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

49,466 Total downloads

Viewing: 1 - 50 of 75 papers

1.

Measuring and Modeling Execution Cost and Risk

Chicago GSB Research Paper No. 08-09, https://doi.org/10.3905/jpm.2012.38.2.014
Posted: 21 May 2019
Accepted 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

2.

Topological Data Analysis of Financial Time Series: Landscapes of Crashes

Number of pages: 28 Posted: 13 Mar 2017 Last Revised: 29 May 2018
Working Paper Series
Yeshiva University and S&P Global Market Intelligence
Downloads 296
3.

On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios

World Bank Policy Research Working Paper No. 6072
Number of pages: 52 Posted: 20 Apr 2016
Working Paper Series
Central Bank of Chile and World Bank - Development Research Group (DECRG)

Multiple version iconThere are 2 versions of this paper

Downloads 36
4.

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
Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

Multiple version iconThere are 5 versions of this paper

Downloads 454
5.

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 156
6.

Unprecedented Actions: The Federal Reserve's Response to the Global Financial Crisis in Historical Perspective

NBER Working Paper No. w20737
Number of pages: 43 Posted: 15 Dec 2014 Last Revised: 04 Apr 2015
Working Paper Series
Columbia Business School - Finance and Economics and Rutgers, The State University of New Jersey
Downloads 27
7.

Markets with Multidimensional Private Information

NBER Working Paper No. w20623
Number of pages: 55 Posted: 27 Oct 2014 Last Revised: 04 Apr 2015
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Department of Economics
Downloads 4
8.

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 231
9.

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 108
10.

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 1,659
11.

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 548
12.

Measuring Margin

NBER Working Paper No. w18724
Number of pages: 23 Posted: 18 Jan 2013 Last Revised: 29 Dec 2013
Working Paper Series
Downloads 12
13.

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 155
14.

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics, Forthcoming, FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20
Number of pages: 55 Posted: 02 Jan 2013 Last Revised: 14 Nov 2018
Working Paper Series
Pennsylvania State University - Smeal College of Business, New York University - Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of New York and University of North Carolina Kenan-Flagler Business School
Downloads 391
15.

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 1,951
16.

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 739
17.

Leads on Macroeconomic Risks to and from the Household Sector

NBER Working Paper No. w18510
Number of pages: 26 Posted: 03 Nov 2012 Last Revised: 29 Dec 2013
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7
18.

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 342
19.

How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market

NBER Working Paper No. w18394
Number of pages: 31 Posted: 15 Sep 2012 Last Revised: 01 Apr 2015
Working Paper Series
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 9
20.

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 522
21.

Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality

NBER Working Paper No. w17876
Number of pages: 45 Posted: 02 Mar 2012 Last Revised: 01 Apr 2015
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Department of Economics
Downloads 23
22.

Preferential Trade Agreements and the World Trade System: A Multilateralist View

NBER Working Paper No. w17840
Number of pages: 41 Posted: 10 Feb 2012 Last Revised: 10 Feb 2012
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 24
23.

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 102
24.

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 Last Revised: 01 Apr 2015
Working Paper Series
Rutgers University, Rutgers School of Management and Labor Relations - New Brunswick and National Bureau of Economic Research (NBER)
Downloads 52
25.

Multilateral Economic Cooperation and the International Transmission of Fiscal Policy

NBER Working Paper No. w17708
Number of pages: 40 Posted: 31 Dec 2011 Last Revised: 11 Nov 2013
Working Paper Series
University of Cambridge and University of Tuebingen - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 16
26.

Global Macroeconomic and Financial Supervision: Where Next?

NBER Working Paper No. w17682
Number of pages: 32 Posted: 25 Dec 2011 Last Revised: 11 Nov 2013
Working Paper Series
London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 47
27.

International Policy Coordination: The Long View

NBER Working Paper No. w17665
Number of pages: 37 Posted: 17 Dec 2011 Last Revised: 10 Nov 2013
Working Paper Series
University of California, Berkeley
Downloads 32
28.

Regulating Systemic Risk Through Transparency: Tradeoffs in Making Data Public

NBER Working Paper No. w17664
Number of pages: 15 Posted: 17 Dec 2011 Last Revised: 29 Dec 2013
Working Paper Series
HEC and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 38
29.

Can the Doha Round Be a Development Round? Setting a Place at the Table

NBER Working Paper No. w17650
Number of pages: 35 Posted: 12 Dec 2011 Last Revised: 14 Jan 2014
Working Paper Series
Stanford University - Department of Economics and Stanford University
Downloads 19
30.

The International Monetary System: Living with Asymmetry

NBER Working Paper No. w17641
Number of pages: 61 Posted: 03 Dec 2011 Last Revised: 11 Nov 2013
Working Paper Series
University of California, Berkeley - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 30
31.

Coping with Shocks and Shifts: The Multilateral Trading System in Historical Perspective

NBER Working Paper No. w17598
Number of pages: 41 Posted: 21 Nov 2011 Last Revised: 10 Nov 2013
Working Paper Series
Dartmouth College - Department of Economics and University of Oxford
Downloads 17
32.

Credit Crises, Precautionary Savings, and the Liquidity Trap

NBER Working Paper No. w17583
Number of pages: 48 Posted: 15 Nov 2011 Last Revised: 11 Nov 2013
Working Paper Series
University of Chicago - Booth School of Business and Northwestern University
Downloads 39
33.

A Transparency Standard for Derivatives

NBER Working Paper No. w17558
Number of pages: 18 Posted: 04 Nov 2011 Last Revised: 29 Dec 2013
Working Paper Series
New York University - Leonard N. Stern School of Business
Downloads 32
34.

Financial Distress in the Great Depression

NBER Working Paper No. w17388
Number of pages: 42 Posted: 21 Sep 2011 Last Revised: 01 Apr 2015
Working Paper Series
Duke University, Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York and PIMCO
Downloads 45
35.

Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis

CEPR Discussion Paper No. DP8557
Number of pages: 71 Posted: 16 Sep 2011
Working Paper Series
University of California - Haas School of Business and Federal Reserve Bank of San Francisco - Economic Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 5
36.

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

NBER Working Paper No. w17363
Number of pages: 31 Posted: 30 Aug 2011 Last Revised: 10 Nov 2013
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 47
37.

International Reserves and the Global Financial Crisis

NBER Working Paper No. w17362
Number of pages: 45 Posted: 29 Aug 2011 Last Revised: 10 Nov 2013
Working Paper Series
University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, International Monetary Fund (IMF) and University of Tokyo - Faculty of Economics
Downloads 38
38.

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

NBER Working Paper No. w17351
Number of pages: 60 Posted: 29 Aug 2011 Last Revised: 09 Nov 2013
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Virginia - Darden Business School
Downloads 48
39.

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 Last Revised: 10 Nov 2013
Working Paper Series
Bank for International Settlements (BIS), International Monetary Fund (IMF) and Columbia Business School - Finance and Economics
Downloads 47
40.

Leverage Across Firms, Banks, and Countries

NBER Working Paper No. w17354
Number of pages: 57 Posted: 29 Aug 2011 Last Revised: 09 Nov 2013
Working Paper Series
University of Maryland - Department of Economics, University of Houston - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 37
41.

International Financial Crises and the Multilateral Response: What the Historical Record Shows

NBER Working Paper No. w17361
Number of pages: 42 Posted: 29 Aug 2011 Last Revised: 09 Nov 2013
Working Paper Series
International Monetary Fund (IMF), University of California, Berkeley and International Monetary Fund (IMF) - Research Department
Downloads 35
42.

The Financial Crisis and the Geography of Wealth Transfers

NBER Working Paper No. w17353
Number of pages: 60 Posted: 29 Aug 2011 Last Revised: 10 Nov 2013
Working Paper Series
University of California, Berkeley - Department of Economics, London Business School and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 31
43.

Bank Relationships, Business Cycles, and Financial Crises

NBER Working Paper No. w17356
Number of pages: 47 Posted: 29 Aug 2011 Last Revised: 10 Nov 2013
Working Paper Series
Federal Reserve Bank of San Francisco
Downloads 24
44.

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 135
45.

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, Board of Governors of the Federal Reserve System and Government of the United States of America - Division of International Finance (IFDP)

Multiple version iconThere are 2 versions of this paper

Downloads 51
46.

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

NBER Working Paper No. w17281
Number of pages: 10 Posted: 12 Aug 2011 Last Revised: 29 Dec 2013
Working Paper Series
Stanford University - Graduate School of Business
Downloads 67
47.

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 66
48.

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 2,904
49.

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 403
50.

Long Term Skewness and Systemic Risk

Posted: 05 Jan 2011
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics