Michael Grill

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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968

SSRN CITATIONS
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Top 9,990

in Total Papers Citations

31

CROSSREF CITATIONS

69

Scholarly Papers (6)

1.
Downloads 382 ( 79,184)
Citation 21

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 368 (82,052)
Citation 10

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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 14 (596,718)
Citation 2

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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
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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 164 (186,969)
Citation 3

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

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

ECB Working Paper No. 2218
Number of pages: 42 Posted: 20 Dec 2018
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 28 (505,448)
Citation 1

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

3.
Downloads 189 (164,816)
Citation 5

The Leverage Ratio, Risk-Taking and Bank Stability

ECB Working Paper No. 2079
Number of pages: 74 Posted: 21 Jun 2017
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 137 (217,506)
Citation 1

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Bank Capital, Risk-Taking, Leverage Ratio, Basel III

The Leverage Ratio, Risk-Taking and Bank Stability

Bank of England Working Paper No. 766
Number of pages: 74 Posted: 16 Nov 2018
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 52 (399,441)
Citation 4

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Bank capital, risk-taking, leverage ratio, Basel III

4.
Downloads 147 (204,871)
Citation 7

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 129 (228,170)
Citation 5

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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 18 (569,430)
Citation 1

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

5.

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 36 (453,852)
Citation 3

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Fiscal Policy, Sovereign Risk

6.

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 22 (525,509)

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Financial frictions, Financial shocks, Nonlinear dynamics, Spillover