Philip H. Dybvig : Citation Profile


Washington University in St. Louis

21

H index

28

i10 index

6333

Citations

RESEARCH PRODUCTION:

52

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   44 years (1980 - 2024). See details.
   Cites by year: 143
   Journals where Philip H. Dybvig has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 7 (0.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdy4
   Updated: 2025-04-19    RAS profile: 2023-11-07    
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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 (36)

Kiss, Hubert Janos (33)

Keister, Todd (29)

Martin, Antoine (28)

Ahnert, Toni (28)

Schoors, Koen (27)

Suarez, Javier (25)

Razin, Assaf (25)

Jouini, Elyès (24)

Rosa-García, Alfonso (23)

Fecht, Falko (22)

Cites to:

Dybvig, Phillip (10)

merton, robert (6)

Stiglitz, Joseph (4)

Kreps, David (3)

Machina, Mark (3)

Lucas, Deborah (3)

Holmstrom, Bengt (3)

Katz, Michael (3)

Liu, Hong (3)

Bodie, Zvi (2)

Bernheim, B. Douglas (2)

Main data


Where Philip H. Dybvig has published?


Journals with more than one article published# docs
The Review of Financial Studies10
Journal of Finance7
Journal of Economic Theory7
The Journal of Business4
Financial Analysts Journal4
The Review of Economic Studies3
Review3
Econometrica2
Journal of Political Economy2

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 (2025 and 2024)


YearTitle of citing document
2025.

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2024Retirement 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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2024Unpacking the Black Box: Regulating Algorithmic Decisions. (2021). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443.

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2024Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2024Cost-efficiency in Incomplete Markets. (2022). Sturm, Stephan ; Bernard, Carole. In: Papers. RePEc:arx:papers:2206.12511.

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2025Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2024Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848.

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2024No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives. (2022). Calvelli, Alessio. In: Papers. RePEc:arx:papers:2208.08746.

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2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2024Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888.

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2024Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2024Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642.

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2024Optimal ratcheting of dividend payout under Brownian motion surplus. (2023). Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2308.15048.

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2024Optimal Transport Divergences induced by Scoring Functions. (2023). Vanduffel, Steven ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2311.12183.

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2024Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579.

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2024Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution. (2024). Xu, Zuo Quan ; Guo, Mingxin. In: Papers. RePEc:arx:papers:2412.11383.

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2025Blockchain innovation in promoting employment. (2025). Kuo, David Lee ; Li, Yang. In: Papers. RePEc:arx:papers:2502.15549.

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2025The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9.

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2024.

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2024.

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2024CBDC and the banking system. (2024). Ferrero, Giuseppe ; Branzoli, Nicola ; Rainone, Edoardo ; Palazzo, Francesco ; Ilari, Antonio ; Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24.

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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2024Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia. (2024). Hay, Chanthol ; Ueda, Kenichi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:19:y:2024:i:2:p:272-290.

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2024Banking concentration, financial openness, and financial development. (2024). Harrison, Andre ; Ghossoub, Edgar A ; Reed, Robert R. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159.

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2024The case for 100% money: Ten reasons for separating money issuance from banking. (2024). Demeulemeester, Samuel. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:57-70.

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2024Capital controls, banking competition, and monetary policy. (2024). Reed, Robert R ; Harrison, Andre ; Ghossoub, Edgar A. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1369-1399.

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2024Trading and Shareholder Democracy. (2024). Malenko, Nadya ; Maug, Ernst ; Levit, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:257-304.

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2024.

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2024Inside and Outside Information. (2024). Quigley, Daniel ; Walther, Ansgar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2667-2714.

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2024Half Banked: The Economic Impact of Cash Management in the Marijuana Industry. (2024). Seegert, Nathan ; Berger, Elizabeth A. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2759-2796.

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2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

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2024Liquidity Transformation and Fragility in the U.S. Banking Sector. (2024). Huang, Zeqiong ; Goldstein, Itay ; Chen, QI ; Vashishtha, Rahul. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3985-4036.

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2024Reference dependence and endogenous anchors. (2024). Meirelesrodrigues, Andrea ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:925-976.

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2024Capital flows to developing countries: Implications for monetary policy across the globe. (2024). Reed, Robert R ; Harrison, Andre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:839-906.

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2025.

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2024Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim.

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2024Keep calm, but watch the outliers: deposit flows in recent crisis episodes and beyond. (2024). Oosterhek, Koen ; Fascione, Luisa ; Wildmann, Nadya ; Stracca, Livio ; Scheubel, Beatrice. In: Occasional Paper Series. RePEc:ecb:ecbops:2024361.

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2024Does liquidity regulation affect commercial banks carbon bias? Evidence from China. (2024). Liu, Yan ; Zou, Xin ; Yuan, Wei ; Dai, Junxun. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001421.

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2024Too old to spend? Understanding the consumption of the elderly in China. (2024). Wu, Weixing ; Jin, Changlun ; Tian, Geran. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001755.

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2024Preventing runs under sequential revelation of liquidity needs. (2024). Voellmy, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001951.

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2024Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180.

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2024Contracting with cost synergies: Continuous-time double-sided moral hazard. (2024). Yang, Jun ; Chen, YU. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001635.

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2024Will the establishment of city commercial banks improve resource allocation efficiency?–Concurrently on bank risk-taking channels of monetary policy in China. (2024). Luo, XI ; Yu, Jintao ; Gong, Xingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1513-1526.

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2024Hedge fund fee structure and risk exposure. (2024). Roche, Herve ; Riutort, Julio ; Braun, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000026.

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2024Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130.

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2024Revisiting the relation between financial inclusion and economic growth: a global analysis using panel threshold regression. (2024). Bala-Keffi, Ladi R ; Siddiki, Jalal. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000634.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Burghof, Hans-Peter ; Bales, Stephan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

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2024Does climate change matter for bank profitability? Evidence from China. (2024). Lee, Chi-Chuan ; Zhang, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001827.

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2024Idle liquidity, CBDC and banking. (2024). Xiao, Sylvia Xiaolin ; Dong, Mei. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000291.

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2024Carbon taxes and tariffs, financial frictions, and international spillovers. (2024). Kim, Giseong ; Carattini, Stefano ; Pommeret, Aude ; Melkadze, Givi. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002125.

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2024Investment–consumption optimization with transaction cost and learning about return predictability. (2024). Siu, Tak Kuen ; Wang, Ning. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:877-891.

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2024Interactive preference analysis: A reinforcement learning framework. (2024). Hu, Xiao ; Kang, Siqin ; Zhu, Shaokeng ; Ren, Long. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:983-998.

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2025Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764.

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2025Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329.

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2024Renewable energy financing by state investment banks: Evidence from OECD countries. (2024). Steffen, Bjarne ; Waidelich, Paul. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001634.

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2024How do depositors respond to banks discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects. (2024). Nguyen, Duc Khuong ; Hussain, Nazim ; Tran, Dung Viet. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001376.

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2024Digitalization as a double-edged sword: A deep learning analysis of risk management in Chinese banks. (2024). Hong, Zhiwu ; Huang, Yiting ; Wang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001819.

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2024Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis. (2024). Archibald, Thomas W ; Moreira, Fernando ; Huang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004344.

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2024The spillover effect of bank distress: Evidence from the takeover of Baoshang Bank in China. (2024). Zhang, Longyao ; Liu, Zhengyuan ; Xu, Yuyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010681.

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2024Who Loses Most When Big Banks Suddenly Fail? Evidence from Silicon Valley Bank Collapse. (2024). Tran, Nhu ; Megginson, William ; Liu, Xia ; Wei, Siqi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011789.

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2024Coordination and Conservatism. (2024). Ruan, Lijun ; Lu, Tong. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000655.

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2024The level of digitalization in Commercial banks and bank liquidity creation. (2024). Yang, Lingyan ; Xu, Chenxi. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003106.

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2024Liquidity hoarding and bank profitability: The role of economic policy uncertainty. (2024). Niu, Jijun. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401033x.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Digital payments and bank competition. (2024). Verdier, Marianne. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s157230892400072x.

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2024Funding liquidity creation by banks. (2024). Yu, Edison G ; Thakor, Anjan. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000809.

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2024Lobbying and liquidity requirements: Large versus small banks. (2024). Shy, Oz ; Stenbacka, Rune. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001013.

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2024To Catch a Stag: Identifying payoff- and risk-dominance effects in coordination games. (2024). Jagau, Stephan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:147:y:2024:i:c:p:429-448.

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2024National culture and banks stock volatility. (2024). Varon, Eva ; Galil, Koresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007.

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2024Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210.

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2024The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124.

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2024Government guarantees and bank liquidity creation around the world. (2024). Saheruddin, Herman ; Li, Xinming ; Berger, Allen N ; Zhao, Daxuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002340.

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2024Optimal investor life cycle decisions with time-inconsistent preferences. (2024). Yao, Haixiang ; Luo, Dan ; Chen, Shumin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000359.

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2024Bank choice, bank runs, and coordination in the presence of two banks. (2024). Kopányi-Peuker, Anita ; de Jong, Johan ; Arifovic, Jasmina ; Kopanyi-Peuker, Anita. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:392-410.

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2024Money under the mattress: Inflation and lending of last resort. (2024). Barlevy, Gadi ; Fershtman, Daniel ; Bird, Daniel ; Weiss, David. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000103.

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2024Panics and prices. (2024). Krishna, Vijay ; Awaya, YU. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000243.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Xiao, Kairong ; Sundaresan, Suresh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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

Works by Philip H. Dybvig:


YearTitleTypeCited
2021The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics.
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article0
1984 Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance.
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article12
1985 Acknowledgment: Kinks on the Mean-Variance Frontier. In: Journal of Finance.
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article1
1985 Differential Information and Performance Measurement Using a Security Market Line. In: Journal of Finance.
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article122
1985 The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance.
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article120
1985 Yes, the APT Is Testable. In: Journal of Finance.
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article21
1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance.
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article104
1986 Tax Clienteles and Asset Pricing. In: Journal of Finance.
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article36
1980Output Supply, Employment, and Intra-Industry Wage Dispersion In: Cowles Foundation Discussion Papers.
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paper2
1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market In: Cowles Foundation Discussion Papers.
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paper73
1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market.(1988) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 73
article
1988Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers.
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paper86
1988Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business.
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This paper has nother version. Agregated cites: 86
article
1988Increases in Risk Aversion and Portfolio Choice in a Complete Market In: Cowles Foundation Discussion Papers.
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paper0
1988Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans In: Cowles Foundation Discussion Papers.
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paper63
1988Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans.(1988) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 63
article
1988Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers.
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paper74
1991Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 74
article
1989Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers.
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paper23
1993Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model.(1993) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 23
article
1982Portfolio Efficient Sets. In: Econometrica.
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article30
1983An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica.
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article9
2015Screening of possibly incompetent agents In: Economics Letters.
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article0
2003Arbitrage, state prices and portfolio theory In: Handbook of the Economics of Finance.
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chapter19
2024Approximate utility In: Finance Research Letters.
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article0
2010Lifetime consumption and investment: Retirement and constrained borrowing In: Journal of Economic Theory.
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article79
2010Renegotiation-proof contracting, disclosure, and incentives for efficient investment In: Journal of Economic Theory.
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article0
2012Increases in risk aversion and the distribution of portfolio payoffs In: Journal of Economic Theory.
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article6
2018On investor preferences and mutual fund separation In: Journal of Economic Theory.
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article4
1980Present values and internal rates of return In: Journal of Economic Theory.
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article7
1982Recovering preferences from preferences over nominal gambles In: Journal of Economic Theory.
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article0
1983Duality, interest rates, and the theory of present value In: Journal of Economic Theory.
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article1
1983An explicit bound on individual assets deviations from APT pricing in a finite economy In: Journal of Financial Economics.
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article27
2000Bias of Damage Awards and Free Options in Securities Litigation In: Journal of Financial Intermediation.
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article2
1983Adoption externalities as public goods In: Journal of Public Economics.
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article52
1994What is the Feds decision problem? (conference panel discussion) In: Proceedings.
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article0
1994What is the Feds decision problem? (conference panel discussion).(1994) In: Review.
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This paper has nother version. Agregated cites: 0
article
1997The new risk management: the good, the bad, and the ugly In: Review.
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article4
2013The new risk management: the good, the bad, and the ugly.(2013) In: Review.
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This paper has nother version. Agregated cites: 4
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