(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:bis:biswps:509
create a website

Investor redemptions and fund manager sales of emerging market bonds: how are they related?. (2015). SHIM, ILHYOCK ; Shin, Hyun Song ; Shek, Jimmy .
In: BIS Working Papers.
RePEc:bis:biswps:509.

Full description at Econpapers || Download paper

Cited: 42

Citations received by this document

Cites: 41

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Pension Funds Herding. (2021). Minderhoud, Peter A ; Willem, C J.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2021:q:1:a:8.

    Full description at Econpapers || Download paper

  2. Local banks and the effects of oil price shocks. (2021). Wang, Teng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000273.

    Full description at Econpapers || Download paper

  3. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2020). Williams, Tomas ; Yeyati, Eduardo Levy ; Converse, Nathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1268.

    Full description at Econpapers || Download paper

  4. Branching Networks and Geographic Contagion of Commodity Price Shocks. (2020). Wang, Teng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-34.

    Full description at Econpapers || Download paper

  5. Burned by leverage? Flows and fragility in bond mutual funds. (2020). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202413.

    Full description at Econpapers || Download paper

  6. Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14817.

    Full description at Econpapers || Download paper

  7. Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic.
    In: BIS Working Papers.
    RePEc:bis:biswps:868.

    Full description at Econpapers || Download paper

  8. Cross-border commercial real estate investment in Asia-Pacific. (2020). SHIM, ILHYOCK ; Sushko, Vladyslav ; Liu, Amanda.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:2009b.

    Full description at Econpapers || Download paper

  9. Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3.

    Full description at Econpapers || Download paper

  10. Monetary and Exchange Rate Policies for Sustained Growth in Asia. (2019). Turner, Philip ; Gagnon, Joseph E.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:497.

    Full description at Econpapers || Download paper

  11. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2019). Levy Yeyati, Eduardo.
    In: CID Working Papers.
    RePEc:cid:wpfacu:351.

    Full description at Econpapers || Download paper

  12. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201877.

    Full description at Econpapers || Download paper

  13. Instruments, Investor Base, and Recent Developments in the Malaysian Government Bond Market. (2018). Yakovlev, Dmitry ; Lu, Yinqiu.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/095.

    Full description at Econpapers || Download paper

  14. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy Yeyati, Eduardo ; Levy-Yeyati, Eduardo ; Converse, Nathan.
    In: Working Papers.
    RePEc:gwi:wpaper:2018-1.

    Full description at Econpapers || Download paper

  15. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

    Full description at Econpapers || Download paper

  16. Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows. (2018). Garcia-Verdu, Santiago ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:172-191.

    Full description at Econpapers || Download paper

  17. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy Yeyati, Eduardo ; Levy-Yeyati, Eduardo ; Converse, Nathan.
    In: Documentos de Trabajo LACEA.
    RePEc:col:000518:016200.

    Full description at Econpapers || Download paper

  18. The implications of passive investing for securities markets. (2018). Sushko, Vladyslav ; Turner, Grant.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1803j.

    Full description at Econpapers || Download paper

  19. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo.
    In: School of Government Working Papers.
    RePEc:udt:wpgobi:201702.

    Full description at Econpapers || Download paper

  20. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo.
    In: School of Government Working Papers.
    RePEc:udt:wpgobi:2017-12.

    Full description at Econpapers || Download paper

  21. The Hunt for Duration: Not Waving but Drowning?. (2017). Sushko, Vladyslav ; Shin, Hyun Song ; Domanski, Dietrich.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:65:y:2017:i:1:d:10.1057_s41308-016-0026-9.

    Full description at Econpapers || Download paper

  22. International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio.
    In: Working Papers.
    RePEc:gwi:wpaper:2017-10.

    Full description at Econpapers || Download paper

  23. International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

    Full description at Econpapers || Download paper

  24. Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen.
    In: BIS Working Papers.
    RePEc:bis:biswps:664.

    Full description at Econpapers || Download paper

  25. Redemption risk and cash hoarding by asset managers. (2017). SHIM, ILHYOCK ; Shin, Hyun Song ; Morris, Stephen.
    In: BIS Working Papers.
    RePEc:bis:biswps:608.

    Full description at Econpapers || Download paper

  26. Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds. (2017). Guazzarotti, Giovanni ; Branzoli, Nicola.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1113_17.

    Full description at Econpapers || Download paper

  27. International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio.
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:141.

    Full description at Econpapers || Download paper

  28. Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082016.

    Full description at Econpapers || Download paper

  29. ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE. (2016). Shin, Hyun Song ; Morris, Stephen.
    In: International Economic Review.
    RePEc:wly:iecrev:v:57:y:2016:i:4:p:1135-1148.

    Full description at Econpapers || Download paper

  30. Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201618.

    Full description at Econpapers || Download paper

  31. Measuring Systemic Risk Contribution of International Mutual Funds. (2016). Jinjarak, Yothin ; Aizenman, Joshua ; Zheng, Huanhuan.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0594.

    Full description at Econpapers || Download paper

  32. Illiquidity Component of Credit Risk. (2016). Shin, Hyun Song ; Morris, Stephen.
    In: Working Papers.
    RePEc:pri:metric:081_2016.

    Full description at Econpapers || Download paper

  33. Capital inflows — the good, the bad and the bubbly. (2016). Reinhardt, Dennis ; Hoggarth, Glenn ; Jung, Carsten .
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0040.

    Full description at Econpapers || Download paper

  34. An agent-based model of dynamics in corporate bond trading. (2016). Turrell, Arthur ; Liu, Zijun ; Braun-Munzinger, Karen.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0592.

    Full description at Econpapers || Download paper

  35. A new dimension to currency mismatches in the emerging markets - non-financial companies. (2016). Turner, Philip ; Kuruc, Emese ; Chui, Michael.
    In: BIS Working Papers.
    RePEc:bis:biswps:550.

    Full description at Econpapers || Download paper

  36. Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:538.

    Full description at Econpapers || Download paper

  37. Exchange rates and monetary spillovers. (2016). Shin, Hyun Song ; Plantin, Guillaume.
    In: BIS Working Papers.
    RePEc:bis:biswps:537.

    Full description at Econpapers || Download paper

  38. Global dollar credit and carry trades: a firm-level analysis. (2015). Shin, Hyun Song ; Bruno, Valentina.
    In: BIS Working Papers.
    RePEc:bis:biswps:510.

    Full description at Econpapers || Download paper

  39. Bond markets and monetary policy dilemmas for the emerging markets. (2015). Turner, Philip ; Sobrun, Jhuvesh .
    In: BIS Working Papers.
    RePEc:bis:biswps:508.

    Full description at Econpapers || Download paper

  40. The rise of regional banking in Asia and the Pacific. (2015). SHIM, ILHYOCK ; Remolona, Eli.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1509j.

    Full description at Econpapers || Download paper

  41. What do new forms of finance mean for EM central banks? - An Overview. (2015). Mohanty, Madhu Sudan .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:83-01.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ——— (2004): “Liquidity black holes”, Review of Finance, vol 8, pp 1–18.
    Paper not yet in RePEc: Add citation now
  2. ——— (2008): “Financial regulation in a system context” Brookings Papers on Economic Activity, Fall 2008.
    Paper not yet in RePEc: Add citation now
  3. ——— (2013b): “Addressing risks to financial stability”, speech at the 49th SEACEN Governors’ Conference and High-level Seminar, Kathmandu, Nepal, 21 November 2013.
    Paper not yet in RePEc: Add citation now
  4. ——— (2014): “Procyclical leverage and Value-at-Risk” Review of Financial Studies, vol 27(2), pp 373-403.
    Paper not yet in RePEc: Add citation now
  5. ——— (2014): “Risk-taking channel of monetary policy: a global game approach”, mimeo.
    Paper not yet in RePEc: Add citation now
  6. ——— (2015b): “Capital flows and the risk-taking channel of monetary policy”, Journal of Monetary Economics, vol 71, pp 119–32.
    Paper not yet in RePEc: Add citation now

  7. Adrian, T and H S Shin (2010): “Liquidity and leverage”, Journal of Financial Intermediation, vol 19(3), pp 418-37.

  8. Avdjiev, S, R McCauley and P McGuire (2012): “Rapid credit growth and international credit: challenges for Asia”, BIS Working Paper, no 377.

  9. Axelson, U, T Jenkinson, P Stromberg and M Weisbach (2013): “Borrow cheap, buy high? The determinants of leverage and pricing in buyouts“, Journal of Finance, vol 64, pp 1549−82.

  10. Bank for International Settlements (2015): 85th Annual Report, 2014/15, June, Basel.
    Paper not yet in RePEc: Add citation now

  11. Borio, C, R McCauley and P McGuire (2011): “Global credit and domestic credit booms”, BIS Quarterly Review, September, pp 43–57.

  12. Bruno, V and H S Shin (2015a): “Cross-border banking and global liquidity”, Review of Economic Studies, vol 82(2), pp 535–64.
    Paper not yet in RePEc: Add citation now
  13. Burkart, M and A Dasgupta (2015): “Activist funds, leverage, and procyclicality”, Systemic Risk Centre Discussion Paper no 40, July, London School of Economics and Political Science.
    Paper not yet in RePEc: Add citation now
  14. Caruana, J (2013a): “Ebbing global liquidity and monetary policy interactions”, speech at the Central Bank of Chile Fifth Summit Meeting of Central Banks on Inflation Targeting: “Global liquidity, capital flows and policy coordination”, Santiago, Chile, 15 November 2013.
    Paper not yet in RePEc: Add citation now

  15. Chen, Q, I Goldstein and W Jiang (2010): “Payoff complementarities and financial fragility: evidence from mutual fund outflows”, Journal of Financial Economics, vol 97(2), pp 239–62.

  16. Committee on the Global Financial System (2011): “Global liquidity – concept, measurement and policy implications”, CGFS Publications, no 45, November.
    Paper not yet in RePEc: Add citation now

  17. Cremers, M and A Petajisto (2009): “How active is your fund manager? A new measure that predicts performance”, Review of Financial Studies, vol 22(9), pp 3329– 65.

  18. Feroli, M, A Kashyap, K Schoenholtz and H S Shin (2014): Market tantrums and monetary policy, report prepared for the 2014 US Monetary Policy Forum, 28 February.
    Paper not yet in RePEc: Add citation now
  19. Goldstein, I, H Jiang and D Ng (2015) “Investor flows and fragility in corporate bond funds”, working paper, Wharton School, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
  20. Gruić, B, M Hattori and H S Shin (2014): Recent changes in global credit intermediation and potential risks, BIS Quarterly Review, September, pp 17−8.
    Paper not yet in RePEc: Add citation now
  21. International Monetary Fund (2015): “The asset management industry and financial stability”, Global Financial Stability Report, April 2015, Chapter 3, pp 93−135.
    Paper not yet in RePEc: Add citation now
  22. Investment Company Institute (2015): “Response to the FSOC’s Notice seeking comment on asset management products and activities (FSOC-2014-0001)”, letter from Paul Schott Stevens, president and Chief Executive Officer, to the Financial Stability Board, 25 March.
    Paper not yet in RePEc: Add citation now

  23. Kroencke, T A, M Schmeling and A Schrimpf (2015): “Global asset allocation shifts”, BIS Working Paper, no 497.

  24. Lakonishok, J, A Shleifer and R Vishny (1992): “The impact of institutional trading on stock prices”, Journal of Financial Economics, vol 32(1), pp 23–44.

  25. McCauley, R, C Upper and A Villar (2013): “Emerging market debt securities issuance in offshore centres”, BIS Quarterly Review, September, pp 22−3.
    Paper not yet in RePEc: Add citation now

  26. McCauley, R, P McGuire and V Sushko (2015): “Global dollar credit: links to US monetary policy and leverage”, BIS Working Paper, no 483.

  27. Miyajima, K and I Shim (2014): “Asset managers in emerging market economies”, BIS Quarterly Review, September, pp 19–34.

  28. Morris, S and H S Shin (1998): “Unique equilibrium in a model of self-fulfilling currency attacks”, American Economic Review, vol 88, pp 587−97.

  29. Office of Financial Research (2013): “Asset management and financial stability”, September, www.treasury.gov/initiatives/ofr/research/Documents/OFR_AMFS_FINAL.pdf.
    Paper not yet in RePEc: Add citation now
  30. Pacific Investment Management Company (2015): “Response to FSB Consultative Document (2nd), Assessment methodologies for identifying non-bank non-insurer global systemically important financial institutions”, letter from Douglas M Hodge, Chief Executive Officer, to the Financial Stability Board, 29 May.
    Paper not yet in RePEc: Add citation now

  31. Petersen, M (2009): “Estimating standard errors in financial panel data sets: comparing approaches”, Review of Financial Studies, 22(1), pp 435–80.

  32. Procyclicality Working Group of the Bank of England (2014): Procyclicality and structural trends in investment allocation by insurance companies and pension funds, Discussion Paper, July.
    Paper not yet in RePEc: Add citation now

  33. Raddatz, C, S Schmukler and T Williams (2014): “International asset allocations and capital flows: the benchmark effect”, World Bank Policy Research Working Papers, WPS6866.

  34. Ramos-Francia, M and S García-Verdú (2015): “Is trouble brewing for EMEs?”, Bank of Mexico Working Paper, no 2015-08.

  35. Shin, H S (2013): “Second phase of global liquidity and its impact on emerging economies”, keynote address, Asia Economic Policy Conference, Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now

  36. Shin, H S and P Turner (2015): “What does the new face of international financial intermediation mean for emerging market economies?”, Banque de France Financial Stability Review, no 19, April, pp 25–36.

  37. Sobrun, J and P Turner (2015): “Bond markets and monetary policy dilemmas for the emerging markets”, BIS Working Paper, no 508.

  38. Turner, P (2014): “The global long-term interest rate, financial risks and policy choices in EMEs”, BIS Working Papers, no 441.

  39. White, M J (2014): “Enhancing risk monitoring and regulatory safeguards for the asset management industry”, speech at the New York Times DealBook Opportunities for Tomorrow Conference, New York, 11 December.
    Paper not yet in RePEc: Add citation now
  40. Woolley, P and D Vayanos (2012): “Taming the finance monster”, Central Banking Journal, December, pp 57–62. 34 WP509 Investor redemptions and fund manager sales of emerging market bonds
    Paper not yet in RePEc: Add citation now

  41. WP509 Investor redemptions and fund manager sales of emerging market bonds 33 Raddatz, C and S Schmukler (2012): “On the international transmission of shocks: micro-evidence from mutual fund portfolios”, Journal of International Economics, vol 88, pp 357–74.

Cocites

Documents in RePEc which have cited the same bibliography

  1. International Channels of Transmission of Monetary Policy and the Mundellian Trilemma. (2016). Rey, Helene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21852.

    Full description at Econpapers || Download paper

  2. Regulatory change and monetary policy. (2016). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:55.

    Full description at Econpapers || Download paper

  3. Monetary policy, excessive risk-taking and banking crisis. (2015). Zaghdoudi, Taha.
    In: MPRA Paper.
    RePEc:pra:mprapa:69547.

    Full description at Econpapers || Download paper

  4. Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21162.

    Full description at Econpapers || Download paper

  5. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210.

    Full description at Econpapers || Download paper

  6. Vulnerable banks. (2015). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:471-485.

    Full description at Econpapers || Download paper

  7. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Zhang, Lei ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10536.

    Full description at Econpapers || Download paper

  8. Globalization of corporate risk taking. (2014). Shin, Hyun Song ; Bruno, Valentina.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:45:y:2014:i:7:p:800-820.

    Full description at Econpapers || Download paper

  9. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Claessens, Stijn ; Cerutti, Eugenio ; Ratnovski, Lev.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/069.

    Full description at Econpapers || Download paper

  10. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Ratnovski, Lev ; Claessens, Stijn ; Cerutti, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10314.

    Full description at Econpapers || Download paper

  11. A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints. (2014). Michaelides, Alexander ; Mankart, Jochen ; Pagratis, Spyros .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10299.

    Full description at Econpapers || Download paper

  12. A Policy Model to Analyze Macroprudential Regulations and Monetary Policy. (2014). Alpanda, Sami ; Meh, Cesaire ; Cateau, Gino.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-6.

    Full description at Econpapers || Download paper

  13. Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra Jimenez, Jesus ; Gungor, Sermin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-3.

    Full description at Econpapers || Download paper

  14. Banks, Markets, and Financial Stability. (2013). Pausch, Thilo ; Fecht, Falko ; Eder, Armin .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79712.

    Full description at Econpapers || Download paper

  15. Unemployment benefits and financial leverage in an agent based macroeconomic model. (2013). Russo, Alberto ; Gallegati, Mauro ; Ricetti, Luca .
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201342.

    Full description at Econpapers || Download paper

  16. Regole di Basilea e modelli di vigilanza: quale convergenza? (Basel rules and supervisory models: What convergence?). (2013). Montanaro, Elisabetta .
    In: Moneta e Credito.
    RePEc:psl:moneta:2013:43.

    Full description at Econpapers || Download paper

  17. The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s. (2013). Masciantonio, Sergio ; Tiseno, Andrea .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_164_13.

    Full description at Econpapers || Download paper

  18. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2012). Laeven, Luc ; Kane, Edward ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18043.

    Full description at Econpapers || Download paper

  19. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

    Full description at Econpapers || Download paper

  20. The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8819.

    Full description at Econpapers || Download paper

  21. Sizing Up Repo. (2012). Nagel, Stefan ; Krishnamurthy, Arvind ; Orlov, Dmitry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8795.

    Full description at Econpapers || Download paper

  22. Evaporating Liquidity. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8775.

    Full description at Econpapers || Download paper

  23. Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8764.

    Full description at Econpapers || Download paper

  24. Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:394.

    Full description at Econpapers || Download paper

  25. Debt deleveraging and business cycles: An agent-based perspective. (2011). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201131.

    Full description at Econpapers || Download paper

  26. Get rid of banks and build up a modern financial world. (2011). Lenz, Rainer .
    In: MPRA Paper.
    RePEc:pra:mprapa:33501.

    Full description at Econpapers || Download paper

  27. Duffie, Darrell: How Big Banks Fail and What to Do about It. (2011). Baglioni, Angelo.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:103:y:2011:i:1:p:101-103.

    Full description at Econpapers || Download paper

  28. Velocity of Pledged Collateral; Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

    Full description at Econpapers || Download paper

  29. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

    Full description at Econpapers || Download paper

  30. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

    Full description at Econpapers || Download paper

  31. Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies. (2010). Malliaris, Anastasios ; Hayford, Marc .
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286.

    Full description at Econpapers || Download paper

  32. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

  33. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; Bharath, Sreedhar T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

    Full description at Econpapers || Download paper

  34. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16377.

    Full description at Econpapers || Download paper

  35. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

    Full description at Econpapers || Download paper

  36. Yesterdays Heroes: Compensation and Creative Risk-Taking. (2010). Scheinkman, Jose ; Hong, Harrison ; Cheng, Ing-Haw ; Ing-Haw Cheng, Harrison Hong, Jose A. Scheinkman, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16176.

    Full description at Econpapers || Download paper

  37. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15653.

    Full description at Econpapers || Download paper

  38. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp318.

    Full description at Econpapers || Download paper

  39. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp10-12.

    Full description at Econpapers || Download paper

  40. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

    Full description at Econpapers || Download paper

  41. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

    Full description at Econpapers || Download paper

  42. Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?. (2010). Palumbo, Michael ; Kohn, Donald L. ; Eichner, Matthew J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-20.

    Full description at Econpapers || Download paper

  43. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2010-5.

    Full description at Econpapers || Download paper

  44. Solving the Present Crisis and Managing the Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1751.

    Full description at Econpapers || Download paper

  45. The Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1715r.

    Full description at Econpapers || Download paper

  46. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-04.

    Full description at Econpapers || Download paper

  47. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:4:a:10.

    Full description at Econpapers || Download paper

  48. The Crisis: Policy Lessons and Policy Challenges. (2009). Pisani-Ferry, Jean ; Benassy-Quere, Agnès ; Jacquet, Pierre ; Coeure, Benoit.
    In: Working Papers.
    RePEc:cii:cepidt:2009-28.

    Full description at Econpapers || Download paper

  49. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

    Full description at Econpapers || Download paper

  50. Financial Regulation in a System Context. (2008). Shin, Hyun Song ; Morris, Stephen.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:229-274.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-07-23 12:16:05 || Create a citation alert || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.