. In: Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez.. RePEc:cjz:ca41cj:57.

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2021Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5.

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2020Secular 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.

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2021The 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.

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2021Deposit Insurance and Depositor Behavior: Evidence from Colombia. (2021). Limodio, Nicola ; de Roux, Nicols. In: Documentos CEDE. RePEc:col:000089:018800.

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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]		article11
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]		article95
1985 The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance.
[Full Text][Citation analysis]		article35
1985 Yes, the APT Is Testable. In: Journal of Finance.
[Full Text][Citation analysis]		article19
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]		article93
1986 Tax Clienteles and Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article33
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]		paper62
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: 62		article
1988Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper73
1988Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		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]		paper58
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: 58		article
1988Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper69
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: 69		article
1989Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper20
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: 20		article
1982Portfolio Efficient Sets. In: Econometrica.
[Full Text][Citation analysis]		article30
1983An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica.
[Full Text][Citation analysis]		article8
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]		chapter18
2010Lifetime consumption and investment: Retirement and constrained borrowing In: Journal of Economic Theory.
[Full Text][Citation analysis]		article51
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]		article5
1980Present values and internal rates of return In: Journal of Economic Theory.
[Full Text][Citation analysis]		article7
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]		article18
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]		article47
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]		article4341
1983Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4341		article
1999Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper42
2010Portfolio Performance and Agency.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		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]		article7
1981Recovering Cardinal Utility In: Review of Economic Studies.
[Full Text][Citation analysis]		article14
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]		article56
1997Recovery of Preferences from Observed Wealth in a Single Realization. In: Review of Financial Studies.
[Citation analysis]		article11
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]		article20
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]		article35
1982Mean-Variance Theory in Complete Markets. In: The Journal of Business.
[Full Text][Citation analysis]		article70
1986Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business.
[Full Text][Citation analysis]		article67
1996Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business.
[Full Text][Citation analysis]		article77
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: 77		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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