Michael Grill

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

6

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922

CITATIONS
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19

Scholarly Papers (6)

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1.

Collateral Requirements and Asset Prices

Downloads 379 ( 76,421)
Citation 14

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
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 365 (79,189)
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
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 14 (571,164)
Citation 14

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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
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
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2.

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

Downloads 185 (160,904)
Citation 4

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

Swiss Finance Institute Research Paper No. 17-04
Number of pages: 31 Posted: 07 Feb 2017
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 162 (181,059)
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
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 23 (513,352)
Citation 1

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

3.

The Leverage Ratio, Risk-Taking and Bank Stability

Downloads 164 (179,022)
Citation 5

The Leverage Ratio, Risk-Taking and Bank Stability

ECB Working Paper No. 2079
Number of pages: 74 Posted: 21 Jun 2017
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 128 (219,941)

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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
Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 36 (444,768)
Citation 8

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

4.

Margin Regulation and Volatility

Downloads 143 (200,616)
Citation 4

Margin Regulation and Volatility

Swiss Finance Institute Research Paper No. 13-59
Number of pages: 40 Posted: 13 Dec 2013
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich
Downloads 126 (222,608)
Citation 4

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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
Johannes Brumm, Felix Kubler, Michael Grill and Karl Schmedders
Karlsruhe Institute of Technology, University of Zurich, European Central Bank (ECB) and University of Zurich
Downloads 17 (551,642)
Citation 4

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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 31 (456,447)

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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 20 (514,680)

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Financial frictions, Financial shocks, Nonlinear dynamics, Spillover