Michael Grill

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

503

CITATIONS
Rank 36,182

SSRN RANKINGS

Top 36,182

in Total Papers Citations

5

Scholarly Papers (5)

1.
Downloads 337 ( 68,984)
Citation 2

Collateral Requirements and Asset Prices

Swiss Finance Institute Research Paper No. 11-10
Number of pages: 35 Posted: 27 Mar 2011 Last Revised: 13 Jan 2014
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 331 (69,880)
Citation 2

Abstract:

Bubbles, collateral constraints, collateral premium, endogenous margins.

Collateral Requirements and Asset Prices

Bundesbank Discussion Paper No. 44/2013
Number of pages: 41 Posted: 21 Jun 2016
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 6 (517,579)
Citation 2

Abstract:

collateral constraints, collateral premium, endogenous margins, heterogeneous agents, leverage

Collateral Requirements and Asset Prices

International Economic Review, Vol. 56, Issue 1, pp. 1-25, 2015
Number of pages: 25 Posted: 24 Jan 2015
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 0
Citation 2

Abstract:

2.
Downloads 130 (174,318)
Citation 1

Margin Regulation and Volatility

Swiss Finance Institute Research Paper No. 13-59
Number of pages: 40 Posted: 13 Dec 2013
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 119 (187,416)
Citation 1

Abstract:

collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T.

Margin Regulation and Volatility

ECB Working Paper No. 1698
Number of pages: 41 Posted: 27 Jul 2014
Karlsruhe Institute of Technology, University of Zurich, European Central Bank (ECB) and University of Zurich
Downloads 11 (490,517)
Citation 1

Abstract:

collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T

3.

Re-Use of Collateral: Leverage, Volatility, and Welfare

Swiss Finance Institute Research Paper No. 17-04
Number of pages: 31 Posted: 07 Feb 2017
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 0 (434,901)

Abstract:

heterogeneous agents, leverage, re-use of collateral, volatility, welfare

4.

Optimal Sovereign Default

Bundesbank Discussion Paper No. 09/2013
Number of pages: 52 Posted: 21 Jun 2016
Klaus Adam and Michael Grill
University of Mannheim and European Central Bank (ECB)
Downloads 0 (485,454)
Citation 2

Abstract:

Fiscal Policy, Sovereign Risk

5.

Financial Frictions and Global Spillovers

Bundesbank Discussion Paper No. 04/2015
Number of pages: 28 Posted: 21 Jun 2016
Norbert Metiu, Björn Hilberg and Michael Grill
Deutsche Bundesbank, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 0 (480,537)

Abstract:

Financial frictions, Financial shocks, Nonlinear dynamics, Spillover