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Solving the Present Crisis and Managing the Leverage Cycle
16 references·16 citing·41 second hopsampled
Solving the Present Crisis and Managing the Leverage Cycle (2010)Solving the Present Crisis and Managing t…Housing busts and household mobility (2009)Housing busts and household m…The subprime solution: how today's global financial crisis happened, and what to do about it (2008)The subprime solution: how to…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium (2008)Liquidity, Default, and Crash…Leverage Cycles and the Anxious Economy (2008)Leverage Cycles and the Anxio…An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…International and domestic collateral constraints in a model of emerging market crises (2001)International and domestic co…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Credit Cycles (1997)Credit CyclesThe Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Stabilizing an Unstable Economy (1987)Stabilizing an Unstable Econo…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Determinants of corporate borrowing (1977)Determinants of corporate bor…Risk, uncertainty, and leverage (2020)Risk, uncertainty, and levera…Power without Knowledge (2019)Power without KnowledgeNetworks and systemic risk in the financial system (2019)Networks and systemic risk in…Market-Based Finance, Debt and Systemic Risk: A Critique of the EU Capital Markets Union (2018)Market-Based Finance, Debt an…Rethinking Stabilization Policy: Evolution or Revolution? (2017)Rethinking Stabilization Poli…Judicial efficiency and capital structure: An international study (2017)Judicial efficiency and capit…Leverage, Default, and Forgiveness: Lessons from the American and European Crises (2014)Leverage, Default, and Forgiv…Excessive Leverage and Bankers’ Pay: Governance and Financial Stability Costs of a Symbiotic Relationship (2014)Excessive Leverage and Banker…Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity (2012)Shadow Banking and the Limits…Liquidity Risk, Cash-Flow Constraints and Systemic Feedbacks (2012)Liquidity Risk, Cash-Flow Con…House Price Booms, Current Account Deficits, and Low Interest Rates (2012)House Price Booms, Current Ac…Financial Intermediary Balance Sheet Management (2012)Financial Intermediary Balanc…Explaining the Housing Bubble (2012)Explaining the Housing BubbleWhy does bad news increase volatility and decrease leverage? (2011)Why does bad news increase vo…Taxing Financial Transactions (2011)Taxing Financial TransactionsProcyclical Leverage and Value-at-Risk (2008)Procyclical Leverage and Valu…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)The Limits of Arbitrage (1995)Contagion as a Wealth Effect (2001)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)A Macroprudential Approach to Financial Regulation (2011)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Dividend Policy, Growth, and the Valuation of Shares (1961)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Financial Intermediation and Delegated Monitoring (1984)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)A Macroeconomic Model with a Financial Sector (2014)Financial Constraints Risk (2006)
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References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1997Credit Cycles5,254 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1987Stabilizing an Unstable Economy3,337 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2008The subprime solution: how today's global financial crisis happened, and what to do about it817 cited
  • 2001International and domestic collateral constraints in a model of emerging market crises679 cited
  • 2008Leverage Cycles and the Anxious Economy647 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates456 cited
  • 2009Housing busts and household mobility386 cited

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Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium
341 cited

Cited by

  • 2011Taxing Financial Transactions173 cited
  • 2012Explaining the Housing Bubble155 cited
  • 2011Why does bad news increase volatility and decrease leverage?107 cited
  • 2019Power without Knowledge105 cited
  • 2008Procyclical Leverage and Value-at-Risk76 cited
  • 2017Judicial efficiency and capital structure: An international study71 cited
  • 2020Risk, uncertainty, and leverage65 cited
  • 2019Networks and systemic risk in the financial system61 cited
  • 2017Rethinking Stabilization Policy: Evolution or Revolution?57 cited
  • 2014Leverage, Default, and Forgiveness: Lessons from the American and European Crises53 cited
  • 2012Liquidity Risk, Cash-Flow Constraints and Systemic Feedbacks48 cited
  • 2012Financial Intermediary Balance Sheet Management45 cited
  • 2014Excessive Leverage and Bankers’ Pay: Governance and Financial Stability Costs of a Symbiotic Relationship37 cited
  • 2012House Price Booms, Current Account Deficits, and Low Interest Rates32 cited
  • 2012Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity28 cited
  • 2018Market-Based Finance, Debt and Systemic Risk: A Critique of the EU Capital Markets Union26 cited