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ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE
16 references·16 citing·40 second hopsampled
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE (2016)ILLIQUIDITY COMPONENT OF CREDIT RISK – TH…Slapped by the invisible hand: the panic of 2007 (2010)Slapped by the invisible hand…Global Games: Theory and Applications (2010)Global Games: Theory and Appl…The fundamental principles of financial regulation (2009)The fundamental principles of…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageDeciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…Market Liquidity and Funding Liquidity (2005)Market Liquidity and Funding …Demand–Deposit Contracts and the Probability of Bank Runs (2005)Demand–Deposit Contracts and …Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks (2004)Unique Equilibrium in a Model…Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)Coordination Failures and the…Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks (2002)Unique Equilibrium in a Model…Global Games and Equilibrium Selection (1993)Global Games and Equilibrium …The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…BANKING PANICS AND BUSINESS CYCLES * (1988)BANKING PANICS AND BUSINESS C…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…A model of reserves, bank runs, and deposit insurance (1980)A model of reserves, bank run…Liquidity at risk: Joint stress testing of solvency and liquidity (2020)Liquidity at risk: Joint stre…Rethinking Financial Stability (2019)Rethinking Financial StabilityInterbank Market Freezes and Creditor Runs (2016)Interbank Market Freezes and …Inhomogeneous Financial Networks and Contagious Links (2016)Inhomogeneous Financial Netwo…How Does Corporate Social Responsibility Change Capital Structure? (2016)How Does Corporate Social Res…A model of the topology of the bank – firm credit network and its role as channel of contagion (2016)A model of the topology of th…An Evaluation of Money Market Fund Reform Proposals (2015)An Evaluation of Money Market…Short-Selling Attacks and Creditor Runs (2014)Short-Selling Attacks and Cre…A theoretical model of bank lending: Does ownership matter in times of crisis? (2014)A theoretical model of bank l…Rollover Risk and Credit Risk (2011)Rollover Risk and Credit RiskThe Tri-Party Repo Market before the 2010 Reforms (2010)The Tri-Party Repo Market bef…Liquidity Risk of Corporate Bond Returns (2010)Liquidity Risk of Corporate B…Financial Intermediation and the Post-Crisis Financial System (2010)Financial Intermediation and …Dynamic Debt Runs (2010)Dynamic Debt RunsThe Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market (2009)The Evolution of a Financial …Financial Crises: Theory and Evidence (2009)Financial Crises: Theory and …The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Financial Intermediation and Delegated Monitoring (1984)A Theory of Bank Capital (2000)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)How does capital affect bank performance during financial crises? (2013)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Optimal Financial Crises (1998)Liquidity Shortages and Banking Crises (2002)A Macroprudential Approach to Financial Regulation (2011)Hedge Funds and the Technology Bubble (2004)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The financial cycle and macroeconomics: What have we learnt? (2013)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)A General Theory of Equilibrium Selection in Games (1988)Bubbles and Crashes (2003)The Stag Hunt and the Evolution of Social Structure (2003)The Politics of Authoritarian Rule (2012)A Simple Model of Herd Behavior (1992)A Course in Game Theory (1994)The Foundations of Limited Authoritarian Government: Institutions, Commitment, and Power-Sharing in Dictatorships (2013)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Contagion (2000)A Monetary History of the United States, 1867-1960 (2017)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Did Fair-Value Accounting Contribute to the Financial Crisis? (2010)Resolution of Banking Crises: The Good, the Bad, and the Ugly (2010)CoVaR (2011)Credit Rationing in Markets with Imperfect Information (1981)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)Manias, Panics, and Crashes: A History of Financial Crises (1979)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Collective Risk Management in a Flight to Quality Episode (2007)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2008Liquidity and leverage2,557 cited
  • 1993Global Games and Equilibrium Selection1,547 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 1980A model of reserves, bank runs, and deposit insurance1,069 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2010Global Games: Theory and Applications929 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 2002Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks911 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2004Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?818 cited
  • 2004Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks782 cited
  • 2010Slapped by the invisible hand: the panic of 2007

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597 cited

Cited by

  • 2010The Tri-Party Repo Market before the 2010 Reforms114 cited
  • 2010Financial Intermediation and the Post-Crisis Financial System114 cited
  • 2009The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market99 cited
  • 2014A theoretical model of bank lending: Does ownership matter in times of crisis?99 cited
  • 2016A model of the topology of the bank – firm credit network and its role as channel of contagion85 cited
  • 2016How Does Corporate Social Responsibility Change Capital Structure?79 cited
  • 2019Rethinking Financial Stability67 cited
  • 2009Financial Crises: Theory and Evidence65 cited
  • 2015An Evaluation of Money Market Fund Reform Proposals61 cited
  • 2016Inhomogeneous Financial Networks and Contagious Links58 cited
  • 2011Rollover Risk and Credit Risk54 cited
  • 2020Liquidity at risk: Joint stress testing of solvency and liquidity53 cited
  • 2016Interbank Market Freezes and Creditor Runs51 cited
  • 2010Dynamic Debt Runs46 cited
  • 2010Liquidity Risk of Corporate Bond Returns45 cited
  • 2014Short-Selling Attacks and Creditor Runs45 cited