| . |
Geanakoplos, John's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
18,335 |
Total
Citations
470 |
|
|
|
|
|
1.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Magill, Michael J. P.
University of Southern California - Department of Economics Quinzii, Martine
University of California, Davis - Department of Economics
|
|
4,974
(549)
|
34
|
|
| |
|
| |
Demography, Price Earnings Ratio, Returns, Efficient Markets, Baby-boom, Savings
|
|
|
2.
|
|
The Leverage Cycle
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
05 Aug 09
|
|
Last Revised:
|
|
20 Jan 10
|
|
1,095
(7,996)
|
73
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
179
|
73
|
|
| |
|
| |
Leverage, Collateral, Cycle, Crisis, Regulation
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
916
|
72
|
|
| |
|
| |
Leverage, Collateral, Cycle, Crisis, Regulation
|
|
|
|
|
|
3.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics
|
|
965
(9,818)
|
1
|
|
| |
|
| |
Credit cards, Outside money, Inside money, Central bank, Inflation, Stagflation
|
|
|
4.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
814
(12,822)
|
5
|
|
| |
|
| |
Arrow Impossibility Theorem, Pivotal, Neutrality
|
|
|
5.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Tsomocos, Dimitrios P.
University of Oxford - Said Business School and St. Edmund Hall
|
|
777
(13,748)
|
4
|
|
| |
|
| |
Currency, Cash, Fiscal Policy, Monetary Policy, Money, Trade
|
|
|
6.
|
|
|
Farmer, J. Doyne
Santa Fe Institute Geanakoplos, John
Yale University - Cowles Foundation
|
|
656
(17,571)
|
9
|
|
| |
|
| |
Equilibrium, Rational expectations, Efficiency, Arbitrage, Bounded rationality, Power laws, Disequilibrium, Zero intelligence, Market ecology, Agent based modeling
|
|
|
7.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
546
(22,663)
|
45
|
|
| |
|
| |
Liquidity, Default, Collateral, Crashes, General Equilibrium, Contracts, Spillover, Liquidity Premium
|
|
|
8.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Axtell, Robert
George Mason University Farmer, J. Doyne
Santa Fe Institute Howitt, Peter
Brown University - Department of Economics Conlee, Benjamin
affiliation not provided to SSRN Goldstein, Jonathan
affiliation not provided to SSRN Hendrey, Matthew
George Mason University - Department of Computational Social Science Palmer, Nathan M.
George Mason University - Department of Computational Social Science Yang, Chun-Yi
affiliation not provided to SSRN
|
|
517
(24,450)
|
|
|
| |
|
| |
Agent based models, Housing prices, Boom and bust, Leverage, Interest rates, Foreclosures, Systemic risk
|
|
|
9.
|
|
Default and Punishment in General Equilibrium
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Shubik, Martin
Yale University - School of Management
|
|
Posted:
|
|
15 Apr 03
|
|
Last Revised:
|
|
16 Aug 04
|
|
448
(29,478)
|
41
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Shubik, Martin
Yale University - School of Management
|
|
101
|
41
|
|
| |
|
| |
Default, Incomplete markets, Adverse selection, Moral hazard, Equilibrium refinement, Endogenous assets
|
|
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Shubik, Martin
Yale University - School of Management
|
|
107
|
41
|
|
| |
|
| |
Default, incomplete markets, adverse selection, moral hazard, equilibrium refinement, endogenous assets
|
|
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Shubik, Martin
Yale University - School of Management
|
|
240
|
41
|
|
| |
|
| |
Default, Incomplete Markets, Adverse Selection, Moral Hazard, Equilibrium Refinement, Endogenous Assets
|
|
|
|
|
|
10.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
431
(30,979)
|
31
|
|
| |
|
| |
|
|
|
11.
|
|
Social Security Money's Worth
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
Posted:
|
|
04 Feb 99
|
|
Last Revised:
|
|
29 Nov 11
|
|
412
(32,893)
|
28
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
46
|
28
|
|
| |
|
| |
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
366
|
28
|
|
| |
|
| |
|
|
|
|
|
|
12.
|
|
Solving the Present Crisis and Managing the Leverage Cycle
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
21 Jan 10
|
|
Last Revised:
|
|
17 Sep 10
|
|
404
(33,656)
|
18
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
33
|
18
|
|
| |
|
| |
Leverage, Collateral, Margins, Leverage Cycles, Externality, Principal
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
371
|
18
|
|
| |
|
| |
Leverage, Collateral, Margins, Leverage cycle, Externality, Principal
|
|
|
|
|
|
13.
|
|
Leverage Causes Fat Tails and Clustered Volatility
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Thurner, Stefan
Institute for Science of Complex Systems, Medical University of Vienna Farmer, J. Doyne
Santa Fe Institute Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
11 Jan 10
|
|
Last Revised:
|
|
23 Nov 11
|
|
372
(37,304)
|
8
|
|
|
|
|
Thurner, Stefan
Institute for Science of Complex Systems, Medical University of Vienna Farmer, J. Doyne
Santa Fe Institute Geanakoplos, John
Yale University - Cowles Foundation
|
|
189
|
8
|
|
| |
|
| |
Systemic risk, Clustered volatility, Fat tails, Crash, Margin calls, Leverage
|
|
|
|
|
|
|
Thurner, Stefan
Institute for Science of Complex Systems, Medical University of Vienna Farmer, J. Doyne
Santa Fe Institute Geanakoplos, John
Yale University - Cowles Foundation
|
| Posted: |
|
11 Jan 10
|
|
Last Revised:
|
|
18 Mar 10
|
|
183
|
8
|
|
| |
|
| |
Systemic risk, Clustered volatility, Fat tails, Crash, Margin calls, Leverage
|
|
|
|
|
|
14.
|
|
Social Security Investment in Equities I: Linear Case
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
12 Jul 99
|
|
Last Revised:
|
|
10 Mar 10
|
|
332
(42,831)
|
20
|
|
|
|
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
170
|
20
|
|
| |
|
| |
Social Security, Privatization, Diversification
|
|
|
|
|
|
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
24
|
20
|
|
| |
|
| |
|
|
|
|
|
|
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
138
|
20
|
|
| |
|
| |
|
|
|
|
|
|
15.
|
|
Why Does Bad News Increase Volatility and Decrease Leverage?
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
15 Jul 10
|
|
Last Revised:
|
|
19 Aug 11
|
|
319
(44,877)
|
3
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
77
|
3
|
|
| |
|
| |
Collateral, Endogenous leverage, VaR, Volatility, Volatility smile
|
|
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
100
|
3
|
|
| |
|
| |
Collateral, Endogenous leverage, VaR, Volatility, Volatility Smile
|
|
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
142
|
3
|
|
| |
|
| |
Endogenous leverage, Post-bad news volatility, Post-good news volatility, Volatility smile
|
|
|
|
|
|
16.
|
|
|
Diamond, Peter A.
Massachusetts Institute of Technology (MIT) - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
314
(45,721)
|
21
|
|
| |
|
| |
Social Security, Privatization, Diversification
|
|
|
17.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
301
(48,043)
|
|
|
| |
|
| |
Greek, Parents, Mathematical economics, Yale, Mortgage, Collateral, Securitization, Leverage, Foreclosure, Forgive, Principal
|
|
|
18.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
276
(53,100)
|
1
|
|
| |
|
| |
Impatience, Theory of interest, Inflation indexed bond, Konus index, Capital asset pricing, Efficiency, Overlapping generations, Land
|
|
|
19.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
273
(53,727)
|
4
|
|
| |
|
| |
Demography, Inefficiency, Indeterminacy, Money, Bubbles, Cycles, Rate of interest, Impatience, Land, Infinity, Expectations, Social security, Golden rule
|
|
|
20.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation
|
|
272
(53,967)
|
2
|
|
| |
|
| |
Equilibrium, Nash, Walras, Brouwer, Kakutani
|
|
|
21.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
266
(55,336)
|
5
|
|
| |
|
| |
Status, incentives, education, grading, wages
|
|
|
22.
|
|
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
16 Jul 11
|
|
Last Revised:
|
|
19 Aug 11
|
|
262
(56,289)
|
5
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
141
|
5
|
|
| |
|
| |
Financial innovation, Endogenous leverage, Collateral equilibrium, CDS, Tranching and asset prices
|
|
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
| Posted: |
|
16 Jul 11
|
|
Last Revised:
|
|
26 Jul 11
|
|
121
|
5
|
|
| |
|
| |
Financial innovation, Endogenous leverage, Collateral equilibrium, CDS, Tranching and Asset prices
|
|
|
|
|
|
23.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
248
(59,782)
|
|
|
| |
|
| |
Nash Equilibrium, Walras Equilibrium, Shapley-Shubik Trading-posts Game, Money
|
|
|
24.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
245
(60,553)
|
1
|
|
| |
|
| |
Default, Incomplete Markets, Adverse Selection, Moral Hazard, Equilibrium Refinement, Signalling, Endogenous Assets
|
|
|
25.
|
|
|
Farmer, J. Doyne
Santa Fe Institute Geanakoplos, John
Yale University - Cowles Foundation
|
|
244
(60,840)
|
1
|
|
| |
|
| |
Hyperbolic discounting, Environment, Time consistent, Exponential discounting, Geometric random walk, Term structure of interest rates
|
|
|
26.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
230
(64,841)
|
12
|
|
| |
|
| |
Competitive Pooling, Insurance, Adverse Selection, Signalling, Refined Equilibrium, Separating Equilibrium
|
|
|
27.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
185
(80,782)
|
6
|
|
| |
|
| |
Central Bank, Gains To Trade, Inside Money, Is-Lm, Outside Money
|
|
|
28.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
|
|
166
(89,394)
|
|
|
| |
|
| |
Leverage, Loan to value, Margins, Haircuts, Monitor, Regulate, Leverage on new loans, Asset leverage, Investor leverage
|
|
|
29.
|
|
|
Karatzas, Ioannis
Columbia University - Department of Statistics Shubik, Martin
Yale University - School of Management Sudderth, William D.
University of Minnesota Geanakoplos, John
Yale University - Cowles Foundation
|
|
165
(89,922)
|
5
|
|
| |
|
| |
Inflation, Equilibrium, Control, Interest Rate, Central Bank, Harmonic Fisher Equation
|
|
|
30.
|
|
Prizes Versus Wages with Envy and Pride
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Haimanko, Ori
Ben-Gurion University of the Negev - Department of Economics
|
|
Posted:
|
|
19 Oct 05
|
|
Last Revised:
|
|
05 Feb 13
|
|
138
(105,337)
|
2
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Haimanko, Ori
Ben-Gurion University of the Negev - Department of Economics
|
|
0
|
2
|
|
| |
|
| |
|
|
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Haimanko, Ori
Ben-Gurion University of the Negev - Department of Economics
|
|
37
|
2
|
|
| |
|
| |
Envy, Pride, Wages, Prizes, Bonus
|
|
|
|
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation Haimanko, Ori
Ben-Gurion University of the Negev - Department of Economics
|
|
101
|
2
|
|
| |
|
| |
Envy, Pride, Wages, Prizes, Bonus
|
|
|
|
|
|
31.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
133
(108,616)
|
1
|
|
| |
|
| |
Competitive Pooling, Insurance Contracts, Adverse Selection, Signalling, Seniority, Equilibrium Refinement
|
|
|
32.
|
|
|
Fostel, Ana
Yale University - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
132
(109,326)
|
|
|
| |
|
| |
Margin, Leverage cycle, Liquidity preference, Collateral value, Informational volatility, Contagion, Portfolio effect, Flight to liquidity, Asymmetric information, Issuance rationing, Anxious economy, Emerging markets, High yield, Market closures
|
|
|
33.
|
|
Pareto Improving Taxes
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation Polemarchakis, H. M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
|
|
Posted:
|
|
04 Sep 06
|
|
Last Revised:
|
|
28 May 08
|
|
128
(112,093)
|
5
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Polemarchakis, H. M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
|
|
53
|
5
|
|
| |
|
| |
Externalities, Commodity taxes, Constrained suboptimality
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Polemarchakis, H. M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
|
|
75
|
5
|
|
| |
|
| |
Externalities, Commodity taxes, Constrained suboptimality
|
|
|
|
|
|
34.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
125
(114,300)
|
9
|
|
| |
|
| |
Status, grading, incentives, education, exams, wages
|
|
|
35.
|
|
|
Karatzas, Ioannis
Columbia University - Department of Statistics Shubik, Martin
Yale University - School of Management Sudderth, William D.
University of Minnesota Geanakoplos, John
Yale University - Cowles Foundation
|
|
122
(116,557)
|
1
|
|
| |
|
| |
Inflation, Strategic Market Game, Control, Interest Rate, Central Bank, Equilibrium
|
|
|
36.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
119
(118,916)
|
2
|
|
| |
|
| |
Status, Grading, Incentives, Education, Exams
|
|
|
37.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
100
(135,303)
|
5
|
|
| |
|
| |
Bank, Money, Monetary equilibrium, Incomplete Markets, Inside Money, Outside Money, Liquidity Trap
|
|
|
38.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Kubler, Felix
University of Zurich
|
|
96
(139,089)
|
1
|
|
| |
|
| |
Dollar debt, Currency, Indexed bonds, Security design, Capital controls
|
|
|
39.
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
86
(150,657)
|
1
|
|
| |
|
| |
Endogenous leverage, Collateral equilibrium, VaR, Asset prices
|
|
|
40.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics
|
|
85
(150,657)
|
|
|
| |
|
| |
Central bank, Inside money, Outside money, Incomplete assets, Production, Monetary equilibrium, Liquidity, Liquidity trap
|
|
|
41.
|
|
|
Fostel, Ana
Yale University - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
82
(154,092)
|
|
|
| |
|
| |
Liquidity under-supply, Credit constraint, Non-monotonicity, Multiplier, Collateral equilibrium
|
|
|
42.
|
|
|
Fostel, Ana
Yale University - Department of Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
76
(161,453)
|
5
|
|
| |
|
| |
Liquidity under-supply, Credit constraint, Non-monotonicity, Multiplier, Collateral equilibrium
|
|
|
43.
|
|
|
Dubey, Pradeep K.
SUNY Stony Brook - Center for Game Theory in Economics Geanakoplos, John
Yale University - Cowles Foundation
|
|
75
(162,771)
|
5
|
|
| |
|
| |
Central bank, Inside money, Outside money, Incomplete assets, Monetary equilibrium, Real determinacy
|
|
|
44.
|
|
Reforming Social Security with Progressive Personal Accounts
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
Posted:
|
|
12 May 08
|
|
Last Revised:
|
|
06 Sep 11
|
|
65
(176,423)
|
5
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
52
|
5
|
|
| |
|
| |
Social Security, Personal accounts, Risk-sharing
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
13
|
5
|
|
| |
|
| |
|
|
|
|
|
|
45.
|
|
Market Valuation of Accrued Social Security Benefits
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
Posted:
|
|
29 Jun 09
|
|
Last Revised:
|
|
06 Sep 11
|
|
63
(179,406)
|
9
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
6
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
57
|
9
|
|
| |
|
| |
social security, market value, risk adjustment, actuarial value, wage bonds, unfunded obligations
|
|
|
|
|
|
46.
|
|
|
Fostel, Ana
International Monetary Fund (IMF) Geanakoplos, John
Yale University - Cowles Foundation
|
|
58
(187,102)
|
3
|
|
| |
|
| |
Asset prices, Business cycles, Debt, Economic models, External shocks, Financial crisis, Housing, Housing prices, Price elasticity
|
|
|
47.
|
|
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
Posted:
|
|
20 Sep 12
|
|
Last Revised:
|
|
22 Sep 12
|
|
56
(190,317)
|
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
13
|
|
|
| |
|
| |
Endogenous Leverage, Collateral Equilibrium, Default, Financial Asset, Binomial Economy, VaR
|
|
|
|
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
43
|
|
|
| |
|
| |
Endogenous leverage, Collateral equilibrium, Default, Financial asset, Binomial economy, VaR
|
|
|
|
|
|
48.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Zeldes, Stephen P.
Columbia Business School - Finance and Economics
|
|
56
(190,317)
|
31
|
|
| |
|
| |
|
|
|
49.
|
|
|
Geanakoplos, John
Yale University - Cowles Foundation Karatzas, Ioannis
Columbia University - Department of Statistics Shubik, Martin
Yale University - School of Management Sudderth, William D.
University of Minnesota
|
| Posted: |
|
18 Jun 09
|
|
Last Revised:
|
|
15 Jul 09
|
|
31
(240,772)
|
|
|
| |
|
| |
Inflation, Economic equilibrium and dynamics, Dynamic programming, Consumption
|
|
|
50.
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
|
|
|
| |
|
| |
Liquidity under-supply, Credit constraint, Non-monotonicity, Multiplier, Collateral equilibrium
|
|
|
51.
|
|
|
Fostel, Ana
George Washington University Geanakoplos, John
Yale University - Cowles Foundation
|
|
|
|
|
| |
|
| |
Anxious Economy, Leverage Cycle, Liquidity Wedge, Emerging Assets, Market Closures, Emerging Markets, US High Yield, Collateral Value, Contagion, Flight to Collateral, Issuance Rationing
|
|
|
52.
|
|
|
Fagin, Ronald
IBM - Almaden Research Center Geanakoplos, John
Yale University - Cowles Foundation Halpern, Joseph Y.
Cornell University - Department of Computer Science Vardi, Moshe Y.
Rice University - Department of Computer Science
|
|
|
|
|
| |
|
| |
|
|
