Thomas M. Eisenbach : Citation Profile


Are you Thomas M. Eisenbach?

Federal Reserve Bank of New York

11

H index

12

i10 index

645

Citations

RESEARCH PRODUCTION:

9

Articles

49

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 35
   Journals where Thomas M. Eisenbach has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 12 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei36
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Phelan, Gregory (5)

Crosignani, Matteo (4)

Kovner, Anna (4)

Fringuellotti, Fulvia (4)

Duarte, Fernando (3)

Blickle, Kristian (2)

Van Tassel, Peter (2)

Boyarchenko, Nina (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:

Ahnert, Toni (17)

Smets, Frank (17)

Peydro, Jose-Luis (16)

Boucinha, Miguel (15)

Altavilla, Carlo (15)

Suarez, Javier (12)

Roventini, Andrea (12)

Brunnermeier, Markus (10)

CLERC, Laurent (9)

Adrian, Tobias (8)

Fricke, Daniel (8)

Cites to:

Shin, Hyun Song (24)

Shleifer, Andrei (17)

Kashyap, Anil (13)

Diamond, Douglas (13)

Campbell, John (13)

Acharya, Viral (12)

Duffie, Darrell (12)

Morris, Stephen (11)

Adrian, Tobias (11)

KRISHNAMURTHY, ARVIND (11)

Laibson, David (10)

Main data


Where Thomas M. Eisenbach has published?


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

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York22
Staff Reports / Federal Reserve Bank of New York15
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Department of Economics Working Papers / Department of Economics, Williams College2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Thomas M. Eisenbach (2024 and 2023)


YearTitle of citing document
2023Reinforcement 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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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023.

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2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

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2023.

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2023CBDC and financial stability. (2023). Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20232783.

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2023Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652.

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2023Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023Cyber attacks, discretionary loan loss provisions, and banks’ earnings management. (2023). Khalid, S M ; Liu, Suyi ; Jin, Justin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300079x.

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2023Bond liquidity, debt maturity and bond risk premium. (2023). Wei, XU ; Zhou, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000909.

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2023Spillover effects between liquidity risks through endogenous debt maturity. (2023). Zhou, Yi ; Xiao, Xiao ; Wei, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000125.

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2023Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396.

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2023Pirates without borders: The propagation of cyberattacks through firms’ supply chains. (2023). Silva, Andre F ; Macchiavelli, Marco ; Crosignani, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:432-448.

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2023Set it and forget it? Financing retirement in an age of defaults. (2023). Ramnath, Shanthi ; Mukherjee, Anita ; Goodman, Lucas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:47-68.

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2023Loan guarantees, bank underwriting policies and financial stability. (2023). leonello, agnese ; Marquez, Robert ; Carletti, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:260-295.

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2023The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687.

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2023Hysteresis, financial frictions and monetary policy. (2023). Giakas, Konstantinos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000469.

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2023Information management in times of crisis. (2023). Copeland, Adam ; Anderson, Haelim. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:35-49.

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2023A continuous-time macro-finance model with Knightian uncertainty. (2023). Yan, Jingzhou ; Shen, Guanxiong ; Mao, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002244.

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2023Monetary Policy Implementation with Ample Reserves. (2023). Schulhofer-Wohl, Sam ; Potter, Simon M ; Nosal, ED ; Martin, Antoine ; Kim, Kyungmin ; Afonso, Gara. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96680.

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2023Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469..

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2023New advances on cyber risk and cyber insurance. (2023). Eling, Martin ; Boyer, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00294-w.

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2023Smooth versus Harsh Regulatory Interventions and Policy Equivalence. (2023). Schilling, Linda. In: MPRA Paper. RePEc:pra:mprapa:116612.

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2023Asset pricing with dynamically inconsistent agents. (2023). Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00516-y.

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2023Financial frictions, bank intermediation and monetary policy transmission in India. (2023). Behera, Harendra ; Banerjee, Shesadri. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:749-785.

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2023Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142.

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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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article4
2022Cournot Fire Sales In: American Economic Journal: Macroeconomics.
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article3
2018Cournot Fire Sales.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 3
paper
2018Cournot Fire Sales.(2018) In: Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2020Cournot Fire Sales.(2020) In: Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2021Fire?Sale Spillovers and Systemic Risk In: Journal of Finance.
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article130
2013Fire-sale spillovers and systemic risk.(2013) In: Staff Reports.
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This paper has nother version. Agregated cites: 130
paper
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 130
paper
2022Resource Allocation in Bank Supervision: Trade?Offs and Outcomes In: Journal of Finance.
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article16
2016Resource Allocation in Bank Supervision: Trade-offs and Outcomes.(2016) In: Staff Reports.
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This paper has nother version. Agregated cites: 16
paper
2012Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive.
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paper264
2012Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 264
paper
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
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paper11
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 11
paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 11
paper
2005Flexibility as an Instrument in Digital Rights Management In: Cowles Foundation Discussion Papers.
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paper2
2011Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods In: Cowles Foundation Discussion Papers.
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paper2
2016Anxiety in the face of risk In: Journal of Financial Economics.
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article18
2013Anxiety in the face of risk.(2013) In: Staff Reports.
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This paper has nother version. Agregated cites: 18
paper
2011Anxiety in the Face of Risk.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 18
paper
2017Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics.
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article50
2013Rollover risk as market discipline: a two-sided inefficiency.(2013) In: Staff Reports.
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This paper has nother version. Agregated cites: 50
paper
2021Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation.
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article1
2015Watering a lemon tree: heterogeneous risk taking and monetary policy transmission.(2015) In: Staff Reports.
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This paper has nother version. Agregated cites: 1
paper
2014Stability of funding models: an analytical framework In: Economic Policy Review.
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article21
2017Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review.
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article12
2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
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paper0
2012In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics.
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paper0
2014What Makes a Bank Stable? A Framework for Analysis In: Liberty Street Economics.
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paper0
2014Factors that Affect Bank Stability In: Liberty Street Economics.
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paper0
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
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2014At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics.
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paper0
2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
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paper2
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
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paper21
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
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paper1
2016The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics.
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paper7
2017Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics.
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paper3
2017What Makes a Safe Asset Safe? In: Liberty Street Economics.
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paper0
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
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paper1
2019Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? In: Liberty Street Economics.
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paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
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paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
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paper0
2021How Does Market Power Affect Fire-Sale Externalities? In: Liberty Street Economics.
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paper0
2021Banking System Vulnerability through the COVID-19 Pandemic In: Liberty Street Economics.
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paper0
2022How Can Safe Asset Markets Be Fragile? In: Liberty Street Economics.
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paper0
2022Banking System Vulnerability: 2022 Update In: Liberty Street Economics.
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paper1
2023Banking System Vulnerability: 2023 Update In: Liberty Street Economics.
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paper0
2014Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty In: Staff Reports.
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paper10
2015Anxiety and pro-cyclical risk taking with Bayesian agents In: Staff Reports.
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paper3
2015Supervising large, complex financial companies: what do supervisors do? In: Staff Reports.
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paper3
2015The term structure of the price of variance risk In: Staff Reports.
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paper13
2017The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 13
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2020Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis In: Staff Reports.
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paper9
2022When It Rains, It Pours: Cyber Risk and Financial Conditions In: Staff Reports.
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paper1
2022Fragility of Safe Asset Markets In: Staff Reports.
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paper0
2023Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? In: Staff Reports.
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paper0
2016The Economics of Bank Supervision In: NBER Working Papers.
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paper29
2015Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers.
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paper7

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