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Financial Innovation and Financial Fragility
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Financial Innovation and Financial Fragility (2010)Financial Innovation and Financial Fragil…When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009 (2010)When Safe Proved Risky: Comme…What Comes to Mind (2010)What Comes to MindDid Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Did Securitization Lead to La…A Gap‐Filling Theory of Corporate Debt Maturity Choice (2010)A Gap‐Filling Theory of Corpo…Unstable banking (2009)Unstable bankingThis Time Is Different (2009)This Time Is DifferentThe Economics of Structured Finance (2009)The Economics of Structured F…The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Securitized Banking and the Run on Repo (2009)Securitized Banking and the R…Making Sense of the Subprime Crisis (2008)Making Sense of the Subprime …Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…Market Timing and Capital Structure (2002)Market Timing and Capital Str…The Limits of Arbitrage (1995)The Limits of ArbitrageLiquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Options and Efficiency (1976)Options and EfficiencyRecovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Theory of rational option pricing (2005)Neglected risks, financial innovation, and financial fragility (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)A Survey of Corporate Governance (1997)Bank Runs, Deposit Insurance, and Liquidity (1983)Back to the basics in banking? A micro-analysis of banking system stability (2009)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Journal of monetary economics (1987)Maxmin expected utility with non-unique prior (1989)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Contagion in Financial Networks (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)How did increased competition affect credit ratings? (2011)Credit Rationing in Markets with Imperfect Information (1981)House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis (2011)Liquidity risk management and credit supply in the financial crisis (2011)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Populism and the economics of globalization (2018)Securitization without risk transfer (2012)Information: Hard and Soft (2018)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)
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References

  • 1995The Limits of Arbitrage5,282 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2009This Time Is Different2,361 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2006Has Finance Made the World Riskier?919 cited
  • 1976Options and Efficiency830 cited
  • 2009The Economics of Structured Finance750 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 2010What Comes to Mind478 cited
  • 2009Unstable banking472 cited
  • 2008Making Sense of the Subprime Crisis329 cited
  • 2010A Gap‐Filling Theory of Corporate Debt Maturity Choice326 cited
  • 2010When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009304 cited
  • 2009Securitized Banking and the Run on Repo216 cited

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