Thomas M. Eisenbach : Citation Profile

Are you Thomas M. Eisenbach?

Federal Reserve Bank of New York

11

H index

12

i10 index

602

Citations

RESEARCH PRODUCTION:

9

Articles

47

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 35
   Journals where Thomas M. Eisenbach has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 12 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei36
   Updated: 2023-01-28    RAS profile: 2022-11-16    
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Relations with other researchers

Works with:

Phelan, Gregory (7)

Kovner, Anna (5)

Boyarchenko, Nina (4)

Duarte, Fernando (4)

Crosignani, Matteo (3)

Van Tassel, Peter (3)

Shachar, Or (3)

Blickle, Kristian (2)

Choi, Dong Beom (2)

Lee, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas M. Eisenbach.

Is cited by:

Smets, Frank (17)

Peydro, Jose-Luis (16)

Altavilla, Carlo (15)

Boucinha, Miguel (15)

Ahnert, Toni (14)

Suarez, Javier (11)

Roventini, Andrea (11)

CLERC, Laurent (9)

van Binsbergen, Jules (8)

Fricke, Daniel (8)

Adrian, Tobias (8)

Cites to:

Shin, Hyun Song (24)

Shleifer, Andrei (17)

Campbell, John (13)

Kashyap, Anil (13)

Diamond, Douglas (13)

Acharya, Viral (12)

Duffie, Darrell (11)

KRISHNAMURTHY, ARVIND (11)

Morris, Stephen (11)

Adrian, Tobias (10)

Giglio, Stefano (10)

Main data

Where Thomas M. Eisenbach has published?

Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Finance2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York21
Staff Reports / Federal Reserve Bank of New York14
NBER Working Papers / National Bureau of Economic Research, Inc2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Department of Economics Working Papers / Department of Economics, Williams College2

Recent works citing Thomas M. Eisenbach (2022 and 2021)

YearTitle of citing document
2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021.

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2021Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies. (2021). Gaffeo, Edoardo ; Gallegati, Marco ; Carraro, T. In: Working Papers. RePEc:anc:wpaper:452.

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2021Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130.

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2021Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

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2021Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2022Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134.

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2022Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864.

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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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2021Time Variation of the Equity Term Structure. (2021). Gormsen, Niels Joachim. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1959-1999.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2021Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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2021Interactions of capital and liquidity requirements: a review of the literature. (2021). Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0916.

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2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2022Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications. (2022). Sudo, Nao ; Hogen, Yoshihiko ; Koide, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e15.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2021Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2021The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2021). Pancaro, Cosimo ; Ongena, Steven ; Müller, Carola ; Muller, Carola ; Kok, Christoffer. In: Working Paper Series. RePEc:ecb:ecbwps:20212551.

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2022Savings, efficiency and the nature of bank runs. (2022). Porcellacchia, Davide ; Panetti, Ettore ; Mendicino, Caterina ; Leonello, Agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20222636.

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2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222671.

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2022Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik. In: Working Paper Series. RePEc:ecb:ecbwps:20222755.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2021Liquidity regulation and bank lending. (2021). Wilson, John ; TARAZI, Amine ; John , ; Chronopoulos, Dimitris K ; Ananou, Foly. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001188.

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2021How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery. (2021). Demirguc-Kunt, Asli ; Maksimovic, Vojislav ; Demirgu-Kunt, Asli ; Ayyagari, Meghana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001371.

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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2022Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs. (2022). Zeynalov, Ayaz ; Solomon, Edna ; Ugur, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003291.

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2022Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.

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2021Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1147-1160.

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2022A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367.

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2021Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

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2021Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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2022How investor demands for safety influence bank capital and liquidity trade-offs. (2022). Temesvary, Judit ; Passmore, Wayne. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200016x.

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2022The drivers of cyber risk. (2022). Leach, Thomas ; Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000171.

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2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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2021Eliminating digital rights management from the E-book market. (2021). Leung, Tin Cheuk ; Kim, Jin-Hyuk. In: Information Economics and Policy. RePEc:eee:iepoli:v:57:y:2021:i:c:s0167624521000238.

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2022Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?. (2022). Cohen, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000786.

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2021Economic consequences of mandatory auditor reporting to bank regulators. (2021). Scobie, Hannah ; Ertan, Aytekin ; de George, Emmanuel T ; Balakrishnan, Karthik. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s016541012100046x.

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2022The politics of bank opacity. (2022). Zhong, Qinlin ; Zhang, Liandong ; Yue, Heng. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000677.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2022Information networks in the financial sector and systemic risk. (2022). Rush, Stephen ; Borochin, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002788.

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2022Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x.

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2021Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233.

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2021Heterogeneous intermediary asset pricing. (2021). Kargar, Mahyar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:505-532.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2021Hedging macroeconomic and financial uncertainty and volatility. (2021). Kelly, Bryan ; Giglio, Stefano ; Dew-Becker, Ian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:23-45.

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2021GSIB surcharges and bank lending: Evidence from US corporate loan data. (2021). Rezende, Marcelo ; Ivanov, Ivan ; Favara, Giovanni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1426-1443.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2021Production, bankruptcy, and financial policies under collateral constraints. (2021). Leon-Ledesma, Miguel ; Orrillo, Jaime. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:112:y:2021:i:c:p:109-119.

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2021Regulation and security design in concentrated markets. (2021). Babus, Ana ; Hachem, Kinda. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:139-151.

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2021Investment externalities in models of fire sales. (2021). Kurlat, Pablo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:122:y:2021:i:c:p:102-118.

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2022Central Bank Policy and the concentration of risk: Empirical estimates. (2022). Kim, Daisoon ; Rey, Helene ; Coimbra, Nuno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:182-198.

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2022Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey. (2022). Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:199-201.

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2022Asset quality, financing structure, and bank regulations. (2022). Wei, XU ; Gong, Yaxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1061-1075.

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2021Systemic implications of the bail-in design. (2021). Goodhart, C. A. E., ; Farmer, Doyne J ; Kleinnijenhuis, Alissa M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111903.

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2021The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:1009-1024.

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2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

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2022Set it and Forget it? Financing Retirement in an Age of Defaults. (2022). Goodman, Lucas ; Mukherjee, Anita ; Ramnath, Shanthi. In: Working Paper Series. RePEc:fip:fedhwp:95081.

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2021National Interests, Spillovers and Macroprudential Coordination. (2021). Matschke, Johannes. In: Research Working Paper. RePEc:fip:fedkrw:93597.

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2022Who Can Tell Which Banks Will Fail?. (2022). Luck, Stephan ; Blickle, Kristian ; Brunnermeier, Markus K. In: Staff Reports. RePEc:fip:fednsr:93785.

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2021Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194.

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2021Modeling ex-ante risk premia in the oil market. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03318785.

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2021Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks. (2021). Kiani, Keyvan ; Braouezec, Yann. In: Post-Print. RePEc:hal:journl:halshs-03341768.

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2021Liquidity Regulation and Bank Lending. (2021). Wilson, John ; Tarazi, Amine ; Chronopoulos, Dimitris ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-03259305.

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2021Liquidity Regulation and Bank Risk. (2021). TARAZI, Amine ; Ananou, Foly ; Wilson, John ; Chronopoulos, Dimitris. In: Working Papers. RePEc:hal:wpaper:hal-03366418.

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2021Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599.

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2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049.

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2021Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K. In: IMF Working Papers. RePEc:imf:imfwpa:2021/028.

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2021Supervisory Incentives in a Banking Union. (2021). Marquez, Robert ; Dellariccia, Giovanni ; Carletti, Elena. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:455-470.

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2022Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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2021Collateral Misrepresentation, External Auditing, and Optimal Supervisory Policy. (2021). Tuluk, Fatih. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09657-z.

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2022Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544.

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2021Bank Solvency Stress Tests with Fire Sales. (2021). Uroevi, Branko ; Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:235.

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2022Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8.

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2021Prospect theory, constant relative risk aversion, and the investment horizon. (2021). Levy, Moshe. In: PLOS ONE. RePEc:plo:pone00:0248904.

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2021Contagion in Debt and Collateral Markets. (2021). Chang, Jin-Wook. In: MPRA Paper. RePEc:pra:mprapa:111131.

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2022.

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2021Cyber risk ordering with rank-based statistical models. (2021). Giudici, Paolo ; Raffinetti, Emanuela. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:3:d:10.1007_s10182-020-00387-0.

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2022Market discipline and capital buffers in Islamic and conventional banks in the MENA region. (2022). Hassan, M. Kabir ; Moumen, Nejia ; Grassa, Rihab ; Hussainey, Khaled. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:1:d:10.1007_s40822-021-00195-0.

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2022Management cycles. (2022). Ishiguro, Shingo. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:1:d:10.1007_s00199-020-01337-2.

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2021Financial Stability with Fire Sale Externalities. (2021). Izumi, Ryuichiro ; Li, Yang. In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2021-002.

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2021Economic impact of monetary policy: Focus on real estate sector in Italy. (2021). Socci, Claudio ; Ahmed, Irfan ; Zotti, Jacopo ; Severini, Francesca ; Medabesh, Ali . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1256-1269.

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2022Financial frictions and wage inequality. (2022). Pi, Jiancai ; Fan, Yanwei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1064-1074.

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2021Synthetic leverage and fund risk-taking. (2021). Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:092021.

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2022Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik. In: Discussion Papers. RePEc:zbw:bubdps:482022.

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2021.

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Works by Thomas M. Eisenbach:

YearTitleTypeCited
2016Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking In: American Economic Review.
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2022Cournot Fire Sales In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article3
2018Cournot Fire Sales.(2018) In: Staff Reports.
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2018Cournot Fire Sales.(2018) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 3		paper
2020Cournot Fire Sales.(2020) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 3		paper
2021Fire?Sale Spillovers and Systemic Risk In: Journal of Finance.
[Full Text][Citation analysis]		article125
2013Fire-sale spillovers and systemic risk.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 125		paper
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 125		paper
2022Resource Allocation in Bank Supervision: Trade?Offs and Outcomes In: Journal of Finance.
[Full Text][Citation analysis]		article15
2016Resource Allocation in Bank Supervision: Trade-offs and Outcomes.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 15		paper
2012Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper254
2012Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 254		paper
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 11		paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 11		paper
2005Flexibility as an Instrument in Digital Rights Management In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2011Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Anxiety in the face of risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
2013Anxiety in the face of risk.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 14		paper
2011Anxiety in the Face of Risk.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 14		paper
2017Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2013Rollover risk as market discipline: a two-sided inefficiency.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 41		paper
2021Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article1
2015Watering a lemon tree: heterogeneous risk taking and monetary policy transmission.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 1		paper
2014Stability of funding models: an analytical framework In: Economic Policy Review.
[Full Text][Citation analysis]		article20
2017Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review.
[Full Text][Citation analysis]		article12
2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Makes a Bank Stable? A Framework for Analysis In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Factors that Affect Bank Stability In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper20
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics.
[Full Text][Citation analysis]		paper6
2017Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2017What Makes a Safe Asset Safe? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021How Does Market Power Affect Fire-Sale Externalities? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Banking System Vulnerability through the COVID-19 Pandemic In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Can Safe Asset Markets Be Fragile? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022Banking System Vulnerability: 2022 Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty In: Staff Reports.
[Full Text][Citation analysis]		paper10
2015Anxiety and pro-cyclical risk taking with Bayesian agents In: Staff Reports.
[Full Text][Citation analysis]		paper3
2015Supervising large, complex financial companies: what do supervisors do? In: Staff Reports.
[Full Text][Citation analysis]		paper3
2015The term structure of the price of variance risk In: Staff Reports.
[Full Text][Citation analysis]		paper13
2017The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 13		paper
2020Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis In: Staff Reports.
[Full Text][Citation analysis]		paper3
2022When It Rains, It Pours: Cyber Risk and Financial Conditions In: Staff Reports.
[Full Text][Citation analysis]		paper0
2022Fragility of Safe Asset Markets In: Staff Reports.
[Full Text][Citation analysis]		paper0
2016The Economics of Bank Supervision In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2015Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper7

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