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Alfred P. Sloan: Economic Implications of the Great Recession (Topic)

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Viewing: 1 - 50 of 75 papers

1.

Securitized Banking and the Run on Repo

Yale ICF Working Paper No. 09-14
Number of pages: 65 Posted: 30 Jul 2009 Last Revised: 12 Nov 2013
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 10,841
2.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Number of pages: 47 Posted: 18 May 2010 Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 10,108
3.

Dynamic CEO Compensation

Journal of Finance 67(5), 1603-1647, October 2012
Number of pages: 63 Posted: 18 Mar 2009 Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics, New York University (NYU) and University of California, Berkeley - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 3,031
4.

A Practical Guide to Volatility Forecasting through Calm and Storm

Number of pages: 23 Posted: 10 Nov 2009 Last Revised: 15 Nov 2013
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business, New York University - Leonard N. Stern School of Business - Department of Economics and University of Chicago - Finance
Downloads 2,841
5.

Private Equity and the Resolution of Financial Distress

AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 58 Posted: 21 Mar 2011 Last Revised: 14 Mar 2014
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads 2,525
6.

Deciphering the Liquidity and Credit Crunch 2007-08

Number of pages: 33 Posted: 19 Dec 2008 Last Revised: 01 Apr 2015
Working Paper Series
Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,241
7.

Systemic Risk in Europe

Review of Finance (2015) 19(1), 145-190
Number of pages: 55 Posted: 22 Dec 2012 Last Revised: 09 Feb 2016
Accepted Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,727
8.

Home Away from Home? Foreign Demand and London House Prices

Number of pages: 75 Posted: 12 Nov 2013 Last Revised: 29 Nov 2016
Working Paper Series
National University of Singapore (NUS) and Imperial College London
Downloads 1,264
9.

Dynamic Equicorrelation

NYU Working Paper No. FIN-08-038, Chicago Booth Research Paper No. 12-07, Fama-Miller Working Paper
Number of pages: 40 Posted: 09 Mar 2009 Last Revised: 10 Nov 2015
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and University of Chicago - Finance
Downloads 1,060
10.

Arbitrage Crashes and the Speed of Capital

Number of pages: 54 Posted: 22 Jun 2010 Last Revised: 09 Nov 2013
Working Paper Series
AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 977
11.

Measuring and Modeling Execution Cost and Risk

Chicago GSB Research Paper No. 08-09
Number of pages: 39 Posted: 08 Aug 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics

Multiple version iconThere are 3 versions of this paper

Downloads 793
12.

A Component Model for Dynamic Correlations

Journal of Econometrics, Forthcoming
Number of pages: 51 Posted: 09 Mar 2009 Last Revised: 15 Nov 2013
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, New York University - Leonard N. Stern School of Business - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 712
13.

The Conditional CAPM Explains the Value Premium

Georgetown McDonough School of Business Research Paper, Sloan Foundation Economics Research Paper
Number of pages: 41 Posted: 18 Nov 2012 Last Revised: 25 Mar 2014
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 665
14.

Financial Innovation and Financial Fragility

FEEM Working Paper No. 114.2010
Number of pages: 48 Posted: 09 Oct 2010
Working Paper Series
Bocconi University - Department of Finance, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 472
15.

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Number of pages: 51 Posted: 04 Apr 2013 Last Revised: 01 Oct 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and HEC - University of Lausanne

Multiple version iconThere are 4 versions of this paper

Downloads 432
16.

The Effect of Unconventional Fiscal Policy on Consumption Expenditure

Number of pages: 77 Posted: 02 Mar 2015 Last Revised: 24 Jun 2017
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

Multiple version iconThere are 5 versions of this paper

Downloads 416
17.

The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations

Journal of Business and Economic Statistics, Vol. 30, No. 1, pp. 109-124, 2012
Number of pages: 49 Posted: 07 Feb 2011 Last Revised: 15 Nov 2013
Accepted Paper Series
Goldman Sachs Group, Inc. - Global Investment Research and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 369
18.

Financial Connections and Systemic Risk

European Banking Center Discussion Paper No. 2010-23S, CentER Discussion Paper Series No. 2010-88S
Number of pages: 43 Posted: 28 Aug 2010
Working Paper Series
Imperial College London, Federal Reserve Bank of Chicago and Bocconi University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 358
19.

Carry Trades and Currency Crashes

NBER Working Paper No. w14473
Number of pages: 36 Posted: 19 Jul 2012 Last Revised: 01 Apr 2015
Working Paper Series
Princeton University - Department of Economics, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 335
20.

Challenges in Identifying and Measuring Systemic Risk

Becker Friedman Institute for Research in Economics Working Paper No. 2012-012
Number of pages: 22 Posted: 09 Oct 2012 Last Revised: 01 Apr 2015
Working Paper Series
University of Chicago - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 321
21.

Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models

FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20
Number of pages: 55 Posted: 02 Jan 2013
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of New York, University of North Carolina Kenan-Flagler Business School and Smeal College of Business, Penn State University
Downloads 285
22.

High Frequency Multiplicative Component GARCH

NYU Working Paper No. SC-CFE-05-05
Number of pages: 30 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and CUNY Queens College

Multiple version iconThere are 2 versions of this paper

Downloads 268
23.

Off the Cliff and Back? Credit Conditions and International Trade During the Global Financial Crisis

Number of pages: 44 Posted: 10 Nov 2009 Last Revised: 09 Nov 2013
Working Paper Series
National University of Singapore (NUS) - Department of Economics and Department of Economics, University of Oxford

Multiple version iconThere are 2 versions of this paper

Downloads 263
24.

The 'CAPS' Prediction System and Stock Market Returns

HKS Working Paper No. RWP09-011
Number of pages: 39 Posted: 17 May 2009
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), Yale School of Management and Harvard University - Harvard Kennedy School (HKS)
Downloads 249
25.

Uncertainty Outside and Inside Economic Models

Journal of Political Economy, Forthcoming, Becker Friedman Institute for Research in Economics Working Paper No. 2014-06
Number of pages: 55 Posted: 31 Jul 2014 Last Revised: 01 Apr 2015
Accepted Paper Series
University of Chicago - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 218
26.

Topological Data Analysis of Financial Time Series: Landscapes of Crashes

Number of pages: 28 Posted: 13 Mar 2017 Last Revised: 09 Apr 2017
Working Paper Series
Yeshiva University and S&P Global Market Intelligence
Downloads 178
27.

Why is Productivity Procyclical? Why do we care?

FRB of Chicago Working Paper No. 2000-11
Number of pages: 88 Posted: 28 Dec 2000
Working Paper Series
Boston College, College of Arts and Sciences, Department of Economics and Federal Reserve Bank of San Francisco

Multiple version iconThere are 2 versions of this paper

Downloads 173
28.

High Frequency Multiplicative Component GARCH

NYU Working Paper No.
Number of pages: 29 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN, Morgan Stanley and New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 158
29.

A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets

NYU Working Paper No. FIN-08-036
Number of pages: 21 Posted: 09 Mar 2009
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" and University of Florence - Dipartimento di Statistica, Informatica, Applicazioni (DiSIA)

Multiple version iconThere are 2 versions of this paper

Downloads 157
30.

Liquidity Constraints and Imperfect Information in Subprime Lending

NBER Working Paper No. w13067
Number of pages: 43 Posted: 27 Jun 2007
Working Paper Series
Citigroup, Inc., Stanford University - Department of Economics and Stanford University - Department of Economics
Downloads 152
31.

Capital Requirement, Risk Choice, and Liquidity Provision in a Business Cycle Model

Number of pages: 54 Posted: 10 Jan 2015 Last Revised: 13 Apr 2015
Working Paper Series
Stanford University - Graduate School of Business
Downloads 148
32.

External Adjustment and the Global Crisis

IMF Working Paper No. 11/197
Number of pages: 39 Posted: 27 Aug 2011
Working Paper Series
International Monetary Fund (IMF) and Trinity College (Dublin) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 121
33.

Response to the Financial Stability Board's Request for an Engineering Study on the Best Approach to Managing the Structure and Issuance of Legal Entity Identifiers (LEIs)

Number of pages: 35 Posted: 09 Jan 2013
Working Paper Series
Tahoe Blue Ltd, Corporation for National Research Initiatives, Loughborough University - School of Business and Economics, FIX Protocol, Ltd., Tertius Ltd. and GS1
Downloads 107
34.

The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008

Number of pages: 78 Posted: 17 Aug 2010
Working Paper Series
Bocconi University - Department of Finance, INSEAD - Finance and University of California, Davis - Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 105
35.

Firms and the Economics of Skilled Immigration

Harvard Business School Entrepreneurial Management Working Paper No. 14-102
Number of pages: 37 Posted: 19 Apr 2014
Working Paper Series
Wellesley College, Harvard University - Entrepreneurial Management Unit and Claremont McKenna College - Robert Day School of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 99
36.

Facing the Climate Change Challenge in a Global Economy

Duke Environmental Economics Working Paper No. 12-02
Number of pages: 47 Posted: 20 Jan 2012
Working Paper Series
Carnegie Mellon University - H. John Heinz III School of Public Policy and Management and Duke University

Multiple version iconThere are 2 versions of this paper

Downloads 98
37.

Yesterday's Heroes: Compensation and Creative Risk-Taking

NBER Working Paper No. w16176
Number of pages: 41 Posted: 12 Jul 2010 Last Revised: 09 Nov 2013
Working Paper Series
Tuck School of Business at Dartmouth, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 82
38.

DSGE Model-Based Forecasting of Non-Modelled Variables

FRB of Philadelphia Working Paper No. 08-17
Number of pages: 43 Posted: 19 Sep 2008
Working Paper Series
University of Pennsylvania - Department of Economics, affiliation not provided to SSRN and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 70
39.

Capital Flows, Push versus Pull Factors and the Global Financial Crisis

ECB Working Paper No. 1364
Number of pages: 54 Posted: 29 Jul 2011
Working Paper Series
DIW Berlin

Multiple version iconThere are 3 versions of this paper

Downloads 60
40.

Systemic Risk Exposures: a 10-by-10-by-10 Approach

NBER Working Paper No. w17281
Number of pages: 10 Posted: 12 Aug 2011
Working Paper Series
Stanford University - Graduate School of Business
Downloads 52
41.

On Graduation from Default, Inflation and Banking Crisis: Elusive or Illusion?

NBER Working Paper No. w16168
Number of pages: 57 Posted: 12 Jul 2010 Last Revised: 01 Apr 2015
Working Paper Series
affiliation not provided to SSRN, Peter G. Peterson Institute for International Economics and Harvard University - Department of Economics
Downloads 49
42.

ABS Inflows to the United States and the Global Financial Crisis

FRB International Finance Discussion Paper No. 1028
Number of pages: 70 Posted: 21 Aug 2011 Last Revised: 10 Nov 2013
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and Government of the United States of America - Division of International Finance (IFDP)

Multiple version iconThere are 2 versions of this paper

Downloads 47
43.

Does Linking Worker Pay to Firm Performance Help the Best Firms Do Even Better?

NBER Working Paper No. w17745
Number of pages: 30 Posted: 14 Jan 2012
Working Paper Series
Rutgers University, Rutgers School of Management and Labor Relations - New Brunswick and National Bureau of Economic Research (NBER)
Downloads 47
44.

Global Macroeconomic and Financial Supervision: Where Next?

NBER Working Paper No. w17682
Number of pages: 32 Posted: 25 Dec 2011
Working Paper Series
London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 41
45.

Managing Capital Inflows: The Role of Capital Controls and Prudential Policies

NBER Working Paper No. w17363
Number of pages: 31 Posted: 30 Aug 2011
Working Paper Series
International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF) - Research Department
Downloads 41
46.

CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009

NBER Working Paper No. w16206
Number of pages: 51 Posted: 26 Jul 2010
Working Paper Series
University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 40
47.

From the Financial Crisis to the Real Economy: Using Firm-Level Data to Identify Transmission Channels

NBER Working Paper No. w17360
Number of pages: 46 Posted: 29 Aug 2011
Working Paper Series
Bank for International Settlements, International Monetary Fund (IMF) and Columbia Business School - Finance and Economics
Downloads 37
48.

Capital Flow Waves: Surges, Stops, Flight, and Retrenchment

NBER Working Paper No. w17351
Number of pages: 60 Posted: 29 Aug 2011
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Virginia - Darden Business School
Downloads 36
49.

Regulating Systemic Risk Through Transparency: Tradeoffs in Making Data Public

NBER Working Paper No. w17664
Number of pages: 15 Posted: 17 Dec 2011
Working Paper Series
Toulouse School of Economics and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 35
50.

The Role of Mortgage Brokers in the Subprime Crisis

NBER Working Paper No. w16175
Number of pages: 67 Posted: 12 Jul 2010 Last Revised: 09 Nov 2013
Working Paper Series
Australian National University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia

Multiple version iconThere are 3 versions of this paper

Downloads 34