11
H index
12
i10 index
602
Citations
Federal Reserve Bank of New York | 11 H index 12 i10 index 602 Citations RESEARCH PRODUCTION: 9 Articles 47 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas M. Eisenbach. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
Journal of Finance | 2 |
Economic Policy Review | 2 |
Year | Title of citing document |
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2021 | Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies. (2021). Gaffeo, Edoardo ; Gallegati, Marco ; Carraro, T. In: Working Papers. RePEc:anc:wpaper:452. Full description at Econpapers || Download paper |
2021 | Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130. Full description at Econpapers || Download paper |
2021 | Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121. Full description at Econpapers || Download paper |
2021 | Tail 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. Full description at Econpapers || Download paper |
2021 | Liquidity 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper |
2022 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper |
2022 | Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864. Full description at Econpapers || Download paper |
2021 | Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David. In: Staff Working Papers. RePEc:bca:bocawp:21-30. Full description at Econpapers || Download paper |
2021 | Time 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. Full description at Econpapers || Download paper |
2021 | Reinvestment 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. Full description at Econpapers || Download paper |
2021 | Fire?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. Full description at Econpapers || Download paper |
2021 | Modelling 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. Full description at Econpapers || Download paper |
2021 | Interactions of capital and liquidity requirements: a review of the literature. (2021). Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0916. Full description at Econpapers || Download paper |
2021 | The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954. Full description at Econpapers || Download paper |
2022 | Rise 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. Full description at Econpapers || Download paper |
2022 | Increasing 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. Full description at Econpapers || Download paper |
2022 | Fire 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. Full description at Econpapers || Download paper |
2021 | Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en. Full description at Econpapers || Download paper |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Savings, efficiency and the nature of bank runs. (2022). Porcellacchia, Davide ; Panetti, Ettore ; Mendicino, Caterina ; Leonello, Agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20222636. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik. In: Working Paper Series. RePEc:ecb:ecbwps:20222755. Full description at Econpapers || Download paper |
2022 | Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757. Full description at Econpapers || Download paper |
2021 | Liquidity 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. Full description at Econpapers || Download paper |
2021 | How 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. Full description at Econpapers || Download paper |
2021 | Interconnected 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. Full description at Econpapers || Download paper |
2022 | Search 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. Full description at Econpapers || Download paper |
2022 | Leverage, 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. Full description at Econpapers || Download paper |
2022 | Hazardous 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. Full description at Econpapers || Download paper |
2021 | Price 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2021 | Leverage 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. Full description at Econpapers || Download paper |
2022 | Systemic 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. Full description at Econpapers || Download paper |
2021 | Vulnerable 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. Full description at Econpapers || Download paper |
2021 | Common 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. Full description at Econpapers || Download paper |
2021 | CoMap: 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Hierarchical 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. Full description at Econpapers || Download paper |
2021 | Eliminating 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. Full description at Econpapers || Download paper |
2022 | Examining 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. Full description at Econpapers || Download paper |
2021 | Economic 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Predicting 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. Full description at Econpapers || Download paper |
2022 | Information 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. Full description at Econpapers || Download paper |
2022 | Simulating 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. Full description at Econpapers || Download paper |
2021 | Volatility, 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. Full description at Econpapers || Download paper |
2021 | Heterogeneous intermediary asset pricing. (2021). Kargar, Mahyar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:505-532. Full description at Econpapers || Download paper |
2021 | Network 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. Full description at Econpapers || Download paper |
2021 | Hedging 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. Full description at Econpapers || Download paper |
2021 | GSIB 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. Full description at Econpapers || Download paper |
2022 | Treasury 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. Full description at Econpapers || Download paper |
2021 | Production, 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. Full description at Econpapers || Download paper |
2021 | Regulation 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. Full description at Econpapers || Download paper |
2021 | Investment 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. Full description at Econpapers || Download paper |
2022 | Central 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. Full description at Econpapers || Download paper |
2022 | Comment 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. Full description at Econpapers || Download paper |
2022 | Asset 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. Full description at Econpapers || Download paper |
2021 | Systemic 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Hedge 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. Full description at Econpapers || Download paper |
2022 | Set 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. Full description at Econpapers || Download paper |
2021 | National Interests, Spillovers and Macroprudential Coordination. (2021). Matschke, Johannes. In: Research Working Paper. RePEc:fip:fedkrw:93597. Full description at Econpapers || Download paper |
2022 | Who Can Tell Which Banks Will Fail?. (2022). Luck, Stephan ; Blickle, Kristian ; Brunnermeier, Markus K. In: Staff Reports. RePEc:fip:fednsr:93785. Full description at Econpapers || Download paper |
2021 | Systemic 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. Full description at Econpapers || Download paper |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03318785. Full description at Econpapers || Download paper |
2021 | Target 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. Full description at Econpapers || Download paper |
2021 | Liquidity Regulation and Bank Lending. (2021). Wilson, John ; Tarazi, Amine ; Chronopoulos, Dimitris ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-03259305. Full description at Econpapers || Download paper |
2021 | Liquidity Regulation and Bank Risk. (2021). TARAZI, Amine ; Ananou, Foly ; Wilson, John ; Chronopoulos, Dimitris. In: Working Papers. RePEc:hal:wpaper:hal-03366418. Full description at Econpapers || Download paper |
2021 | Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599. Full description at Econpapers || Download paper |
2022 | Contagion 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. Full description at Econpapers || Download paper |
2021 | Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K. In: IMF Working Papers. RePEc:imf:imfwpa:2021/028. Full description at Econpapers || Download paper |
2021 | Supervisory 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. Full description at Econpapers || Download paper |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper |
2021 | Collateral 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. Full description at Econpapers || Download paper |
2022 | Fire 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. Full description at Econpapers || Download paper |
2022 | Fire 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. Full description at Econpapers || Download paper |
2021 | Bank Solvency Stress Tests with Fire Sales. (2021). Uroevi, Branko ; Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:235. Full description at Econpapers || Download paper |
2022 | Systematic 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. Full description at Econpapers || Download paper |
2021 | Prospect theory, constant relative risk aversion, and the investment horizon. (2021). Levy, Moshe. In: PLOS ONE. RePEc:plo:pone00:0248904. Full description at Econpapers || Download paper |
2021 | Contagion in Debt and Collateral Markets. (2021). Chang, Jin-Wook. In: MPRA Paper. RePEc:pra:mprapa:111131. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Cyber 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. Full description at Econpapers || Download paper |
2022 | Market 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. Full description at Econpapers || Download paper |
2022 | Management cycles. (2022). Ishiguro, Shingo. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:1:d:10.1007_s00199-020-01337-2. Full description at Econpapers || Download paper |
2021 | Financial Stability with Fire Sale Externalities. (2021). Izumi, Ryuichiro ; Li, Yang. In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2021-002. Full description at Econpapers || Download paper |
2021 | Economic 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. Full description at Econpapers || Download paper |
2022 | Financial 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. Full description at Econpapers || Download paper |
2021 | Synthetic leverage and fund risk-taking. (2021). Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:092021. Full description at Econpapers || Download paper |
2022 | Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik. In: Discussion Papers. RePEc:zbw:bubdps:482022. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking In: American Economic Review. [Full Text][Citation analysis] | article | 4 |
2022 | Cournot Fire Sales In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2018 | Cournot Fire Sales.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | Cournot Fire Sales.(2018) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Cournot Fire Sales.(2020) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | Fire?Sale Spillovers and Systemic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 125 |
2013 | Fire-sale spillovers and systemic risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2014 | Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2022 | Resource Allocation in Bank Supervision: Trade?Offs and Outcomes In: Journal of Finance. [Full Text][Citation analysis] | article | 15 |
2016 | Resource Allocation in Bank Supervision: Trade-offs and Outcomes.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2012 | Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 254 |
2012 | Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2005 | Flexibility as an Instrument in Digital Rights Management In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Anxiety in the face of risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
2013 | Anxiety in the face of risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2011 | Anxiety in the Face of Risk.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2017 | Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 41 |
2013 | Rollover risk as market discipline: a two-sided inefficiency.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2021 | Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1 |
2015 | Watering a lemon tree: heterogeneous risk taking and monetary policy transmission.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Stability of funding models: an analytical framework In: Economic Policy Review. [Full Text][Citation analysis] | article | 20 |
2017 | Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review. [Full Text][Citation analysis] | article | 12 |
2019 | Banking System Vulnerability: Annual Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | What Makes a Bank Stable? A Framework for Analysis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Factors that Affect Bank Stability In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 20 |
2016 | Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
2017 | Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2017 | What Makes a Safe Asset Safe? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | How Does Market Power Affect Fire-Sale Externalities? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Banking System Vulnerability through the COVID-19 Pandemic In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How Can Safe Asset Markets Be Fragile? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Banking System Vulnerability: 2022 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2015 | Anxiety and pro-cyclical risk taking with Bayesian agents In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2015 | Supervising large, complex financial companies: what do supervisors do? In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2015 | The term structure of the price of variance risk In: Staff Reports. [Full Text][Citation analysis] | paper | 13 |
2017 | The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2022 | When It Rains, It Pours: Cyber Risk and Financial Conditions In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | Fragility of Safe Asset Markets In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2016 | The Economics of Bank Supervision In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2015 | Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
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