NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Papers on Risks of Financial Institutions

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2017
w23331 Heitor Almeida
Kristine Watson Hankins
Ryan Williams

Risk Management with Supply Contracts
w23302 Adriano A. Rampini
S. Viswanathan

Financial Intermediary Capital
w23287 Òscar Jordà
Björn Richter
Moritz Schularick
Alan M. Taylor

Bank Capital Redux: Solvency, Liquidity, and Crisis
w23288 Greg Buchak
Gregor Matvos
Tomasz Piskorski
Amit Seru

Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks
w23235 Patrick J. Kehoe
Elena Pastorino

Financial Markets and Fiscal Unions
w23242 Mark L. Egan
Gregor Matvos
Amit Seru

When Harry Fired Sally: The Double Standard in Punishing Misconduct
w23170 Wenxin Du
Alexander Tepper
Adrien Verdelhan

Deviations from Covered Interest Rate Parity
w23179 Felipe Restrepo
Lina Cardona Sosa
Philip E. Strahan

Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short-Term Debt
w23167 Kyriakos T. Chousakos
Gary B. Gorton

Bank Health Post-Crisis
w23080 Liangliang Jiang
Ross Levine
Chen Lin

Does Competition Affect Bank Risk?
2016
w23004 Anton Korinek
Currency Wars or Efficient Spillovers? A General Theory of International Policy Cooperation
w22874 Claudia M. Buch
Linda Goldberg

Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network
w22851 Peter Diep
Andrea L. Eisfeldt
Scott Richardson

Prepayment Risk and Expected MBS Returns
w22829 Itzhak Ben-David
Francesco Franzoni
Rabih Moussawi

Exchange Traded Funds (ETFs)
w22799 Peter DeMarzo
Zhiguo He

Leverage Dynamics without Commitment
w22787 Gary Gorton
Guillermo Ordoñez

Fighting Crises
w22789 Edward Glaeser
Wei Huang
Yueran Ma
Andrei Shleifer

A Real Estate Boom with Chinese Characteristics
w22723 Sang Byung Seo
Jessica A. Wachter

Do Rare Events Explain CDX Tranche Spreads?
w22689 Antonio Falato
David Scharfstein

The Stock Market and Bank Risk-Taking
w22695 Matthew Baron
Wei Xiong

Credit Expansion and Neglected Crash Risk
w22696 Sumit Agarwal
Gene Amromin
Itzhak Ben-David
Douglas D. Evanoff

Loan Product Steering in Mortgage Markets
w22663 Pedro Brinca
V. V. Chari
Patrick J. Kehoe
Ellen McGrattan

Accounting for Business Cycles
w22645 Jose Berrospide
Ricardo Correa
Linda Goldberg
Friederike Niepmann

International Banking and Cross-border Effects of Regulation: Lessons from the United States
w22615 Francis X. Diebold
Frank Schorfheide
Minchul Shin

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
w22599 Gary Gorton
Ping He

Optimal Monetary Policy in a Collateralized Economy
w22533 Markus K. Brunnermeier
Yuliy Sannikov

The I Theory of Money
w22544 Ross Levine
Chen Lin
Wensi Xie

Geographic Diversification and Banks' Funding Costs
w22547 Daniel R. Cavagnaro
Berk A. Sensoy
Yingdi Wang
Michael S. Weisbach

Measuring Institutional Investors' Skill from Their Investments in Private Equity
w22461 Nina Boyarchenko
David O. Lucca
Laura Veldkamp

Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
w22444 Eduardo Dávila
Anton Korinek

Pecuniary Externalities in Economies with Financial Frictions
w22404 Taylor D. Nadauld
Berk A. Sensoy
Keith Vorkink
Michael S. Weisbach

The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions
w22351 Marco Di Maggio
Marcin Kacperczyk

The Unintended Consequences of the Zero Lower Bound Policy
w22332 Marco Di Maggio
Amir Kermani
Zhaogang Song

The Value of Trading Relationships in Turbulent Times
w22343 Markus K. Brunnermeier
Yuliy Sannikov

Macro, Money and Finance: A Continuous Time Approach
w22295 Emmanuel Farhi
Matteo Maggiori

A Model of the International Monetary System
w22247 Itzhak Ben-David
Francesco Franzoni
Rabih Moussawi
John Sedunov

The Granular Nature of Large Institutional Investors
w22223 Charles W. Calomiris
Matthew Jaremski

Deposit Insurance: Theories and Facts
w22238 Max Raskin
David Yermack

Digital Currencies, Decentralized Ledgers, and the Future of Central Banking
w22195 Liangliang Jiang
Ross Levine
Chen Lin

Competition and Bank Liquidity Creation
w22201 Thomas M. Eisenbach
David O. Lucca
Robert M. Townsend

The Economics of Bank Supervision
w22169 Nicola Cetorelli
Linda S. Goldberg

Organizational Complexity and Balance Sheet Management in Global Banks
w22153 Ross Levine
Chen Lin
Wensi Xie

Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit
w22133 Markus K. Brunnermeier
Yuliy Sannikov

On the Optimal Inflation Rate
w22053 Douglas W. Diamond
Anil K. Kashyap

Liquidity Requirements, Liquidity Choice and Financial Stability
w22056 Weerachart T. Kilenthong
Robert M. Townsend

A Market Based Solution for Fire Sales and Other Pecuniary Externalities
w22065 Patrick Bayer
Kyle Mangum
James W. Roberts

Speculative Fever: Investor Contagion in the Housing Bubble
w22050 Mark Egan
Gregor Matvos
Amit Seru

The Market for Financial Adviser Misconduct
w22000 Lars P. Hansen
Thomas J. Sargent

Sets of Models and Prices of Uncertainty
w21993 Markus K. Brunnermeier
Luis Garicano
Philip Lane
Marco Pagano
Ricardo Reis
Tano Santos
David Thesmar
Stijn Van Nieuwerburgh
Dimitri Vayanos

The Sovereign-Bank Diabolic Loop and ESBies
w21920 Zhiguo He
Bryan Kelly
Asaf Manela

Intermediary Asset Pricing: New Evidence from Many Asset Classes

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Generated on Thu Oct 19 00:00:03 2017

 
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