Abbassi, P., R. Iyer, J.-L. PeydroÃŒÂ, and F. R. Tous (2016). Securities Trading by Banks and Credit Supply: Micro-Evidence. Journal of Financial Economics (forthcoming).
Acharya, S. and A. P. Morales (2015). Asset Price Effects of Peer Benchmarking: Evidence from a Natural Experiment. FRB of New York Staff Report 1(727).
Acharya, V. V. and S. Steffen (2015). The “Greatest†Carry Trade Ever? Understanding Eurozone Bank Risks. Journal of Financial Economics 115(2), 215–236.
Acharya, V. V., I. Drechsler, and P. Schnabl (2014). A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. The Journal of Finance 69(6), 2689–2739.
- Acharya, V. V., J. Biggs, H. Le, M. Richardson, S. Ryan, T. F. Cooley, and I. Walter (2011). Systemic Risk and the Regulation of Insurance Companies. Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, 241–301.
Paper not yet in RePEc: Add citation now
Adrian, T. and H. S. Shin (2010). Liquidity and Leverage. Journal of Financial Intermediation 19(3), 418–437.
Allen, F. and E. Carletti (2008). Mark-to-Market Accounting and Liquidity Pricing. Journal of Accounting and Economics 45(2-3), 358–378.
- Amann, M., M. Baltzer, and M. Schrape (2012). Microdatabase: Securities Holdings Statistics. Deutsche Bundesbank Technical Documentation.
Paper not yet in RePEc: Add citation now
Amihud, Y. and H. Mendelson (1986). Asset Pricing and the Bid-Ask Spread. Journal of Financial Economics 17(2), 223–249.
Amihud, Y., H. Mendelson, and L. H. Pedersen (2006). Liquidity and Asset Prices. Now Publishers Inc.
Battistini, N., M. Pagano, and S. Simonelli (2014). Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis. Economic Policy 29(78), 203–251.
Becker, B. and V. Ivashina (2015). Reaching for Yield in the Bond Market. The Journal of Finance 70(5), 1863–1901.
Boermans, M. A., J. Frost, and S. S. Bisschop (2016). A Shock to the System? Market Illiquidity and Concentrated Holdings in European Bond Markets. DNB Occasional Study 14 - 1.
Bolton, P. and O. Jeanne (2011). Sovereign Default Risk and Bank Fragility in Financially Integrated Economies. IMF Economic Review 59(2), 162–194.
Broner, F., T. Didier, A. Erce, and S. L. Schmukler (2013). Gross Capital Flows: Dynamics and Crises. Journal of Monetary Economics 60(1), 113–133.
Brunnermeier, M. and L. Pedersen (2009). Market Liquidity and Funding Liquidity.
Brunnermeier, M. and S. Nagel (2004). Hedge Funds and the Technology Bubble. The Journal of Finance 59(5), 2013–2040.
Buch, C. M., M. Koetter, and J. Ohls (2013). Banks and Sovereign Risk: A Granular View. Discussion Paper, Deutsche Bundesbank 1(29/2013).
Cerutti, E., S. Claessens, and M. D. Puy (2015). Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals. IMF Working Paper 1(15-127).
Cutler, D. M., J. M. Poterba, and L. H. Summers (1990). Speculative Dynamics and the Role of Feedback Traders. American Economic Review 80(2), 63–68.
- DeLong, J. B., A. Shleifer, L. H. Summers, and R. J. Waldmann (1990a). Noise Trader Risk in Financial Markets. Journal of Political Economy, 703–738.
Paper not yet in RePEc: Add citation now
- DeLong, J. B., A. Shleifer, L. H. Summers, and R. J. Waldmann (1990b). Positive Feedback Investment Strategies and Destabilizing Rational Speculation. The Journal of Finance 45(2), 379–395.
Paper not yet in RePEc: Add citation now
Diamond, D. W. and P. H. Dybvig (1983). Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy 91(3), 401–419.
Domanski, D., H. S. Shin, and V. Sushko (2015). The Hunt for Duration: Not Waving but Drowning? BIS Working Papers (519).
Duijm, P. and S. Steins Bisschop (2015). Short-termism of Long-Term Investors? The Investment Behaviour of Dutch Insurance Companies and Pension Funds. De Nederlandsche Bank Working Paper (489).
- Fabozzi, F. J. (2012). The Handbook of Fixed Income Securities. McGraw Hill Professional.
Paper not yet in RePEc: Add citation now
- Fama, E. F. (1965). The Behavior of Stock-Market Prices. Journal of Business 45, 34–105.
Paper not yet in RePEc: Add citation now
- Feroli, M., A. K. Kashyap, K. L. Schoenholtz, and H. S. Shin (2014). Market Tantrums and Monetary Policy. Chicago Booth Research Paper 1(14-09).
Paper not yet in RePEc: Add citation now
Forbes, K. J. and F. E. Warnock (2012). Capital Flow Waves: Surges, Stops, Flight, and Retrenchment. Journal of International Economics 88(2), 235–251.
- Friedman, M. (1953). The Methodology of Positive Economics. Essays in Positive Economics 3(3).
Paper not yet in RePEc: Add citation now
- Goldstein, I., H. Jiang, and D. T. Ng (2015). Investor Flows and Fragility in Corporate Bond Funds. Wharton Discussion Paper.
Paper not yet in RePEc: Add citation now
Guerrieri, V. and P. Kondor (2012). Fund Managers, Career Concerns, and Asset Price Volatility. American Economic Review 102(5), 1986–2017.
- Haldane, A. (2014). Procyclicality and Structural Trends in Investment Allocation by Insurance Companies and Pension Funds. Marrying the Macro-and Microprudential Dimensions of Financial Stability.
Paper not yet in RePEc: Add citation now
Hanson, S. G. and J. C. Stein (2015). Monetary policy and Long-Term Real Rates. Journal of Financial Economics 115(3), 429–448.
Lane, P. R. and P. McQuade (2014). Domestic Credit Growth and International Capital Flows. The Scandinavian Journal of Economics 116(1), 218–252.
Laux, C. and C. Leuz (2010). Did Fair-Value Accounting Contribute to the Financial Crisis? Journal of Economic Perspectives 24(1), 93–118.
Manconi, A., M. Massa, and L. Zhang (2016). Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment. Review of Finance 20(1), 127–159.
Moskowitz, T. J., Y. H. Ooi, and L. H. Pedersen (2012). Time Series Momentum. Journal of Financial Economics 104(2), 228–250.
Raddatz, C. and S. L. Schmukler (2012). On the International Transmission of Shocks: Micro-evidence from Mutual Fund Portfolios. Journal of International Economics 88(2), 357–374.
Shek, J., I. Shim, and H. S. Shin (2015). Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How are they Related? BIS Working Paper.
- Shin, H. S. and S. Morris (2015). Risk-Taking Channel of Monetary Policy: A Global Game Approach . Princeton University Working Paper.
Paper not yet in RePEc: Add citation now
Shleifer, A. and R. W. Vishny (1992). Liquidation Values and Debt Capacity: A Market Equilibrium Approach. The Journal of Finance 47(4), 1343–1366.
Shleifer, A. and R. W. Vishny (2010). Unstable Banking. Journal of Financial Economics 97(3), 306–318.
Stein, J. C. (1989). Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior. The Quarterly Journal of Economics, 655–669.