Access Statistics for Thomas M. Eisenbach

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Bank Runs in March 2023 0 0 0 3 3 3 15 23
Anxiety and pro-cyclical risk taking with Bayesian agents 0 0 0 58 3 5 15 118
Anxiety in the Face of Risk 0 0 0 6 2 6 12 152
Anxiety in the face of risk 0 0 0 66 4 7 15 150
Are Asset Managers Vulnerable to Fire Sales? 0 2 7 101 0 4 23 209
Asset Pricing with Horizon-Dependent Risk Aversion 0 0 1 52 5 5 13 146
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 2 2 9 26
Bank-Intermediated Arbitrage 0 0 0 6 2 7 13 38
Bank-Intermediated Arbitrage 0 0 0 21 1 2 11 62
Bank-intermediated arbitrage 0 0 0 40 3 6 18 121
Banking System Vulnerability through the COVID-19 Pandemic 0 0 0 8 3 3 8 28
Banking System Vulnerability: 2022 Update 0 0 0 11 0 0 5 21
Banking System Vulnerability: 2023 Update 0 0 1 14 4 6 19 38
Banking System Vulnerability: 2024 Update 0 0 0 5 2 2 8 11
Banking System Vulnerability: 2025 Update 0 0 2 2 0 0 7 7
Banking System Vulnerability: Annual Update 0 0 0 34 2 3 14 102
Cournot Fire Sales 0 0 0 70 2 4 10 227
Cournot Fire Sales 0 0 0 50 1 2 7 308
Cournot Fire Sales 0 0 0 13 0 1 8 30
Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis 1 1 3 39 8 14 33 163
Factors that Affect Bank Stability 0 0 0 24 4 4 8 70
Fire-Sale Spillovers and Systemic Risk 0 0 1 104 5 9 25 309
Fire-sale spillovers and systemic risk 0 0 1 108 2 19 36 401
Flexibility as an Instrument in Digital Rights Management 0 0 0 115 0 1 5 492
Fragility of Safe Asset Markets 0 2 2 24 1 8 21 44
Fragility of Safe Assets 0 1 2 5 1 3 13 16
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 5 5 13 52
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 0 41 1 5 24 153
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 0 1 2 4 11 12
How Can Safe Asset Markets Be Fragile? 0 0 1 16 1 1 5 28
How Does Market Power Affect Fire-Sale Externalities? 0 0 0 11 1 2 10 25
How Has COVID-19 Affected Banking System Vulnerability? 0 0 0 69 1 4 17 119
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 1 6 63
In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO 0 0 1 11 1 4 6 32
Macroeconomics with Financial Frictions: A Survey 0 0 2 386 3 8 36 959
Macroeconomics with Financial Frictions: A Survey 0 0 2 941 3 4 22 1,358
Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency 0 0 0 29 6 6 10 38
OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility 1 1 1 3 3 3 5 6
On Fire-Sale Externalities, TARP Was Close to Optimal 0 0 0 3 6 7 12 30
Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods 0 0 0 65 5 8 12 169
Quantifying Potential Spillovers from Runs on High-Yield Funds 0 0 0 1 1 2 3 23
Resource Allocation in Bank Supervision: Trade-offs and Outcomes 0 0 2 44 1 10 21 193
Rollover risk as market discipline: a two-sided inefficiency 0 0 0 45 0 1 12 137
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 2 10 2 6 32 59
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 2 3 8 19 14 26 57 74
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 13 13 8 15 40 40
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 4 7 29 36
Runs on Stablecoins 0 0 3 27 1 4 18 39
Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? 0 0 0 17 2 2 4 59
Stablecoins and Crypto Shocks 0 0 1 19 0 2 12 20
Stablecoins and Crypto Shocks: An Update 0 0 28 28 1 4 37 41
Supervising large, complex financial companies: what do supervisors do? 0 0 0 16 1 1 9 78
Ten Years after the Crisis, Is the Banking System Safer? 0 0 0 10 3 4 7 38
The Economics of Bank Supervision 0 0 0 41 2 13 23 135
The Economics of Bank Supervision: So Much to Do, So Little Time 0 1 1 16 3 8 20 68
The Term Structure of the Price of Variance Risk 0 1 1 13 2 5 27 93
The term structure of the price of variance risk 0 0 0 20 3 6 17 101
Tracing Bank Runs in Real Time 0 0 0 8 4 5 20 26
Tracing Bank Runs in Real Time 0 0 3 7 9 13 29 46
Watering a lemon tree: heterogeneous risk taking and monetary policy transmission 0 0 0 43 3 8 18 155
What Makes a Bank Stable? A Framework for Analysis 0 0 0 26 3 4 8 36
What Makes a Safe Asset Safe? 0 1 2 22 3 5 11 53
When It Rains, It Pours: Cyber Risk and Financial Conditions 0 0 0 19 2 7 16 44
Total Working Papers 4 14 91 3,085 171 346 1,030 7,950


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Bank Runs in March 2023 0 0 1 2 2 4 7 8
Anxiety in the face of risk 0 0 0 21 3 7 18 205
Cournot Fire Sales 0 0 1 5 3 6 20 38
Cyber risk and the U.S. financial system: A pre-mortem analysis 1 2 9 17 6 19 50 101
Fire‐Sale Spillovers and Systemic Risk 0 0 4 40 1 12 33 151
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 1 4 5 8 24 30
Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes 0 1 2 19 3 6 31 88
Rollover risk as market discipline: A two-sided inefficiency 0 0 0 14 1 3 15 84
Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking 0 0 0 51 0 1 11 217
Stability of funding models: an analytical framework 0 0 1 42 1 1 11 156
Supervising large, complex financial institutions: what do supervisors do? 0 0 0 17 3 6 15 110
Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission 0 0 0 5 3 5 10 54
When It Rains, It Pours: Cyber Vulnerability and Financial Conditions 0 0 1 1 2 6 20 23
Total Journal Articles 1 3 20 238 33 84 265 1,265


Statistics updated 2026-05-06