12
H index
14
i10 index
765
Citations
Federal Reserve Bank of New York | 12 H index 14 i10 index 765 Citations RESEARCH PRODUCTION: 13 Articles 62 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 |
|---|---|
| Journal of Financial Economics | 3 |
| Economic Policy Review | 3 |
| Journal of Finance | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | The Principle of Cost-Based Supervision in Practice. (2024). Dumlao, Luis. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:2:p:1-19. Full description at Econpapers || Download paper |
| 2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper |
| 2024 | Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297. Full description at Econpapers || Download paper |
| 2025 | Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082. Full description at Econpapers || Download paper |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper |
| 2024 | Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19. Full description at Econpapers || Download paper |
| 2024 | The (Mis)Allocation of Corporate News. (2024). Macaulay, Alistair ; Guo, Xing ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:24-47. Full description at Econpapers || Download paper |
| 2025 | The disciplining effect of bank supervision: evidence from SupTech. (2025). Degryse, Hans ; Nazar, Bernardus F ; Huylebroek, Cdric. In: BIS Working Papers. RePEc:bis:biswps:1256. Full description at Econpapers || Download paper |
| 2024 | Political Polarization Affects Households Financial Decisions: Evidence from Home Sales. (2024). Zhang, Calvin ; Orellanali, John ; ben McCartney, W. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:795-841. Full description at Econpapers || Download paper |
| 2024 | Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552. Full description at Econpapers || Download paper |
| 2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download paper |
| 2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
| 2025 | The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066. Full description at Econpapers || Download paper |
| 2025 | Bank fragility and risk management. (2025). Ahnert, Toni ; Bertsch, Christoph ; Marquez, Robert ; Leonello, Agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20253076. Full description at Econpapers || Download paper |
| 2025 | Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091. Full description at Econpapers || Download paper |
| 2025 | Mind the App: do European deposits react to digitalisation?. (2025). Fascione, Luisa ; Jacoubian, Juan Ignacio ; Wildmann, Nadya ; Stracca, Livio ; Scheubel, Beatrice. In: Working Paper Series. RePEc:ecb:ecbwps:20253092. Full description at Econpapers || Download paper |
| 2025 | Hidden weaknesses: the role of unrealized losses in monetary policy transmission. (2025). Reghezza, Alessio ; de Vito, Antonio ; Pancaro, Cosimo ; Kagerer, Benedikt. In: Working Paper Series. RePEc:ecb:ecbwps:20253129. Full description at Econpapers || Download paper |
| 2025 | Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623. Full description at Econpapers || Download paper |
| 2024 | Green Credit Policy and asset-debt maturity mismatch in highly polluting enterprises: Evidence from China. (2024). Yin, Zhichao ; Liu, Taixing ; Yue, Pengpeng ; Fan, Miaomiao ; Korkmaz, Aslihan Gizem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:946-965. Full description at Econpapers || Download paper |
| 2024 | On the anatomy of cyberattacks. (2024). Chang, Jin-Wook ; Jayachandran, Kartik ; Ramirez, Carlos A ; Tintera, Ali. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001599. Full description at Econpapers || Download paper |
| 2024 | Belief disagreement and debt maturity structure. (2024). Zhuo, Yilin ; Wei, XU ; Leng, Dong. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003963. Full description at Econpapers || Download paper |
| 2024 | Optimal reinsurance with a systemic surplus shock. (2024). Jung, Kwangmin ; Park, Seyoung. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400497x. Full description at Econpapers || Download paper |
| 2025 | Stablecoins, money market funds and monetary policy. (2025). Ferrari Minesso, Massimo ; Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000400. Full description at Econpapers || Download paper |
| 2025 | On equilibrium cyber risk. (2025). Ramrez, Carlos A. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001442. Full description at Econpapers || Download paper |
| 2024 | Financial frictions in a macroeconometric model: A counterfactual analysis for the case of Slovenia. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000463. Full description at Econpapers || Download paper |
| 2024 | Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702. Full description at Econpapers || Download paper |
| 2025 | Faster bank runs. (2025). Shy, Oz. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002447. Full description at Econpapers || Download paper |
| 2025 | Temptation-driven preferences: A resolution to New Keynesian anomalies. (2025). Airaudo, Marco. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002617. Full description at Econpapers || Download paper |
| 2024 | Are stablecoins the money market mutual funds of the future?. (2024). Smales, Lee ; Baur, Dirk G ; Oefele, Nico. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000914. Full description at Econpapers || Download paper |
| 2025 | CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets. (2025). Lin, Chih-Yung ; Bui, Dien Giau ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001002. Full description at Econpapers || Download paper |
| 2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388. Full description at Econpapers || Download paper |
| 2025 | Macro leverage ratio of government departments and the dynamic adjustment of corporate capital structure. (2025). Wang, Ping ; Zhao, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001164. Full description at Econpapers || Download paper |
| 2024 | International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework. (2024). Beaupain, Renaud ; Braouezec, Yann. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005410. Full description at Econpapers || Download paper |
| 2025 | Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269. Full description at Econpapers || Download paper |
| 2025 | The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617. Full description at Econpapers || Download paper |
| 2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper |
| 2024 | Bank runs, prudential tools and social welfare in a global game general equilibrium model. (2024). Ikeda, Daisuke. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000214. Full description at Econpapers || Download paper |
| 2025 | Banking supervisory architecture and sovereign risk. (2025). Cuadros-Solas, Pedro J ; Surez, Nuria ; Salvador, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001505. Full description at Econpapers || Download paper |
| 2025 | Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178. Full description at Econpapers || Download paper |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper |
| 2025 | Suspensions of payments and their consequences. (2025). Sharma, Padma ; Richardson, G Gary ; Koch, Christoffer ; Chen, Qian. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000208. Full description at Econpapers || Download paper |
| 2024 | Credit rating downgrades and systemic risk. (2024). Kladakis, George ; Skouralis, Alexandros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | Transaction-level transparency and portfolio mimicking. (2025). Hagenberg, Thomas C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000430. Full description at Econpapers || Download paper |
| 2024 | Central bank liquidity facilities and market making. (2024). Cimon, David ; Walton, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
| 2024 | Bank regulation and supervision: A symbiotic relationship. (2024). Goel, Tirupam ; Agarwal, Isha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s037842662400102x. Full description at Econpapers || Download paper |
| 2025 | Does regulatory and supervisory independence affect financial stability?. (2025). Fraccaroli, Nicol ; Whitworth, Andrew ; Sowerbutts, Rhiannon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002322. Full description at Econpapers || Download paper |
| 2024 | Climate change and shareholder value: Evidence from textual analysis and Trump’s unexpected victory. (2024). Kim, Young S ; Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Potosky, Denise. In: Journal of Business Research. RePEc:eee:jbrese:v:180:y:2024:i:c:s0148296324002327. Full description at Econpapers || Download paper |
| 2024 | Delayed crises and slow recoveries. (2024). Yang, Zhongchao ; Liu, Xuewen ; Wang, Pengfei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23001976. Full description at Econpapers || Download paper |
| 2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
| 2024 | Financial constraints, cash flow timing patterns, and asset prices. (2024). Li, Kai ; Zhang, Xiao ; Hu, Weiping. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000783. Full description at Econpapers || Download paper |
| 2024 | Bank heterogeneity and financial stability. (2024). Xiang, Haotian ; Shen, Lin ; Kopytov, Alexandr ; Goldstein, Itay. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001570. Full description at Econpapers || Download paper |
| 2025 | Credit supply and house prices: Evidence from mortgage market segmentation. (2025). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001818. Full description at Econpapers || Download paper |
| 2025 | Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121. Full description at Econpapers || Download paper |
| 2025 | Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169. Full description at Econpapers || Download paper |
| 2025 | LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x. Full description at Econpapers || Download paper |
| 2024 | Whatever it takes? Market maker of last resort and its fragility. (2024). Choi, Dong Beom ; Yorulmazer, Tanju. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000457. Full description at Econpapers || Download paper |
| 2025 | Moral hazard and debt maturity. (2025). Repullo, Rafael ; Huberman, Gur. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:61:y:2025:i:c:s1042957324000494. Full description at Econpapers || Download paper |
| 2024 | ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815. Full description at Econpapers || Download paper |
| 2025 | Synthetic leverage and fund risk-taking. (2025). Fricke, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000439. Full description at Econpapers || Download paper |
| 2024 | Contagion in debt and collateral markets. (2024). Chang, Jin-Wook ; Chuan, Grace. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000539. Full description at Econpapers || Download paper |
| 2024 | Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452. Full description at Econpapers || Download paper |
| 2025 | Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408. Full description at Econpapers || Download paper |
| 2025 | Cybersecurity governance and corporate market value: Perspectives from investor trust and supply chain trust. (2025). Zhang, Qiantao ; Guo, Binhua ; Tan, Weijie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003986. Full description at Econpapers || Download paper |
| 2025 | Sectoral similarity of banks’ business loans and its negative externality in China. (2025). Yan, Guan ; Liu, Zhidong ; Trck, Stefan ; Gao, Hongwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000423. Full description at Econpapers || Download paper |
| 2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper |
| 2024 | Financial development and declining growth volatility: Explanations and an empirical study with the latest FD index. (2024). Yılmaz, Oğuzhan ; Yilmaz, Ouzhan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:457-470. Full description at Econpapers || Download paper |
| 2025 | Cybersecurity resilience and innovation ecosystems for sustainable business excellence: Examining the dramatic changes in the macroeconomic business environment. (2025). Wamba, Samuel Fosso ; Mariani, Marcello ; Chatterjee, Sheshadri ; Singh, Kuldeep. In: Technovation. RePEc:eee:techno:v:143:y:2025:i:c:s0166497225000513. Full description at Econpapers || Download paper |
| 2025 | Lags, Leave-Outs and Fixed Effects. (2025). Chudik, Alexander ; Jaspersen, Johannes G ; Ellis, Cameron M. In: Working Papers. RePEc:fip:feddwp:101895. Full description at Econpapers || Download paper |
| 2024 | The 2023 Banking Turmoil and the Bank Term Funding Program. (2024). Zlate, Andrei ; Siemer, Michael ; Klee, Elizabeth ; Glancy, David ; Ionescu, Felicia ; Kotidis, Antonis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-45. Full description at Econpapers || Download paper |
| 2025 | Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress. (2025). Seay, Matthew P ; Kimble, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-78. Full description at Econpapers || Download paper |
| 2025 | Rushing to Judgment and the Banking Crisis of 2023. (2025). Kelly, Steven ; Rose, Jonathan D. In: Working Paper Series. RePEc:fip:fedhwp:99678. Full description at Econpapers || Download paper |
| 2024 | National Interests, Spillovers and Macroprudential Coordination. (2021). Matschke, Johannes. In: Research Working Paper. RePEc:fip:fedkrw:93597. Full description at Econpapers || Download paper |
| 2025 | Supervising Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Staff Reports. RePEc:fip:fednsr:101954. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149. Full description at Econpapers || Download paper |
| 2024 | An Econometric and Time Series Analysis of the USTC Depeg’s Impact on the LUNA Classic Price Crash During Spring 2022’s Crypto Market Turmoil. (2024). Diop, Papa Ousseynou. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:4:p:24-459:d:1534437. Full description at Econpapers || Download paper |
| 2025 | Exploring Chaos and Stability in a 3-D Finance Model with Absolute Function Nonlinearity. (2025). Sambas, Aceng ; Vaidyanathan, Sundarapandian ; Johansyah, Muhamad Deni ; Anjaneyulu, Katuru ; Rao, Kandimalla Mallikarjuna ; Benkouider, Khaled. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:735-:d:1598665. Full description at Econpapers || Download paper |
| 2025 | Quantifying Cybersecurity Impacts on Clean Energy Market Volatility: A Time-Frequency Approach. (2025). Gheorghe, Catalin ; Panazan, Oana. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1320-:d:1637102. Full description at Econpapers || Download paper |
| 2024 | RISK IN TIME: The Intertwined Nature of Risk Taking and Time Discounting. (2024). Fehr-Duda, Helga ; Epper, Thomas F. In: Post-Print. RePEc:hal:journl:hal-03473431. Full description at Econpapers || Download paper |
| 2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466. Full description at Econpapers || Download paper |
| 2025 | Trade Friction in Two-Country HANK with Financial Friction. (2025). Yang, Yujie ; Zhang, Chenxin ; Hou, Wenwen. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10584-7. Full description at Econpapers || Download paper |
| 2025 | Banking on Payments?. (2025). Bibow, Joerg. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_1091. Full description at Econpapers || Download paper |
| 2024 | Stress Testing and Bank Lending. (2024). Zeng, Jing ; Shapiro, Joel. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:4:p:1265-1314.. Full description at Econpapers || Download paper |
| 2025 | Risk attitudes towards on-demand insurance: an experimental study. (2025). Schmeiser, Hato ; Chang, Hsiaoyin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:1:d:10.1057_s41288-024-00335-y. Full description at Econpapers || Download paper |
| 2024 | Smooth Regulatory Intervention. (2024). Schilling, Linda. In: MPRA Paper. RePEc:pra:mprapa:120041. Full description at Econpapers || Download paper |
| 2025 | Effects of different financial frictions on households. (2025). Ferlaino, Francesco. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp263. Full description at Econpapers || Download paper |
| 2025 | Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector. (2025). Liu, Xin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-01861-9. Full description at Econpapers || Download paper |
| 2025 | Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924. Full description at Econpapers || Download paper |
| 2024 | Fair value accounting, illiquid assets, and financial stability. (2024). Mahieux, Lucas. In: Other publications TiSEM. RePEc:tiu:tiutis:5dd826be-1379-4456-a9c2-e1ab9d259ae6. Full description at Econpapers || Download paper |
| 2025 | Does the firms life cycle matter in the relationship between short‐term debt and investment efficiency?. (2025). Ala'a Adden Awni Abuhommous, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1429-1449. Full description at Econpapers || Download paper |
| 2024 | Real Interest Rates, Bank Borrowing, and Fragility. (2024). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:6:p:1545-1571. Full description at Econpapers || Download paper |
| 2025 | Regulatory Capital Management to Exceed Thresholds. (2025). Orozco, Luciana ; Rubio, Silvina. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:6:p:1421-1464. Full description at Econpapers || Download paper |
| 2025 | The disciplining effect of bank supervision: Evidence from SupTech. (2025). Degryse, Hans ; Huylebroek, Cdric ; van Doornik, Bernardus. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:314419. Full description at Econpapers || Download paper |
| 2024 | Climate stress tests, bank lending, and the transition to the carbon-neutral economy. (2024). Schaeck, Klaus ; Ngyuen, Huyen ; Nguyen, Trang ; Fuchs, Larissa. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287752. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking In: American Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2022 | Cournot Fire Sales In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Cournot Fire Sales.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Cournot Fire Sales.(2018) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Cournot Fire Sales.(2020) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Fire‐Sale Spillovers and Systemic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 154 |
| 2013 | Fire-sale spillovers and systemic risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
| 2014 | Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
| 2022 | Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes In: Journal of Finance. [Full Text][Citation analysis] | article | 26 |
| 2016 | Resource Allocation in Bank Supervision: Trade-offs and Outcomes.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2012 | Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 277 |
| 2012 | Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
| 2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | 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 | 28 |
| 2013 | Anxiety in the face of risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2011 | Anxiety in the Face of Risk.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2017 | Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 64 |
| 2013 | Rollover risk as market discipline: a two-sided inefficiency.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2022 | Cyber risk and the U.S. financial system: A pre-mortem analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 21 |
| 2020 | Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2021 | Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 2 |
| 2015 | Watering a lemon tree: heterogeneous risk taking and monetary policy transmission.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2025 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?.(2024) In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Stability of funding models: an analytical framework In: Economic Policy Review. [Full Text][Citation analysis] | article | 21 |
| 2017 | Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review. [Full Text][Citation analysis] | article | 15 |
| 2025 | When It Rains, It Pours: Cyber Vulnerability and Financial Conditions In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2025 | Banking System Vulnerability: 2025 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 | 23 |
| 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 | 10 |
| 2017 | Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
| 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 | 1 |
| 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 | 1 |
| 2022 | Banking System Vulnerability: 2022 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Runs on Stablecoins In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Banking System Vulnerability: 2023 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Stablecoins and Crypto Shocks In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Banking System Vulnerability: 2024 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Anatomy of the Bank Runs in March 2023 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Anatomy of the Bank Runs in March 2023.(2024) In: Richmond Fed Economic Brief. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2025 | Stablecoins and Crypto Shocks: An Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 11 |
| 2024 | Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty.(2024) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 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 | 15 |
| 2017 | The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2022 | When It Rains, It Pours: Cyber Risk and Financial Conditions In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Fragility of Safe Asset Markets In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Tracing Bank Runs in Real Time In: Staff Reports. [Full Text][Citation analysis] | paper | 9 |
| 2024 | Tracing Bank Runs in Real Time.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | The Economics of Bank Supervision In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2023 | OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility In: The OFR Blog. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Fragility of Safe Assets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team