| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets |
0 |
0 |
0 |
73 |
3 |
6 |
8 |
316 |
| A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk |
0 |
0 |
2 |
322 |
3 |
21 |
34 |
1,344 |
| A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk |
0 |
1 |
1 |
84 |
19 |
25 |
26 |
467 |
| A Theory of Income Smoothing When Insiders Know More Than Outsiders |
0 |
0 |
0 |
30 |
6 |
15 |
21 |
163 |
| A Theory of Income Smoothing When Insiders Know More Than Outsiders |
0 |
0 |
0 |
24 |
4 |
6 |
10 |
121 |
| A Theory of Slow-Moving Capital and Contagion |
0 |
0 |
0 |
106 |
2 |
3 |
7 |
423 |
| A Theory of Systemic Risk and Design of Prudential Bank Regulation |
0 |
0 |
2 |
745 |
5 |
24 |
36 |
2,224 |
| A Transparency Standard for Derivatives |
0 |
0 |
0 |
22 |
3 |
5 |
9 |
110 |
| A model of liquidity hoarding and term premia in inter-bank markets |
0 |
0 |
0 |
110 |
3 |
11 |
14 |
494 |
| A proposal for the resolution of systemically important assets and liabilities: The case of the repo market |
0 |
0 |
0 |
70 |
3 |
3 |
3 |
206 |
| Aggregate Risk and the Choice between Cash and Lines of Credit |
0 |
0 |
0 |
47 |
0 |
3 |
5 |
250 |
| Aggregate Risk and the Choice between Cash and Lines of Credit |
0 |
0 |
2 |
53 |
8 |
10 |
19 |
308 |
| Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis |
0 |
0 |
0 |
36 |
6 |
7 |
9 |
168 |
| Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis |
0 |
0 |
0 |
49 |
3 |
8 |
13 |
187 |
| Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis |
0 |
1 |
1 |
71 |
3 |
12 |
15 |
190 |
| Asset Pricing with Liquidity Risk |
0 |
0 |
0 |
438 |
6 |
12 |
22 |
1,452 |
| Asset Pricing with Liquidity Risk |
0 |
1 |
1 |
547 |
11 |
13 |
23 |
1,573 |
| Asset Pricing with Liquidity Risk |
0 |
1 |
3 |
288 |
7 |
13 |
39 |
902 |
| Bank Capital and Dividend Externalities |
0 |
0 |
0 |
63 |
3 |
10 |
14 |
182 |
| Bank Capital and Dividend Externalities |
0 |
0 |
1 |
47 |
6 |
8 |
11 |
160 |
| Bank Capital and Dividend Externalities |
0 |
0 |
0 |
27 |
6 |
7 |
9 |
103 |
| Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives |
0 |
0 |
0 |
0 |
3 |
5 |
5 |
9 |
| Bank capital and dividend externalities |
0 |
0 |
0 |
31 |
5 |
16 |
20 |
105 |
| Bank lines of credit as contingent liquidity: A study of covenant violations and their implications |
0 |
0 |
0 |
34 |
0 |
4 |
15 |
212 |
| Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives |
0 |
0 |
0 |
35 |
5 |
6 |
12 |
156 |
| Bankruptcy Codes and Innovation |
0 |
0 |
1 |
203 |
2 |
11 |
19 |
1,008 |
| Bankruptcy Exemption of Repo Markets: Too Much Today for Too Little Tomorrow? |
1 |
1 |
1 |
13 |
4 |
4 |
8 |
68 |
| COVID-19 Containment Measures and Expected Stock Volatility: High-Frequency Evidence from Selected Advanced Economies |
0 |
0 |
0 |
10 |
2 |
4 |
5 |
20 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
83 |
4 |
10 |
12 |
168 |
| Capital markets union in Europe: Why other unions must lead the way |
0 |
0 |
0 |
38 |
3 |
5 |
11 |
62 |
| Cash Holdings and Credit Risk |
0 |
0 |
0 |
122 |
4 |
6 |
7 |
469 |
| Cash Holdings and Credit Risk |
0 |
0 |
0 |
89 |
9 |
12 |
13 |
319 |
| Cash-in-the-Market Pricing and Optimal Bank Bailout Policy |
0 |
0 |
0 |
100 |
0 |
13 |
18 |
439 |
| Cash-in-the-market pricing and optimal resolution of bank failures |
0 |
0 |
1 |
174 |
2 |
6 |
11 |
546 |
| Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting |
0 |
0 |
0 |
44 |
5 |
9 |
12 |
267 |
| Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting |
0 |
0 |
0 |
158 |
4 |
8 |
13 |
483 |
| Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting |
0 |
0 |
1 |
59 |
6 |
9 |
11 |
235 |
| Climate Stress Testing |
0 |
0 |
2 |
51 |
1 |
4 |
19 |
54 |
| Climate Transition Risks and the Energy Sector |
0 |
0 |
7 |
7 |
5 |
9 |
23 |
23 |
| Competition for Managers and Corporate Governance |
0 |
0 |
0 |
73 |
2 |
4 |
4 |
216 |
| Contingent Credit Under Stress |
0 |
0 |
0 |
14 |
4 |
5 |
10 |
31 |
| Contract Renegotiation and the Optimality of resetting Executive Stock Options |
0 |
0 |
0 |
0 |
5 |
7 |
8 |
315 |
| Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy |
0 |
0 |
0 |
468 |
1 |
8 |
12 |
2,212 |
| Corporate Governance Externalities |
0 |
0 |
0 |
132 |
5 |
10 |
12 |
461 |
| Corporate Governance and Value Creation: Evidence from Private Equity |
1 |
3 |
5 |
288 |
5 |
18 |
32 |
991 |
| Corporate Governance and Value Creation: Evidence from Private Equity |
0 |
0 |
0 |
0 |
2 |
15 |
37 |
188 |
| Corporate Resiliency and the Choice Between Financial and Operational Hedging |
0 |
1 |
9 |
10 |
7 |
12 |
27 |
30 |
| Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt |
0 |
1 |
2 |
187 |
1 |
4 |
7 |
487 |
| Counterparty Risk Externality: Centralized Versus Over-the-counter Markets |
0 |
0 |
0 |
62 |
7 |
18 |
19 |
229 |
| Counterparty risk externality: Centralized versus over-the-counter markets |
0 |
0 |
0 |
0 |
4 |
9 |
9 |
126 |
| Credit Lines as Monitored Liquidity Insurance: Theory and Evidence |
0 |
0 |
0 |
53 |
6 |
10 |
16 |
208 |
| Credit Lines as Monitored Liquidity Insurance: Theory and Evidence |
0 |
0 |
0 |
44 |
3 |
8 |
11 |
177 |
| Creditor Rights and Corporate Risk-taking |
0 |
0 |
0 |
119 |
2 |
8 |
15 |
503 |
| Creditor rights and corporate risk-taking |
0 |
0 |
1 |
70 |
8 |
15 |
24 |
349 |
| Crisis Resolution and Bank Liquidity |
0 |
0 |
0 |
277 |
10 |
20 |
25 |
846 |
| Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes |
0 |
0 |
0 |
150 |
1 |
2 |
3 |
722 |
| Dealer financial conditions and lender-of-last resort facilities |
0 |
0 |
0 |
56 |
5 |
8 |
10 |
222 |
| Deposit and Credit Reallocation in a Banking Panic: The Role of State-Owned Banks |
0 |
0 |
1 |
21 |
5 |
16 |
21 |
56 |
| Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparedness |
0 |
0 |
0 |
6 |
7 |
7 |
7 |
20 |
| Divided We Fall: International Health and Trade Coordination During a Pandemic |
0 |
0 |
0 |
23 |
3 |
7 |
15 |
143 |
| Divided We Fall: International Health and Trade Coordination During a Pandemic |
0 |
0 |
0 |
12 |
1 |
2 |
2 |
29 |
| Divided we Fall: International Health and Trade Coordination during a Pandemic |
0 |
0 |
0 |
6 |
3 |
4 |
6 |
17 |
| Dividends and Bank Capital in the Financial Crisis of 2007-2009 |
1 |
2 |
2 |
156 |
5 |
10 |
19 |
632 |
| Dividends and Bank Capital in the Financial Crisis of 2007-2009 |
0 |
0 |
1 |
68 |
0 |
3 |
6 |
242 |
| Do Firms Mitigate Climate Impact on Employment? Evidence from US Heat Shocks |
0 |
0 |
1 |
25 |
3 |
4 |
8 |
55 |
| Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09 |
0 |
0 |
0 |
101 |
12 |
19 |
26 |
394 |
| Does Lack of Financial Stability Impair the Transmission of Monetary Policy? |
0 |
0 |
0 |
96 |
6 |
16 |
22 |
348 |
| Does the Lack of Financial Stability Impair the Transmission of Monetary Policy? |
0 |
0 |
0 |
65 |
3 |
6 |
9 |
167 |
| Does the lack of financial stability impair the transmission of monetary policy? |
0 |
0 |
1 |
95 |
3 |
6 |
10 |
191 |
| Does the lack of financial stability impair the transmission of monetary policy? |
0 |
0 |
1 |
40 |
7 |
8 |
12 |
95 |
| Efficiency or resiliency? Corporate choice between financial and operational hedging |
0 |
0 |
1 |
28 |
0 |
5 |
18 |
63 |
| Endogenous Information Flows and the Clustering of Announcements |
0 |
0 |
0 |
61 |
4 |
11 |
14 |
204 |
| Endogenous Information Flows and the Clustering of Announcements |
0 |
0 |
0 |
31 |
2 |
7 |
10 |
194 |
| Endogenous Information Flows and the Clustering of Announcements |
0 |
1 |
1 |
12 |
5 |
7 |
9 |
94 |
| Endogenous choice of bank liquidity: the role of fire sales |
0 |
0 |
0 |
185 |
3 |
4 |
6 |
474 |
| Entrepreneurial Incentives in Stock Market Economies |
0 |
0 |
0 |
99 |
6 |
9 |
10 |
733 |
| Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels |
0 |
0 |
0 |
11 |
6 |
9 |
13 |
42 |
| Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels |
0 |
0 |
1 |
11 |
5 |
10 |
14 |
41 |
| Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels |
0 |
0 |
0 |
3 |
2 |
7 |
12 |
19 |
| Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels |
0 |
0 |
0 |
14 |
3 |
5 |
9 |
24 |
| Falling short of expectations? Stress-testing the European banking system |
0 |
0 |
0 |
86 |
2 |
4 |
7 |
181 |
| Finance and Efficiency: Do Bank Branching Regulations Matter? |
0 |
0 |
0 |
50 |
6 |
8 |
13 |
379 |
| Finance and Efficiency: Do Bank Branching Regulations Matter? |
0 |
0 |
0 |
139 |
7 |
11 |
11 |
626 |
| Finance and Efficiency: Do Bank Branching Regulations Matter? |
0 |
0 |
1 |
45 |
4 |
6 |
8 |
333 |
| Financial Dependence and Innovation: The Case of Public versus Private Firms |
0 |
0 |
0 |
83 |
3 |
6 |
10 |
311 |
| Financial Dependence and Innovation: The Case of Public versus Private Firms |
0 |
0 |
0 |
51 |
3 |
5 |
12 |
293 |
| Financial Vulnerability and Risks to Growth in Emerging Markets |
0 |
0 |
2 |
37 |
1 |
4 |
9 |
87 |
| Financial Vulnerability and Risks to Growth in Emerging Markets |
0 |
0 |
1 |
46 |
2 |
4 |
11 |
113 |
| Financing Infrastructure in the Shadow of Expropriation |
0 |
0 |
0 |
20 |
2 |
6 |
14 |
82 |
| Financing Infrastructure in the Shadow of Expropriation |
0 |
0 |
1 |
20 |
1 |
4 |
8 |
30 |
| Fire Sales, Foreign Entry and Bank Liquidity |
0 |
0 |
0 |
143 |
3 |
4 |
8 |
487 |
| Fire-sale FDI |
0 |
0 |
0 |
107 |
4 |
6 |
11 |
579 |
| Fiscal Stimulus, Deposit Competition, and the Rise of Shadow Banking: Evidence from China |
0 |
0 |
5 |
28 |
3 |
7 |
20 |
97 |
| Forbearance, resolution and deposit insurance |
0 |
0 |
0 |
14 |
4 |
6 |
11 |
86 |
| Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India |
0 |
0 |
0 |
22 |
2 |
7 |
13 |
78 |
| Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India |
0 |
0 |
0 |
10 |
8 |
13 |
17 |
45 |
| Fragile Financing? How Corporate Reliance on Shadow Banking Affects their Access to Bank Liquidity |
0 |
1 |
9 |
9 |
3 |
6 |
23 |
23 |
| Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market |
0 |
0 |
0 |
47 |
1 |
7 |
15 |
139 |
| How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe |
0 |
0 |
3 |
27 |
3 |
7 |
38 |
98 |
| How Does Zombie Credit Affect Inflation? Lessons from Europe |
0 |
0 |
0 |
63 |
2 |
3 |
4 |
199 |
| How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007 |
0 |
0 |
0 |
27 |
3 |
11 |
13 |
96 |
| How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 |
0 |
0 |
1 |
53 |
3 |
6 |
8 |
175 |
| Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking |
0 |
0 |
0 |
183 |
4 |
8 |
12 |
592 |
| In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risks in China |
0 |
2 |
12 |
159 |
5 |
27 |
90 |
557 |
| Indebted Supply and Monetary Policy: A Theory of Financial Dominance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk |
0 |
0 |
0 |
376 |
4 |
10 |
13 |
1,185 |
| Insider Trading in Credit Derivatives |
0 |
0 |
0 |
217 |
3 |
5 |
9 |
900 |
| International Policy Coordination in a Multisectoral Model of Trade and Health Policy |
0 |
0 |
0 |
2 |
4 |
11 |
19 |
64 |
| Investment and Contagion Tradeoffs between Fair Value and Historical Cost Accounting |
0 |
0 |
0 |
6 |
1 |
2 |
6 |
15 |
| Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies |
0 |
0 |
2 |
326 |
3 |
9 |
17 |
1,439 |
| Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies |
0 |
1 |
2 |
170 |
2 |
5 |
11 |
810 |
| Is Europe Overbanked? |
0 |
0 |
0 |
130 |
3 |
10 |
29 |
565 |
| Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress |
0 |
1 |
3 |
45 |
2 |
4 |
16 |
94 |
| Is the International Convergence of Capital Adequacy Regulation Desirable? |
0 |
1 |
1 |
221 |
2 |
10 |
12 |
828 |
| Kicking the Can Down the Road: Government Interventions in the European Banking Sector |
0 |
0 |
0 |
71 |
4 |
8 |
13 |
206 |
| Kicking the can down the road: government interventions in the European banking sector |
0 |
0 |
0 |
17 |
4 |
11 |
13 |
57 |
| Labor Laws and Innovation |
0 |
0 |
0 |
146 |
5 |
6 |
12 |
446 |
| Labor Laws and Innovation |
0 |
0 |
0 |
112 |
3 |
10 |
18 |
407 |
| Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis |
0 |
0 |
2 |
86 |
0 |
6 |
17 |
194 |
| Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus |
0 |
3 |
3 |
112 |
4 |
14 |
22 |
330 |
| Leverage, Moral Hazard and Liquidity |
0 |
0 |
0 |
93 |
5 |
8 |
11 |
287 |
| Limits to Arbitrage and Hedging: Evidence from Commodity Markets |
0 |
1 |
2 |
104 |
1 |
5 |
14 |
463 |
| Limits to Arbitrage and Hedging: Evidence from Commodity Markets |
0 |
0 |
0 |
86 |
1 |
5 |
11 |
303 |
| Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets |
0 |
0 |
4 |
51 |
3 |
10 |
38 |
125 |
| Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 |
0 |
1 |
1 |
166 |
3 |
4 |
7 |
525 |
| Liquidity Risk of Corporate Bond Returns: A Conditional Approach |
0 |
0 |
2 |
55 |
10 |
13 |
18 |
317 |
| Liquidity, Liquidity Everywhere, Not a Drop to Use – Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity |
0 |
1 |
3 |
86 |
6 |
13 |
31 |
221 |
| Liquidity, liquidity everywhere, not a drop to use - Why flooding banks with central bank reserves may not expand liquidity |
0 |
1 |
2 |
17 |
5 |
9 |
21 |
71 |
| Making sense of the comprehensive assessment |
0 |
0 |
0 |
45 |
4 |
8 |
13 |
146 |
| Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises |
1 |
2 |
7 |
49 |
7 |
11 |
28 |
287 |
| Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises |
0 |
0 |
8 |
301 |
4 |
15 |
31 |
515 |
| Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises |
0 |
0 |
8 |
372 |
7 |
12 |
48 |
1,947 |
| Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises |
0 |
0 |
2 |
27 |
3 |
4 |
12 |
215 |
| Measuring Systemic Risk |
0 |
1 |
2 |
584 |
7 |
11 |
28 |
1,529 |
| Measuring systemic risk |
0 |
0 |
0 |
0 |
11 |
23 |
36 |
291 |
| Measuring systemic risk |
0 |
1 |
5 |
1,111 |
32 |
103 |
130 |
3,964 |
| Monetary Easing, Investment and Financial Instability |
0 |
0 |
0 |
79 |
2 |
7 |
9 |
124 |
| Monetary Easing, Investment and Financial Instability |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
9 |
| Monetary Easing, Investment and Financial Instability |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
7 |
| Monetary Easing, Investment and Financial Instability |
0 |
0 |
0 |
34 |
3 |
4 |
6 |
83 |
| Monetary Easing, Investment and Financial Instability |
0 |
0 |
0 |
43 |
4 |
6 |
7 |
59 |
| Monetary Easing, Leveraged Payouts and Lack of Investment |
0 |
0 |
1 |
12 |
2 |
13 |
18 |
54 |
| Monetary Easing, Leveraged Payouts and Lack of Investment |
0 |
0 |
0 |
35 |
7 |
11 |
16 |
88 |
| Monetary easing and financial instability |
0 |
1 |
2 |
87 |
4 |
9 |
18 |
140 |
| Moral Hazard, Collateral and Liquidity |
0 |
0 |
0 |
94 |
2 |
6 |
9 |
418 |
| More Insiders, More Insider Trading: Evidence from Private Equity Buyouts |
0 |
0 |
0 |
88 |
12 |
16 |
17 |
352 |
| On the Optimality of Resetting Executive Stock Options |
0 |
0 |
0 |
0 |
5 |
9 |
10 |
511 |
| Optimal Financial Market Integration and Security Design |
0 |
0 |
0 |
103 |
3 |
5 |
7 |
533 |
| Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis |
0 |
0 |
1 |
110 |
4 |
12 |
25 |
500 |
| Precautionary Hoarding of Liquidity and the Interbank Markets: Evidence from the Sub-Prime Crisis |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
89 |
| Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis |
0 |
0 |
0 |
85 |
7 |
12 |
17 |
313 |
| Pricing Credit Derivatives with Rating Transitions |
0 |
0 |
0 |
637 |
3 |
6 |
7 |
1,483 |
| Private Equity vs. PLC Boards: A Comparison of Practices and Effectiveness - Summary of Research Findings |
0 |
0 |
1 |
56 |
1 |
3 |
5 |
210 |
| Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans |
0 |
1 |
4 |
131 |
7 |
23 |
39 |
466 |
| Risk-Sharing and the Creation of Systemic Risk |
0 |
0 |
0 |
9 |
5 |
7 |
9 |
41 |
| Robust Capital Regulation |
0 |
0 |
0 |
62 |
7 |
10 |
13 |
202 |
| Robust capital regulation |
0 |
0 |
0 |
143 |
4 |
11 |
14 |
375 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
142 |
2 |
12 |
20 |
482 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
9 |
3 |
7 |
7 |
68 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
124 |
10 |
59 |
66 |
558 |
| Securitization Without Risk Transfer |
0 |
0 |
3 |
78 |
2 |
13 |
20 |
351 |
| Securitization without risk transfer |
0 |
0 |
2 |
172 |
2 |
6 |
15 |
522 |
| Seeking Alpha - Excess Risk Taking and Competition for Managerial Talent |
0 |
0 |
1 |
45 |
6 |
8 |
10 |
208 |
| Seeking Alpha, Taking Risk: Evidence from Non-executive Pay in U.S. Bank Holding Companies |
0 |
0 |
3 |
41 |
4 |
5 |
14 |
159 |
| Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
0 |
0 |
1 |
42 |
6 |
9 |
13 |
230 |
| Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
0 |
0 |
0 |
20 |
5 |
8 |
10 |
196 |
| Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
0 |
0 |
0 |
117 |
3 |
6 |
7 |
500 |
| Shadow Always Touches the Feet: Implications of Bank Credit Lines to Non-Bank Financial Intermediaries |
1 |
2 |
5 |
5 |
6 |
9 |
17 |
17 |
| Should banks be diversified? Evidence from individual bank loan portfolios |
0 |
0 |
2 |
277 |
3 |
5 |
12 |
999 |
| Should banks be diversified? evidence from individual bank portfolios |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
83 |
| Sovereign Debt and Economic Growth when Government is Myopic and Self-interested |
0 |
1 |
3 |
27 |
5 |
13 |
20 |
90 |
| Sovereign Debt and Economic Growth when Government is Myopic and Self-interested |
0 |
0 |
1 |
26 |
3 |
9 |
11 |
72 |
| Sovereign Debt, Government Myopia, and the Financial Sector |
0 |
0 |
0 |
197 |
12 |
16 |
27 |
477 |
| Sovereign debt, government myopia, and the financial sector |
0 |
0 |
0 |
61 |
3 |
4 |
6 |
211 |
| Strategic Commitments to Decarbonize: The Role of Large Firms, Common Ownership, and Governments |
0 |
0 |
8 |
9 |
9 |
15 |
38 |
41 |
| Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023 |
1 |
1 |
18 |
33 |
8 |
11 |
41 |
62 |
| Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective |
6 |
6 |
6 |
6 |
9 |
9 |
9 |
9 |
| Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
1 |
1 |
1 |
157 |
9 |
17 |
20 |
448 |
| Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
0 |
0 |
2 |
85 |
5 |
9 |
23 |
275 |
| Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
0 |
0 |
0 |
35 |
3 |
6 |
8 |
183 |
| Testing macroprudential stress tests: The risk of regulatory risk weights |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
83 |
| The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks |
0 |
0 |
2 |
93 |
4 |
9 |
15 |
345 |
| The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks |
0 |
0 |
1 |
112 |
5 |
6 |
14 |
369 |
| The Anatomy of the Transmission of Macroprudential Policies |
0 |
0 |
1 |
28 |
2 |
7 |
12 |
88 |
| The Anatomy of the Transmission of Macroprudential Policies |
0 |
1 |
3 |
53 |
3 |
14 |
28 |
207 |
| The Anatomy of the Transmission of Macroprudential Policies |
0 |
0 |
0 |
36 |
3 |
5 |
9 |
156 |
| The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets |
0 |
1 |
1 |
56 |
1 |
8 |
14 |
149 |
| The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets |
0 |
0 |
0 |
84 |
2 |
9 |
13 |
182 |
| The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets |
0 |
1 |
1 |
55 |
4 |
9 |
11 |
163 |
| The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets |
0 |
0 |
0 |
80 |
4 |
6 |
6 |
157 |
| The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios |
0 |
0 |
0 |
672 |
15 |
18 |
20 |
2,505 |
| The Efficiency of Capital Allocation: Do Bank Regulations Matter? |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
43 |
| The Efficiency of Capital Allocation: Do Bank Regulations Matter? |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
16 |
| The Efficiency of Capital Allocation: Do Bank Regulations Matter? |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
11 |
| The End of Market Discipline? Investor Expectations of Implicit Government Guarantees |
0 |
0 |
7 |
139 |
7 |
19 |
49 |
479 |
| The Importance of a Banking Union and Fiscal Union for a Capital Markets Union |
0 |
0 |
2 |
62 |
4 |
6 |
8 |
169 |
| The Internal Governance of Firms |
0 |
0 |
0 |
75 |
1 |
6 |
11 |
282 |
| The Internal Governance of Firms |
1 |
1 |
1 |
138 |
13 |
46 |
49 |
503 |
| The Making of Fallen Angels—and What QE and Credit Rating Agencies Have to Do with It |
0 |
0 |
1 |
21 |
2 |
4 |
7 |
65 |
| The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID |
0 |
0 |
1 |
38 |
13 |
26 |
37 |
290 |
| The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle |
0 |
0 |
2 |
211 |
2 |
15 |
28 |
670 |
| The Sensitivity of Cash Savings to the Cost of Capital |
0 |
0 |
0 |
7 |
5 |
8 |
10 |
45 |
| The Sensitivity of Cash Savings to the Cost of Capital |
0 |
0 |
0 |
24 |
2 |
10 |
13 |
91 |
| The Value of a Cure: An Asset Pricing Perspective |
0 |
0 |
0 |
12 |
3 |
4 |
6 |
72 |
| The Value of a Cure: An Asset Pricing Perspective |
0 |
0 |
0 |
1 |
4 |
7 |
9 |
36 |
| The consequences of the single supervisory mechanism for Europe's macro-prudential policy framework |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
75 |
| The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios |
0 |
0 |
0 |
0 |
4 |
10 |
13 |
146 |
| The risk of being a fallen angel and the corporate dash for cash in the midst of COVID |
0 |
0 |
0 |
11 |
6 |
14 |
21 |
76 |
| Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies |
0 |
0 |
0 |
147 |
15 |
19 |
21 |
548 |
| Too many to fail - an analysis of time-inconsistency in bank closure policies |
1 |
1 |
1 |
462 |
15 |
27 |
33 |
1,604 |
| Transformed Intermediation: Credit Risk to NBFIs, Liquidity Risk to Banks |
2 |
2 |
2 |
2 |
5 |
5 |
5 |
5 |
| Understanding the Recovery Rates on Defaulted Securities |
0 |
1 |
2 |
545 |
7 |
13 |
27 |
1,589 |
| Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage |
0 |
0 |
0 |
4 |
3 |
6 |
8 |
45 |
| Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage |
0 |
0 |
0 |
23 |
3 |
8 |
8 |
116 |
| Whatever it takes: The Real Effects of Unconventional Monetary Policy |
0 |
0 |
1 |
138 |
1 |
7 |
9 |
362 |
| Whatever it takes: The real effects of unconventional monetary policy |
0 |
0 |
1 |
205 |
10 |
23 |
33 |
1,024 |
| When Does Strategic Debt Service Matter? |
0 |
0 |
0 |
106 |
2 |
5 |
5 |
484 |
| When do Treasuries Earn the Convenience Yield? — A Hedging Perspective |
0 |
0 |
1 |
12 |
2 |
9 |
13 |
42 |
| When is Debt Odious? A Theory of Repression and Growth Traps |
1 |
1 |
2 |
43 |
3 |
6 |
11 |
132 |
| When is Debt Odious? A Theory of Repression and Growth Traps |
0 |
0 |
2 |
34 |
5 |
7 |
13 |
75 |
| When is Less More? Bank Arrangements for Liquidity vs Central Bank Support |
0 |
1 |
24 |
24 |
3 |
12 |
25 |
25 |
| Where Do Banks End and NBFIs Begin? |
0 |
0 |
2 |
25 |
6 |
11 |
20 |
55 |
| Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? |
0 |
0 |
0 |
37 |
2 |
6 |
6 |
80 |
| Why Did Bank Stocks Crash During COVID-19? |
0 |
0 |
0 |
89 |
7 |
22 |
32 |
276 |
| Why did bank stocks crash during COVID-19? |
0 |
1 |
2 |
40 |
7 |
10 |
15 |
104 |
| Wrongful Discharge Laws and Innovation |
0 |
0 |
0 |
78 |
8 |
9 |
16 |
233 |
| Zombie Credit and (Dis-)Inflation: Evidence from Europe |
0 |
0 |
1 |
25 |
3 |
10 |
16 |
90 |
| Zombie Credit and (Dis-)Inflation: Evidence from Europe |
0 |
0 |
0 |
21 |
8 |
19 |
23 |
96 |
| Zombie Credit and (Dis-)Inflation: Evidence from Europe |
0 |
0 |
0 |
64 |
2 |
11 |
29 |
333 |
| Zombie Lending and Policy Traps |
0 |
0 |
0 |
2 |
3 |
5 |
6 |
24 |
| Zombie Lending and Policy Traps |
0 |
0 |
0 |
27 |
12 |
15 |
31 |
117 |
| Zombie Lending: Theoretical, International and Historical Perspectives |
0 |
0 |
0 |
42 |
2 |
5 |
11 |
64 |
| Zombie Lending: Theoretical, International, and Historical Perspectives |
0 |
0 |
0 |
11 |
1 |
3 |
5 |
39 |
| Total Working Papers |
18 |
54 |
276 |
22,070 |
1,038 |
2,278 |
3,767 |
80,341 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Crisis of Banks as Liquidity Providers |
0 |
2 |
18 |
181 |
13 |
29 |
80 |
607 |
| A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market |
0 |
0 |
1 |
25 |
3 |
16 |
25 |
179 |
| A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk |
1 |
4 |
15 |
189 |
16 |
57 |
110 |
772 |
| A Theory of Arbitrage Capital |
0 |
0 |
0 |
5 |
13 |
18 |
21 |
47 |
| A Theory of Income Smoothing When Insiders Know More Than Outsiders |
0 |
1 |
2 |
25 |
4 |
8 |
15 |
163 |
| A model of liquidity hoarding and term premia in inter-bank markets |
0 |
2 |
4 |
128 |
16 |
30 |
38 |
500 |
| A tale of two overhangs:the nexus of fi nancial sector and sovereign credit risks |
0 |
0 |
4 |
40 |
2 |
5 |
15 |
164 |
| A theory of systemic risk and design of prudential bank regulation |
0 |
4 |
7 |
626 |
7 |
32 |
74 |
1,877 |
| A transparency standard for derivatives |
0 |
1 |
1 |
10 |
5 |
7 |
9 |
81 |
| Aggregate Risk and the Choice between Cash and Lines of Credit |
1 |
1 |
1 |
41 |
6 |
12 |
20 |
162 |
| Asset pricing with liquidity risk |
2 |
9 |
25 |
1,028 |
16 |
95 |
174 |
3,439 |
| Bank Capital and Dividend Externalities |
0 |
0 |
2 |
38 |
7 |
14 |
23 |
206 |
| Bank lines of credit as contingent liquidity: Covenant violations and their implications |
0 |
0 |
5 |
46 |
6 |
9 |
25 |
162 |
| Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives |
0 |
0 |
2 |
16 |
4 |
8 |
15 |
41 |
| Bankruptcy Codes and Innovation |
0 |
1 |
7 |
179 |
17 |
29 |
50 |
572 |
| Banks’ Financial Reporting and Financial System Stability |
0 |
1 |
6 |
72 |
2 |
13 |
38 |
252 |
| Capital Markets Union in Europe: Why Other Unions Must Lead the Way |
0 |
0 |
0 |
9 |
0 |
2 |
4 |
40 |
| Capital Markets Union in Europe: Why other Unions must lead the Way |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
85 |
| Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks |
2 |
4 |
9 |
495 |
7 |
19 |
45 |
1,507 |
| Cash Holdings and Credit Risk |
0 |
0 |
3 |
40 |
3 |
6 |
30 |
216 |
| Cash holdings and bank compensation |
0 |
0 |
0 |
10 |
5 |
8 |
13 |
94 |
| Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures |
0 |
0 |
0 |
145 |
2 |
5 |
6 |
439 |
| Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting |
0 |
0 |
1 |
45 |
75 |
168 |
174 |
334 |
| Comment on "The Macroeconomics of Money Market Freezes" by Max Bruche and Javier Suarez |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
139 |
| Competition Among Banks, Capital Requirements and International Spillovers |
0 |
0 |
1 |
9 |
1 |
3 |
7 |
40 |
| Competition for Managers and Corporate Governance |
0 |
0 |
0 |
9 |
3 |
5 |
6 |
33 |
| Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy |
0 |
0 |
0 |
1 |
2 |
8 |
12 |
864 |
| Corporate Governance Externalities |
0 |
0 |
1 |
75 |
1 |
7 |
11 |
305 |
| Corporate Governance and Value Creation: Evidence from Private Equity |
15 |
24 |
96 |
515 |
36 |
81 |
328 |
1,551 |
| Counterparty risk externality: Centralized versus over-the-counter markets |
0 |
1 |
2 |
91 |
2 |
10 |
25 |
386 |
| Credit Lines and the Liquidity Insurance Channel |
0 |
0 |
0 |
12 |
4 |
10 |
14 |
57 |
| Credit lines as monitored liquidity insurance: Theory and evidence |
0 |
0 |
1 |
115 |
5 |
13 |
18 |
389 |
| Creditor rights and corporate risk-taking |
1 |
4 |
9 |
342 |
18 |
33 |
58 |
1,159 |
| Crisis Resolution and Bank Liquidity |
0 |
0 |
3 |
201 |
13 |
27 |
47 |
826 |
| Cross-country variations in capital structures: The role of bankruptcy codes |
0 |
0 |
0 |
111 |
4 |
8 |
13 |
444 |
| Dark Markets, by Darrell Duffie |
0 |
0 |
0 |
15 |
2 |
3 |
5 |
59 |
| Dealer financial conditions and lender-of-last-resort facilities |
0 |
0 |
1 |
32 |
4 |
12 |
23 |
187 |
| Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09 |
0 |
0 |
7 |
268 |
4 |
9 |
37 |
827 |
| Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries |
0 |
0 |
6 |
552 |
4 |
24 |
39 |
1,219 |
| Does the lack of financial stability impair the transmission of monetary policy? |
1 |
1 |
6 |
32 |
4 |
13 |
27 |
148 |
| Economics with Market Liquidity Risk |
0 |
1 |
3 |
27 |
4 |
6 |
12 |
92 |
| Endogenous Information Flows and the Clustering of Announcements |
0 |
0 |
1 |
55 |
3 |
17 |
24 |
355 |
| Finance and Efficiency: Do Bank Branching Regulations Matter? |
0 |
0 |
0 |
58 |
9 |
13 |
19 |
213 |
| Financial dependence and innovation: The case of public versus private firms |
0 |
0 |
4 |
164 |
8 |
26 |
48 |
606 |
| Fire Sale FDI |
0 |
0 |
0 |
34 |
8 |
10 |
17 |
178 |
| Government Guarantees: Why the Genie Needs to Be Put Back in the Bottle |
0 |
0 |
1 |
48 |
1 |
3 |
5 |
197 |
| How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 |
0 |
0 |
1 |
28 |
9 |
10 |
18 |
177 |
| Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking |
0 |
1 |
1 |
171 |
5 |
19 |
31 |
579 |
| Implications of the Dodd-Frank Act |
0 |
1 |
11 |
182 |
5 |
11 |
33 |
485 |
| Improving Monetary Transmission Through the Banking Channel: The Case for External Benchmarks in Bank Loans |
0 |
0 |
0 |
11 |
1 |
3 |
3 |
28 |
| India’s International Integration and Challenges to Sustaining Growth |
0 |
1 |
1 |
2 |
6 |
8 |
8 |
18 |
| Information Contagion and Bank Herding |
1 |
1 |
2 |
15 |
7 |
9 |
20 |
62 |
| Information Contagion and Bank Herding |
0 |
0 |
0 |
309 |
0 |
5 |
12 |
758 |
| Insider trading in credit derivatives |
0 |
1 |
8 |
632 |
15 |
33 |
64 |
1,660 |
| Is State Ownership in the Indian Banking Sector Desirable? |
0 |
0 |
4 |
13 |
0 |
1 |
10 |
78 |
| Is cash negative debt? A hedging perspective on corporate financial policies |
0 |
1 |
6 |
412 |
3 |
27 |
55 |
1,624 |
| Is the International Convergence of Capital Adequacy Regulation Desirable? |
0 |
0 |
0 |
97 |
1 |
9 |
15 |
311 |
| Kicking the Can Down the Road: Government Interventions in the European Banking Sector |
0 |
0 |
1 |
21 |
3 |
5 |
16 |
76 |
| Labor Laws and Innovation |
0 |
4 |
8 |
188 |
4 |
20 |
44 |
669 |
| Lending implications of U.S. bank stress tests: Costs or benefits? |
2 |
4 |
13 |
169 |
5 |
24 |
59 |
491 |
| Leverage, Moral Hazard, and Liquidity |
0 |
0 |
2 |
99 |
2 |
9 |
20 |
479 |
| Limits to arbitrage and hedging: Evidence from commodity markets |
0 |
0 |
1 |
133 |
2 |
13 |
30 |
661 |
| Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 |
1 |
1 |
2 |
18 |
5 |
10 |
23 |
104 |
| Liquidity risk of corporate bond returns: conditional approach |
0 |
0 |
4 |
155 |
5 |
12 |
29 |
530 |
| Managerial hedging, equity ownership, and firm value |
0 |
0 |
1 |
70 |
4 |
11 |
16 |
385 |
| Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009 |
3 |
7 |
13 |
57 |
24 |
40 |
66 |
226 |
| Measuring Systemic Risk |
3 |
11 |
52 |
522 |
18 |
83 |
204 |
1,756 |
| More insiders, more insider trading: Evidence from private-equity buyouts |
0 |
0 |
1 |
83 |
9 |
42 |
49 |
453 |
| On reaching for yield and the coexistence of bubbles and negative bubbles |
0 |
0 |
1 |
32 |
2 |
3 |
8 |
106 |
| On the optimality of resetting executive stock options |
0 |
0 |
1 |
142 |
4 |
13 |
18 |
390 |
| Optimal Financial-Market Integration and Security Design |
0 |
0 |
0 |
68 |
5 |
6 |
10 |
328 |
| Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis |
0 |
2 |
6 |
172 |
4 |
12 |
26 |
596 |
| Private Equity vs. PLC Boards in the U.K.: A Comparison of Practices and Effectiveness |
1 |
1 |
3 |
64 |
4 |
7 |
14 |
211 |
| Private Equity: Boom and Bust? |
0 |
1 |
5 |
110 |
4 |
10 |
20 |
341 |
| Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans |
0 |
1 |
5 |
69 |
2 |
13 |
38 |
289 |
| Risk-Sharing and the Creation of Systemic Risk |
0 |
0 |
0 |
9 |
4 |
5 |
10 |
47 |
| Robust capital regulation |
0 |
0 |
0 |
102 |
4 |
6 |
10 |
344 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
0 |
4 |
12 |
25 |
580 |
| Securitization without risk transfer |
1 |
5 |
16 |
622 |
4 |
27 |
81 |
1,919 |
| Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
0 |
0 |
1 |
28 |
4 |
6 |
10 |
141 |
| Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios |
1 |
5 |
13 |
848 |
8 |
32 |
71 |
2,566 |
| Sovereign Debt, Government Myopia, and the Financial Sector |
0 |
0 |
2 |
125 |
13 |
17 |
25 |
479 |
| Special Issue: Research on the Financial Crisis |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
137 |
| Systemic risk and deposit insurance premiums |
0 |
0 |
0 |
163 |
3 |
5 |
9 |
551 |
| Testing macroprudential stress tests: The risk of regulatory risk weights |
0 |
0 |
3 |
269 |
6 |
21 |
41 |
980 |
| The Dodd‐Frank Wall Street Reform and Consumer Protection Act: Accomplishments and Limitations |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
162 |
| The Internal Governance of Firms |
0 |
0 |
0 |
0 |
4 |
13 |
26 |
470 |
| The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID |
2 |
2 |
7 |
18 |
5 |
13 |
33 |
84 |
| The dark side of liquidity creation: Leverage and systemic risk |
0 |
0 |
5 |
70 |
6 |
18 |
41 |
337 |
| The growth of a shadow banking system in emerging markets: Evidence from India |
0 |
1 |
6 |
152 |
5 |
13 |
32 |
643 |
| The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle |
1 |
3 |
18 |
430 |
5 |
21 |
98 |
1,512 |
| The “greatest” carry trade ever? Understanding eurozone bank risks |
0 |
0 |
10 |
335 |
5 |
15 |
41 |
1,039 |
| Too many to fail--An analysis of time-inconsistency in bank closure policies |
0 |
0 |
10 |
411 |
9 |
19 |
48 |
1,132 |
| Understanding and managing interest rate risk at banks |
0 |
0 |
0 |
8 |
1 |
7 |
9 |
43 |
| Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage |
0 |
0 |
0 |
25 |
7 |
9 |
14 |
214 |
| What Saved the Indian Banking System: State Ownership or State Guarantees? |
0 |
1 |
3 |
61 |
6 |
8 |
13 |
163 |
| Whatever It Takes: The Real Effects of Unconventional Monetary Policy |
3 |
5 |
7 |
74 |
8 |
25 |
53 |
277 |
| When does Strategic Debt-service Matter? |
0 |
0 |
0 |
28 |
3 |
5 |
7 |
149 |
| Wrongful Discharge Laws and Innovation |
0 |
0 |
1 |
179 |
4 |
10 |
25 |
647 |
| Total Journal Articles |
42 |
121 |
510 |
14,235 |
649 |
1,713 |
3,496 |
50,700 |