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On the Macroeconomics of Asset Shortages
16 references·4 citing·46 second hop
On the Macroeconomics of Asset Shortages (2006)On the Macroeconomics of Asset ShortagesExistence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete (2011)Existence, regularity, and co…An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…The Demand for Treasury Debt (2007)The Demand for Treasury DebtCollective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Bubbles and capital flow volatility: Causes and risk management (2006)Bubbles and capital flow vola…An Equilibrium Model of "Global Imbalances" and Low Interest Rates (2006)An Equilibrium Model of "Glob…Speculative Growth: Hints from the U.S. Economy (2004)Speculative Growth: Hints fro…Collateral constraints and the amplification mechanism (2003)Collateral constraints and th…International and domestic collateral constraints in a model of emerging market crises (2001)International and domestic co…International and Domestic Collateral Constraints in a Model of Emerging Market Crises (2000)International and Domestic Co…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Public Debt as Private Liquidity (1990)Public Debt as Private Liquid…Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete (1986)Existence, regularity, and co…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…The Choice Channel of Financial Innovation (2021)The Choice Channel of Financi…Banks Are Where The Liquidity Is (2014)Banks Are Where The Liquidity…Globalization and financial development: A model of the Dot-Com and the Housing Bubbles (2013)Globalization and financial d…The macro-financial factors behind the crisis: Global liquidity glut or global savings glut? (2012)The macro-financial factors b…Assessing Dynamic Efficiency: Theory and Evidence (1989)The Ricardian Approach to Budget Deficits (1989)The History and Economics of Safe Assets (2017)The Optimum Quantity of Money (2017)On the equivalence of private and public money (2019)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)A Random Walk Down Wall Street (1973)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Variance Bounds Tests and Stock Price Valuation Models (1986)Overlapping families of infinitely-lived agents (1989)Chapter 25 Government debt (1999)Bank Runs, Deposit Insurance, and Liquidity (1983)Journal of monetary economics (1987)Maxmin expected utility with non-unique prior (1989)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Neglected risks, financial innovation, and financial fragility (2011)Contagion in Financial Networks (2016)New product varieties and the measurement of international prices (1994)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)An Equilibrum Model of 'Global Imbalances' and Low Interest Rates (2007)Financial Globalization and Economic Policies (2009)Home away from home? Foreign demand and London house prices (2018)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Credit Cycles (1997)Inefficient Credit Booms (2008)The Leverage Cycle (2010)Margin-based Asset Pricing and Deviations from the Law of One Price (2011)Debt Maturity Structure and Liquidity Risk (1991)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Default and Renegotiation: A Dynamic Model of Debt (1998)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Debt, Deficits, and Finite Horizons (1985)Globalization and the Gains From Variety (2006)Global Imbalances and the Financial Crisis: Link or No Link? (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Deviations from Covered Interest Rate Parity (2018)Uninsured idiosyncratic investment risk and aggregate saving (2007)Macroeconomics with Financial Frictions: A Survey (2012)Pecuniary Externalities in Economies with Financial Frictions (2017)Walrasian Economics in Retrospect (2000)A Macroeconomic Model with a Financial Sector (2012)Asset Pricing under Asymmetric Information (2001)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)
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References

  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates1,055 cited
  • 1985Asset Bubbles and Overlapping Generations853 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 2001International and domestic collateral constraints in a model of emerging market crises679 cited
  • 1985Asset Bubbles and Overlapping Generations674 cited
  • 1990Public Debt as Private Liquidity384 cited
  • 2011Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete359 cited
  • 2006An Equilibrium Model of "Global Imbalances" and Low Interest Rates323 cited
  • 1986Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete318 cited
  • 2006Bubbles and capital flow volatility: Causes and risk management252 cited
  • 2000International and Domestic Collateral Constraints in a Model of Emerging Market Crises214 cited
  • 2003Collateral constraints and the amplification mechanism201 cited
  • 2007Collective Risk Management in a Flight to Quality Episode196 cited
  • 2004Speculative Growth: Hints from the U.S. Economy

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143 cited
  • 2007The Demand for Treasury Debt119 cited
  • Cited by

    • 2013Globalization and financial development: A model of the Dot-Com and the Housing Bubbles62 cited
    • 2021The Choice Channel of Financial Innovation25 cited
    • 2012The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?24 cited
    • 2014Banks Are Where The Liquidity Is21 cited