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10,461
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Citation
257
AFA 2011 Denver Meetings Paper
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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6,333
(1,576)
Abstract:
systemic risk, bailout, financial regulation, value at risk
FRB of Cleveland Working Paper No. 10-02
Number of pages: 55
Posted: 24 Apr 2010
Last Revised: 28 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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4,114
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Abstract:
systemic risk, risk pricing, systemic expected shortfall, risk internalization
CEPR Discussion Paper No. DP8824
Number of pages: 49
Posted: 01 Mar 2012
ProfessorNew York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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14
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Measuring Systemic Risk
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Abstract:
bailout, financial regulation, systemic risk, value at risk
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5,640
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Citation
238
Number of pages: 50
Posted: 10 Feb 2002
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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3,609
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Abstract:
Systemic risk, Risk-shifting, Capital adequacy, Bank regulation, Banking
Journal of Financial Stability, Forthcoming
Number of pages: 49
Posted: 29 Jan 2009
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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2,021
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Abstract:
Systemic risk, Crisis, Risk-shifting, Capital adequacy, Bank regulation
CEPR Discussion Paper No. DP7164
Number of pages: 51
Posted: 18 Feb 2009
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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10
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A Theory of Systemic Risk and Design of Prudential Bank Regulation
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Bank regulation, Capital adequacy, Crisis, Risk-shifting, Systemic risk
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5,570
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Citation
58
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 232/2009
Number of pages: 50
Posted: 08 Jan 2009
Last Revised: 30 Nov 2018
ProfessorNew York University - Leonard N. Stern School of Business, HEC Paris - Strategy & Business Policy, Ludwig Maximilian University of Munich (LMU) and McKinsey & Company, Inc.
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4,539
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Abstract:
leveraged buyouts (LBO), management buyouts (MBO), active ownership, activism, management turnover, alpha
NYU Working Paper No. 2451/27878
Number of pages: 61
Posted: 09 Mar 2009
Last Revised: 10 Sep 2013
ProfessorNew York University - Leonard N. Stern School of Business, HEC Paris - Strategy & Business Policy, Ludwig Maximilian University of Munich (LMU) and McKinsey & Company, Inc.
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973
(32,078)
Abstract:
CEPR Discussion Paper No. DP7242
Number of pages: 63
Posted: 07 Apr 2009
ProfessorNew York University - Leonard N. Stern School of Business, Ludwig Maximilian University of Munich (LMU) and McKinsey & Company, Inc.
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58
(488,814)
Corporate Governance and Value Creation: Evidence from Private Equity
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Abstract:
active ownership, activism, alpha, leveraged buyouts (LBO), management buyouts (MBO), management turnover
Critical Review, Vol. 21, Nos. 2 & 3, pp. 195-210, 2009
Number of pages: 16
Posted: 30 Nov 2009
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
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4,478
(2,902)
Abstract:
Subprime crisis, capital requirements, regulatory arbitrage, mortgage-backed securities, housing bubble
Number of pages: 58
Posted: 19 Nov 2011
Last Revised: 12 Jun 2016
ProfessorNew York University - Leonard N. Stern School of Business, Simon Fraser University (SFU) and Syracuse University - College of Law
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4,123
(3,330)
Abstract:
Too big to fail, financial crisis, Dodd-Frank, bailout, implicit guarantee, moral hazard, systemic risk
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3,637
( 4,089)
Citation
667
Number of pages: 58
Posted: 28 Jan 2003
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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2,836
(6,154)
Abstract:
liquidity risk, asset pricing
NYU Working Paper No. S-DRP-05-09
Number of pages: 36
Posted: 05 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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337
(122,615)
Abstract:
Liquidity risk, Liquidity-adjusted CAPM, Flight to liquidity, Frictions, Transaction costs
NYU Working Paper No. FIN-03-044
Number of pages: 67
Posted: 11 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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244
(171,056)
Abstract:
NBER Working Paper No. w10814
Number of pages: 60
Posted: 18 Oct 2004
Last Revised: 19 Jan 2022
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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129
(298,381)
Abstract:
Number of pages: 47
Posted: 11 Jan 2005
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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47
(537,368)
Asset Pricing with Liquidity Risk
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Abstract:
Liquidity, liquidity risk, asset pricing, frictions, transaction costs
Number of pages: 60
Posted: 07 Mar 2003
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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44
(552,194)
Asset Pricing with Liquidity Risk
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Abstract:
Liquidity, liquidity risk, capital asset pricing model (CAPM), liquidity premium, equilibrium asset pricing
Posted: 16 Dec 2004
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
Abstract:
Liquidity, liquidity risk, frictions, transaction costs, flight to liquidity
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2,828
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Citation
110
Number of pages: 43
Posted: 18 Jan 2008
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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1,089
(27,364)
Abstract:
international mergers and acquisitions, bankruptcy code, reorganization, risk taking
3rd Annual Conference on Empirical Legal Studies Papers
Number of pages: 61
Posted: 17 Apr 2008
Last Revised: 01 Dec 2009
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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706
(49,869)
Abstract:
bankruptcy, international finance, corporate governance, investment policy
NYU Working Paper No. FIN-08-031
Number of pages: 42
Posted: 09 Mar 2009
Last Revised: 10 Jun 2011
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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408
(98,649)
Abstract:
creditor rights, investment policy, bankrutcy code
NBER Working Paper No. w15569
Number of pages: 61
Posted: 08 Dec 2009
Last Revised: 16 Jan 2022
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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318
(130,266)
Abstract:
NYU Working Paper No. FIN-07-037
Number of pages: 61
Posted: 03 Nov 2008
Last Revised: 01 Dec 2009
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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305
(136,327)
Abstract:
CEPR Discussion Paper No. DP6697
Number of pages: 46
Posted: 09 Jun 2008
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
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2
(882,461)
Creditor Rights and Corporate Risk-Taking
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Abstract:
Bankruptcy, Default, Diversification, Managerial turnover, Recovery
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2,441
( 7,952)
Citation
213
Number of pages: 50
Posted: 02 Aug 2005
ProfessorNew York University - Leonard N. Stern School of Business and University of IllinoisLondon Business School
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2,418
(7,926)
Abstract:
adverse selection, default, bank relationship, credit default swaps, asymmetric information, liquidity
CEPR Discussion Paper No. 5180
Number of pages: 51
Posted: 25 Aug 2005
ProfessorNew York University - Leonard N. Stern School of Business and University of IllinoisLondon Business School
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23
(684,003)
Insider Trading in Credit Derivatives
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Abstract:
Adverse selection, default, bank relationship, credit default swaps, asset pricing
Journal of Financial Economics, Forthcoming
Posted: 06 Jun 2006
ProfessorNew York University - Leonard N. Stern School of Business and University of IllinoisLondon Business School
Abstract:
adverse selection, default, bank relationship, credit default swaps, asymmetric information, liquidity
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2,040
( 10,626)
Citation
40
Number of pages: 36
Posted: 20 Mar 2009
Last Revised: 10 Nov 2010
ProfessorNew York University - Leonard N. Stern School of Business, London Business School (MBA 2007) and Bank for International Settlements (BIS)
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1,917
(11,546)
Abstract:
Credit Crisis, Bank Capital, Dividends
NBER Working Paper No. w16896
Number of pages: 43
Posted: 21 Mar 2011
Last Revised: 03 Mar 2022
ProfessorNew York University - Leonard N. Stern School of Business, London Business School (MBA 2007), University of California, Berkeley - Haas School of Business and Bank for International Settlements (BIS)
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112
(331,018)
Abstract:
CEPR Discussion Paper No. DP8801
Number of pages: 45
Posted: 01 Mar 2012
ProfessorNew York University - Leonard N. Stern School of Business, London Business School (MBA 2007), University of California, Berkeley - Haas School of Business and Bank for International Settlements (BIS)
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11
(788,184)
Dividends and Bank Capital in the Financial Crisis of 2007-2009
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Abstract:
asset substitution, crisis, regulatory capital, risk-shifting
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1,937
( 11,587)
Citation
16
Number of pages: 30
Posted: 22 Oct 2001
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
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1,648
(14,695)
Abstract:
Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
NYU Working Paper No. S-DRP-01-17
Number of pages: 33
Posted: 07 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
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126
(303,782)
Abstract:
Risky Debt, Rating Transitions, Credit Derivatives, Cresdit Senstive Note, HJM Model
NYU Working Paper No. S-CDM-01-07
Number of pages: 33
Posted: 05 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
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66
(457,783)
Abstract:
Risky debt, Rating Transitions
NYU Working Paper No. FIN-01-035
Number of pages: 33
Posted: 03 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
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55
(501,111)
Abstract:
Number of pages: 34
Posted: 21 May 2002
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
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42
(562,464)
Pricing Credit Derivatives with Rating Transitions
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Abstract:
Risky debt, rating transitions, credit derivatives, credit sensitive note, HJM model
Financial Analysts Journal, 2002
Posted: 09 Mar 2011
Last Revised: 14 Mar 2011
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Abstract:
Financial Analysts Journal, Vol. 58, No. 3 May/June 2002
Posted: 23 Oct 2001
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Abstract:
Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
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1,772
( 13,304)
Citation
185
London Business School IFA Working Paper Series
Number of pages: 50
Posted: 19 Jan 2005
University of Illinois at Urbana-Champaign, ProfessorNew York University - Leonard N. Stern School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
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1,671
(14,408)
Abstract:
Risk management, financing frictions, investment, cash savings, debt capacity
NBER Working Paper No. w11391
Number of pages: 55
Posted: 06 Jul 2005
Last Revised: 16 Feb 2022
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign and Cornell University - Samuel Curtis Johnson Graduate School of Management
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79
(414,164)
Abstract:
Number of pages: 52
Posted: 26 May 2005
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign and Cornell University - Samuel Curtis Johnson Graduate School of Management
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22
(691,977)
Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies
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Abstract:
Cash holdings, debt policies, hedging, financing constraints, risk management
Journal of Financial Intermediation, Forthcoming
Posted: 30 Apr 2007
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign and Cornell University - Samuel Curtis Johnson Graduate School of Management
Abstract:
Risk management, financing frictions, investment, cash policy, debt capacity
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1,763
( 13,426)
Citation
9
Journal of Applied Corporate Finance, Vol. 19, No. 4, 2007
Number of pages: 10
Posted: 16 Jan 2008
Last Revised: 24 Jan 2008
ProfessorNew York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
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1,732
(13,599)
Abstract:
leveraged buyouts, hedge funds, securitization, credit risk transfer, financial crisis, bankruptcy
Journal of Applied Corporate Finance, Vol. 19, Issue 4, pp. 44-53, Fall 2007
Number of pages: 12
Posted: 19 Dec 2007
ProfessorNew York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
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31
(626,103)
Abstract:
Downloads
1,730
( 13,809)
BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61
Posted: 13 Dec 2005
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University
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1,730
(13,623)
Abstract:
Focus, Diversification, Monitoring, Bank risk, Bank return
Posted: 08 Jun 2004
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University
Abstract:
Focus, Diversification, Monitoring, Bank risk, Bank return
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1,719
( 13,982)
Citation
26
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 239/2009
Number of pages: 64
Posted: 28 Feb 2009
Last Revised: 30 Nov 2018
ProfessorNew York University - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) and University of Chicago - Booth School of Business
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1,241
(22,556)
Abstract:
Agency theory, short-termism, corporate governance, dividends, internal organization
NYU Working Paper No. FIN-08-033
Number of pages: 58
Posted: 09 Mar 2009
Last Revised: 09 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) and University of Chicago - Booth School of Business
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251
(166,438)
Abstract:
Number of pages: 45
Posted: 20 Dec 2009
ProfessorNew York University - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) and University of Chicago - Booth School of Business
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180
(227,078)
Abstract:
governance, internal
NBER Working Paper No. w15568
Number of pages: 48
Posted: 08 Dec 2009
Last Revised: 15 Jan 2022
ProfessorNew York University - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) and University of Chicago - Booth School of Business
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44
(552,194)
Abstract:
CEPR Discussion Paper No. DP7210
Number of pages: 48
Posted: 07 Apr 2009
ProfessorNew York University - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) and University of Chicago - Booth School of Business
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3
(869,189)
The Internal Governance of Firms
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Abstract:
Agency theory, Corporate governance, Dividends, Internal organization, Short-termism
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1,712
( 14,088)
Citation
73
Western Finance Association 2008 Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 123
Number of pages: 46
Posted: 22 Mar 2007
Last Revised: 20 Aug 2012
ProfessorNew York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
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1,632
(14,918)
Abstract:
Credit spreads, Default, Liquidity, Precautionary savings
NBER Working Paper No. w16995
Number of pages: 39
Posted: 02 May 2011
Last Revised: 10 Dec 2021
ProfessorNew York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
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73
(433,427)
Abstract:
CEPR Discussion Paper No. DP7125
Number of pages: 48
Posted: 18 Feb 2009
ProfessorNew York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
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7
(827,497)
Cash Holdings and Credit Risk
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Abstract:
Credit spreads, Default, Liquidity, Precautionary savings
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1,671
( 14,656)
Citation
13
Number of pages: 43
Posted: 31 Dec 1998
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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1,633
(14,909)
Abstract:
NYU Working Paper No. FIN-98-088
Number of pages: 48
Posted: 11 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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38
(584,064)
Abstract:
Downloads
1,647
( 14,966)
Citation
247
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 22 Mar 2009
Last Revised: 25 Feb 2012
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Board of Governors of the Federal Reserve System
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1,464
(17,563)
Abstract:
Asset-backed commercial paper (ABCP), shadow banking, regulatory arbitrage, bank capital, conduits, Structured investment vehicle
NBER Working Paper No. w15730
Number of pages: 59
Posted: 10 Feb 2010
Last Revised: 26 Dec 2021
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Board of Governors of the Federal Reserve System
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172
(236,301)
Abstract:
CEPR Discussion Paper No. DP8769
Number of pages: 54
Posted: 20 Jan 2012
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Board of Governors of the Federal Reserve System
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11
(788,184)
Securitization Without Risk Transfer
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Abstract:
asset-backed commercial paper (ABCP), bank capital, conduits, regulatory arbitrage, shadow banking, structured investment vehicle (SIV)
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1,549
( 16,416)
Citation
89
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
ProfessorNew York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
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881
(36,940)
Abstract:
Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 09 Mar 2009
Last Revised: 08 Jan 2013
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
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560
(67,235)
Abstract:
commodities, hedging, limits to arbitrage, oil and gas, futures
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
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60
(480,762)
Abstract:
NBER Working Paper No. w16875
Number of pages: 57
Posted: 14 Mar 2011
Last Revised: 10 Feb 2022
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
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47
(537,368)
Abstract:
CEPR Discussion Paper No. DP7327
Number of pages: 57
Posted: 15 Jul 2009
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
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1
(898,214)
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
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Abstract:
Commodities, Futures, Hedging, Limits to Arbitrage
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Abstract:
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1,486
( 17,501)
Citation
120
Number of pages: 59
Posted: 01 Jun 2015
Last Revised: 05 Feb 2018
ProfessorNew York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of FrankfurtLeibniz Institute for Financial Research SAFE
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1,485
(17,194)
Abstract:
CEPR Discussion Paper No. DP10108
Number of pages: 60
Posted: 25 Sep 2014
ProfessorNew York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of FrankfurtLeibniz Institute for Financial Research SAFE
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1
(898,214)
Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
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Abstract:
credit contraction, European sovereign debt crisis, financing constraints, real effects
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1,441
( 18,323)
Citation
93
Number of pages: 94
Posted: 02 Mar 2016
Last Revised: 19 Dec 2018
ProfessorNew York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of FrankfurtLeibniz Institute for Financial Research SAFE
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1,441
(17,980)
Abstract:
Unconventional Monetary Policy, Real Effects, Zombie Lending
CEPR Discussion Paper No. DP12005
Number of pages: 83
Posted: 02 May 2017
ProfessorNew York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of FrankfurtLeibniz Institute for Financial Research SAFE
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0
Whatever it Takes: The Real Effects of Unconventional Monetary Policy
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SAFE Working Paper No. 152
Posted: 25 Oct 2016
Last Revised: 08 May 2017
ProfessorNew York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of FrankfurtLeibniz Institute for Financial Research SAFE
Abstract:
Unconventional Monetary Policy, Real Effects, Zombie Lending
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1,357
( 20,052)
Citation
17
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 399/2014, AFA 2011 Denver Meetings Paper
Number of pages: 61
Posted: 19 Mar 2010
Last Revised: 26 Nov 2018
ProfessorNew York University - Leonard N. Stern School of Business, University of Mannheim and Drexel University - Bennett S. LeBow College of Business
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970
(32,213)
Abstract:
corporate governance, executive compensation, separate CEO and Chairman.
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 19 Mar 2011
ProfessorNew York University - Leonard N. Stern School of Business, University of Mannheim and Drexel University - Bennett S. LeBow College of Business
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383
(106,127)
Abstract:
corporate governance, executive compensation, externalities
CEPR Discussion Paper No. DP8936
Number of pages: 51
Posted: 25 May 2012
ProfessorNew York University - Leonard N. Stern School of Business, University of Mannheim and Drexel University - Bennett S. LeBow College of Business
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4
(857,977)
Competition for Managers, Corporate Governance and Incentive Compensation
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Abstract:
corporate governance, executive compensation, externalities
NYU Stern School of Business
Number of pages: 68
Posted: 18 Jun 2019
Last Revised: 01 Mar 2021
ProfessorNew York University - Leonard N. Stern School of Business, Fanhai International School of Finance, Fudan University, University of Chicago Booth School of Business and Tsinghua University - School of Economics & Management
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1,326
(20,775)
Abstract:
Shadow banking, off-balance sheet liabilities, deposit competition, fiscal stimulus, rollover risk.
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1,257
( 22,491)
Citation
10
ECGI - Finance Working Paper No. 195/2008
Number of pages: 49
Posted: 20 Dec 2007
Last Revised: 01 Mar 2009
ProfessorNew York University - Leonard N. Stern School of Business and Drexel University - Bennett S. LeBow College of Business
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1,069
(28,062)
Abstract:
corporate governance, executive compensation, ownership structure, externality, regulation, governance standards
EFA 2008 Athens Meetings Paper
Number of pages: 45
Posted: 06 Mar 2008
Last Revised: 29 Sep 2008
ProfessorNew York University - Leonard N. Stern School of Business and Drexel University - Bennett S. LeBow College of Business
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182
(224,975)
Abstract:
corporate governance, executive compensation, ownership structure, externality, regulation, governance standards
CEPR Discussion Paper No. DP6627
Number of pages: 33
Posted: 05 Jun 2008
ProfessorNew York University - Leonard N. Stern School of Business and Drexel University - Bennett S. LeBow College of Business
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6
(837,477)
Corporate Governance Externalities
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Corporate governance, executive compensation, externality, governance standards, ownership structure, regulation
Review of Finance, Vol. 14, Issue 1, pp. 1-33, 2010
Posted: 25 Jan 2010
ProfessorNew York University - Leonard N. Stern School of Business and Drexel University - Bennett S. LeBow College of Business
Abstract:
G34, J63, K22, K42, L14
Foundations and Trends in Finance, Vol. 4, 2010
Number of pages: 90
Posted: 25 Feb 2010
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
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Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007-09
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Systemic risk, Capital requirements, Regulatory arbitrage, Moral hazard, Too big to fail, Government guarantees, Originate and distribute, Global Imbalances, Greenspan put
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1,226
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Citation
12
Forthcoming, Review of Financial Studies
Number of pages: 54
Posted: 16 Nov 2011
Last Revised: 24 Mar 2015
ProfessorNew York University - Leonard N. Stern School of Business and University of Cambridge - Judge Business School
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787
(43,112)
Abstract:
payout policy, asymmetric information, under-investment, finance and growth
NYU Working Paper No. 2451/31367
Number of pages: 58
Posted: 15 Dec 2011
Last Revised: 05 Sep 2014
ProfessorNew York University - Leonard N. Stern School of Business and University of Cambridge - Judge Business School
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237
(176,072)
Abstract:
payout policy, asymmetric information, under-investment, finance and growth
Number of pages: 51
Posted: 16 Mar 2012
ProfessorNew York University - Leonard N. Stern School of Business and University of Cambridge - Judge Business School
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175
(232,700)
Abstract:
payout policy, asymmetric information, under-investment, accounting quality, finance and growth
NBER Working Paper No. w17696
Number of pages: 51
Posted: 25 Dec 2011
Last Revised: 09 May 2022
ProfessorNew York University - Leonard N. Stern School of Business and University of Cambridge - Judge Business School
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25
(668,461)
Abstract:
CEPR Discussion Paper No. DP8729
Number of pages: 52
Posted: 20 Jan 2012
ProfessorNew York University - Leonard N. Stern School of Business and University of Cambridge - Judge Business School
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2
(882,461)
A Theory of Income Smoothing When Insiders Know More than Outsiders
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accounting quality, asymmetric information, measurement error, payout policy, under-investment
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1,133
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Citation
27
Number of pages: 25
Posted: 23 Dec 2013
ProfessorNew York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
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873
(37,402)
Abstract:
AQR, stress tests, banking union, bail-out
CEPS Policy Brief No. 315
Number of pages: 21
Posted: 21 Jan 2014
ProfessorNew York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
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260
(160,714)
Abstract:
ECB, Asset Quality Review, AQR, European banks, European Banking System
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1,125
( 26,463)
Citation
48
AFA 2005 Philadelphia Meetings, Tuck Contemporary Corporate Finance Issues III Conference Paper
Number of pages: 46
Posted: 21 May 2004
Last Revised: 08 Jan 2009
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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950
(33,211)
Abstract:
Capital structure, bankruptcy, financial distress, asset specificity, bankruptcy code, bankruptcy costs
Journal of Financial Intermediation, Forthcoming
Number of pages: 43
Posted: 29 Nov 2009
Last Revised: 27 Jan 2010
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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141
(278,667)
Abstract:
Number of pages: 47
Posted: 15 Jun 2005
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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34
(607,309)
Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes
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Leverage, bankruptcy costs, asset-specificity, intangibles, financial distress
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1,052
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Citation
80
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 73
Posted: 20 May 2010
Last Revised: 26 Oct 2012
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and Arizona State University (ASU) - Finance Department
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998
(30,959)
Abstract:
Credit Risk, Credit Spreads, Default, Recession, Flight To Liquidity, Liquidity Risk, Regime Switching Model
NBER Working Paper No. w16394
Number of pages: 76
Posted: 27 Sep 2010
Last Revised: 18 Apr 2022
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Stern School of Business and Arizona State University (ASU) - Finance Department
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54
(505,484)
Abstract:
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1,018
( 30,546)
Citation
81
AFA 2009 San Francisco Meetings Paper
Number of pages: 50
Posted: 25 Mar 2008
Last Revised: 11 Nov 2010
ProfessorNew York University - Leonard N. Stern School of Business, Bank for International Settlements (BIS) and Koc University
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331
(124,983)
Abstract:
Cash, Cash holdings, Crises, Systemic risk, Distress, Liquidation cost, Limited pledgeability
Review of Financial Studies, Forthcoming
Number of pages: 66
Posted: 22 Jan 2010
ProfessorNew York University - Leonard N. Stern School of Business, Bank for International Settlements (BIS) and Koc University
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321
(129,116)
Abstract:
Cash, Cash holdings, Hoarding, Systemic risk, Fire sales
Number of pages: 50
Posted: 08 May 2007
Last Revised: 11 Nov 2010
ProfessorNew York University - Leonard N. Stern School of Business, Bank for International Settlements (BIS) and Koc University
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185
(221,758)
Abstract:
Crises, Systemic risk, Distress, Liquidation cost, Limited pledgeability
NYU Working Paper No. 2451/29540
Number of pages: 66
Posted: 09 Mar 2009
Last Revised: 10 Sep 2013
ProfessorNew York University - Leonard N. Stern School of Business, Bank for International Settlements (BIS) and Koc University
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122
(311,195)
Abstract:
NBER Working Paper No. w15567
Number of pages: 50
Posted: 08 Dec 2009
Last Revised: 14 Jan 2022
ProfessorNew York University - Leonard N. Stern School of Business, Bank for International Settlements (BIS) and Koc University
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59
(484,748)
Abstract:
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 29 Apr 2013
Last Revised: 30 Sep 2015
ProfessorNew York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
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1,014
(30,722)
Abstract:
Sovereign debt crisis, banking crisis, risk-shifting, regulatory arbitrage, home bias
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1,007
( 31,048)
Citation
92
Journal of Financial Economics (JFE), Volume 106, Issue 2, November 2012, Pages 349-366, AFA 2011 Denver Meetings Paper
Number of pages: 60
Posted: 17 Mar 2009
Last Revised: 01 Oct 2012
ProfessorNew York University - Leonard N. Stern School of Business and Monash University
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825
(40,471)
Abstract:
Bubbles, Flight to quality, Moral hazard
NYU Working Paper No. 2451/29886
Number of pages: 60
Posted: 06 Dec 2010
ProfessorNew York University - Leonard N. Stern School of Business and Monash University
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179
(228,191)
Abstract:
CEPR Discussion Paper No. DP8851
Number of pages: 52
Posted: 01 Mar 2012
ProfessorNew York University - Leonard N. Stern School of Business and Monash University
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3
(869,189)
The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking Over the Business Cycle
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bubbles, flight to quality, moral hazard
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989
( 31,785)
Citation
29
Number of pages: 42
Posted: 29 Sep 2008
Last Revised: 01 Oct 2015
ProfessorNew York University - Leonard N. Stern School of Business, HEC Paris and Koc University
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603
(61,160)
Abstract:
Competition, Interbank lending, Market power, Asset specificity, Central bank, Lender of last resort
INSEAD Working Paper No. 2011/41/FIN
Number of pages: 53
Posted: 25 Mar 2011
ProfessorNew York University - Leonard N. Stern School of Business, HEC Paris and Koc University
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361
(113,498)
Abstract:
Competition, Interbank Lending, Market Power, Asset Specificity, Central Bank, Lender of Last Resort
NYU Working Paper No. 2451/29539
Number of pages: 42
Posted: 26 Jun 2013
ProfessorNew York University - Leonard N. Stern School of Business, HEC Paris and Koc University
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25
(668,461)
Abstract:
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987
( 31,879)
Citation
141
EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 11 Jan 2009
Last Revised: 09 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and Koc University
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688
(51,600)
Abstract:
financial crisis, credit risk, liquidation cost, repo, secured borrowing, asset-backed commercial paper.
NYU Working Paper No. FIN-08-030
Number of pages: 60
Posted: 09 Mar 2009
Last Revised: 09 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and Koc University
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221
(188,191)
Abstract:
financial crisis, credit risk, liquidation cost, repo, secured borrowing, asset-backed commercial paper.
NBER Working Paper No. w15674
Number of pages: 44
Posted: 25 Jan 2010
Last Revised: 01 May 2022
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and Koc University
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72
(436,768)
Abstract:
CEPR Discussion Paper No. DP7122
Number of pages: 56
Posted: 18 Feb 2009
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and Koc University
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6
(837,477)
Rollover Risk and Market Freezes
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asset-backed commercial paper, credit risk, haircut, liquidation cost, repo, secured borrowing
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970
( 32,739)
Citation
6
ECGI - Finance Working Paper No. 233/2009
Number of pages: 25
Posted: 08 Jan 2009
Last Revised: 30 Mar 2009
ProfessorNew York University - Leonard N. Stern School of Business, McKinsey & Company, Inc. and MWM Consulting
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965
(32,480)
Abstract:
corporate governance, leveraged buyouts (LBO), management buyouts (MBO), active ownership
Journal of Applied Corporate Finance, Vol. 21, Issue 1, pp. 45-56, Winter 2009
Number of pages: 14
Posted: 19 May 2009
ProfessorNew York University - Leonard N. Stern School of Business, McKinsey & Company, Inc. and MWM Consulting
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5
(847,491)
Abstract:
ADBI Working Paper No. 264
Number of pages: 41
Posted: 08 Feb 2011
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
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968
(32,788)
Abstract:
global financial crisis, LTCM, market failures, regulation, emerging markets
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929
( 34,747)
Citation
6
Number of pages: 46
Posted: 30 Mar 2000
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
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797
(42,389)
Abstract:
NYU Working Paper No. FIN-99-048
Number of pages: 46
Posted: 11 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
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82
(405,208)
Abstract:
NYU Working Paper No. FIN-01-043
Number of pages: 46
Posted: 03 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
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50
(523,174)
Abstract:
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913
( 35,661)
Citation
33
Number of pages: 66
Posted: 05 Mar 2008
Last Revised: 29 Sep 2008
ProfessorNew York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
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911
(35,251)
Abstract:
market liquidity, funding liquidity, excess co-movement, inventory risk, financial crises
CEPR Discussion Paper No. DP6619
Number of pages: 59
Posted: 09 Jun 2008
ProfessorNew York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
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2
(882,461)
Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
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Abstract:
excess co-movement, financial crises, funding liquidity, inventory risk, market liquidity
ADBI Working Paper 392
Number of pages: 30
Posted: 29 Oct 2012
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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904
(36,108)
Abstract:
Dodd-Frank Act, United States, Basel III requirements, macroprudential regulation, finance sector
Handbook on Systemic Risk, J.P. Fouque and J. Langsam, eds., Cambridge University Press, Forthcoming
Number of pages: 37
Posted: 23 Sep 2012
ProfessorNew York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
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899
(36,383)
Abstract:
Banks, Systemic risk, Europe
Critical Finance Review, special issue on “Liquidity: Replications, Extensions, and Critique”, Forthcoming, NYU Stern School of Business
Number of pages: 15
Posted: 14 Sep 2019
ProfessorNew York University - Leonard N. Stern School of Business and AQR Capital Management, LLC
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853
(39,166)
Abstract:
liquidity risk, asset pricing, financial crises, monetary policy, macroeconomics
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851
( 39,300)
Citation
88
Journal of Finance, Forthcoming
Number of pages: 45
Posted: 17 Dec 2007
Last Revised: 05 Mar 2010
ProfessorNew York University - Leonard N. Stern School of Business and Duke University - Fuqua School of Business
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529
(72,257)
Abstract:
risk-shifting, credit rationing, market liquidity, funding liquidity, fire sales, financial crises, cash-in-the-market pricing
NYU Working Paper No. 2451/29544
Number of pages: 51
Posted: 08 Feb 2010
Last Revised: 10 Sep 2013
ProfessorNew York University - Leonard N. Stern School of Business and Duke University - Fuqua School of Business
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264
(158,234)
Abstract:
NBER Working Paper No. w15837
Number of pages: 46
Posted: 29 Mar 2010
Last Revised: 11 Apr 2021
ProfessorNew York University - Leonard N. Stern School of Business and Duke University - Fuqua School of Business
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58
(488,814)
Abstract:
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725
( 48,758)
Citation
273
Journal of Finance, Forthcoming
Number of pages: 69
Posted: 19 Jun 2011
Last Revised: 01 Oct 2015
ProfessorNew York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance
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627
(58,169)
Abstract:
Financial Crises, Sovereign Debt, Credit Default Swaps
NBER Working Paper No. w17136
Number of pages: 59
Posted: 20 Jun 2011
Last Revised: 29 Apr 2022
ProfessorNew York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance
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48
(532,592)
Abstract:
NYU Working Paper No. 2451/31331
Number of pages: 59
Posted: 26 Jun 2013
ProfessorNew York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance
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41
(567,805)
Abstract:
CEPR Discussion Paper No. DP8679
Number of pages: 62
Posted: 22 Dec 2011
ProfessorNew York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance
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9
(807,431)
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
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credit default swaps, deleveraging, financial crises, forbearance, growth, sovereign debt
ZEW - Centre for European Economic Research Discussion Paper No. 16-019, Swiss Finance Institute Research Paper No. 18-35
Number of pages: 67
Posted: 12 Apr 2016
Last Revised: 28 Dec 2020
ProfessorNew York University - Leonard N. Stern School of Business, Universite du Luxembourg - Luxembourg School of Finance and Frankfurt School of Finance & Management
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716
(49,616)
Abstract:
Bank-sovereign nexus, ECB, financial stability, unconventional monetary policy
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709
( 50,271)
Citation
33
Number of pages: 51
Posted: 04 Apr 2013
Last Revised: 01 Oct 2015
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Universite du Luxembourg - Luxembourg School of Finance
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651
(55,459)
Abstract:
macroprudential regulation, stress test, systemic risk, risk-weighted assets
NBER Working Paper No. w18968
Number of pages: 45
Posted: 20 Apr 2013
Last Revised: 01 May 2022
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Universite du Luxembourg - Luxembourg School of Finance
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53
(509,788)
Abstract:
CEPR Discussion Paper No. DP9431
Number of pages: 48
Posted: 16 Apr 2013
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Universite du Luxembourg - Luxembourg School of Finance
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3
(869,189)
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
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macroprudential regulation, risk-weighted assets, stress test, systemic risk
CEPR Discussion Paper No. DP9800
Number of pages: 51
Posted: 02 Jun 2014
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Universite du Luxembourg - Luxembourg School of Finance
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2
(882,461)
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
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macroprudential regulation, risk-weighted assets, stress test, systemic risk
NEW PERSPECTIVES ON ASSET PRICE BUBBLES: THEORY, EVIDENCE, AND POLICY, Douglas Evanoff, George Kaufman, and A. G. Malliaris, eds., Oxford University Press, 2012
Number of pages: 16
Posted: 21 Mar 2012
Monash University and ProfessorNew York University - Leonard N. Stern School of Business
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704
(50,744)
Abstract:
Bubbles, Greenspan put, leaning against the wind, monetary policy, moral hazard
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684
( 52,676)
Citation
27
Number of pages: 57
Posted: 14 Dec 2007
Last Revised: 01 Dec 2009
ProfessorNew York University - Leonard N. Stern School of Business and University of IllinoisLondon Business School
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518
(74,110)
Abstract:
asymmetric information, LBO, private equity, regulation
Journal of Financial Economics, Forthcoming
Number of pages: 57
Posted: 29 Nov 2009
ProfessorNew York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
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163
(247,245)
Abstract:
asymmetric information, LBO, private equity, regulation
CEPR Discussion Paper No. DP6622
Number of pages: 54
Posted: 05 Jun 2008
ProfessorNew York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
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3
(869,189)
More Insiders, More Insider Trading: Evidence from Private Equity Buyouts
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asymmetric information, LBO, private equity, regulation
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638
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Citation
44
Journal of Financial Economics (JFE), Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 400/2014
Number of pages: 65
Posted: 02 Dec 2013
Last Revised: 20 Nov 2018
ProfessorNew York University - Leonard N. Stern School of Business and UNSW Australia Business School, School of Banking and Finance
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615
(59,660)
Abstract:
Private Firms, Public Firms, Innovation, R&D, Finance and Growth, Financial Constraints
NBER Working Paper No. w19708
Number of pages: 63
Posted: 10 Dec 2013
Last Revised: 09 May 2021
ProfessorNew York University - Leonard N. Stern School of Business and UNSW Australia Business School, School of Banking and Finance
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23
(684,003)
Abstract:
CEPR Discussion Paper No. DP9829
Number of pages: 74
Posted: 02 Jun 2014
Last Revised: 04 Jun 2014
ProfessorNew York University - Leonard N. Stern School of Business and UNSW Australia Business School, School of Banking and Finance
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0
Financial Dependence and Innovation: The Case of Public Versus Private Firms
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finance and growth, financial constraints, innovation, private firms, public firms, R&D
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636
( 57,876)
Citation
6
NYU Working Paper No. FIN-01-060
Number of pages: 25
Posted: 03 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Fordham University and New York University - Leonard N. Stern School of Business
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458
(86,223)
Abstract:
Banking, Focus, Diversification, Monitoring, Bank risk, Bank return
NYU Working Paper No. S-FI-01-11
Number of pages: 25
Posted: 11 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Fordham University and New York University - Leonard N. Stern School of Business
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126
(303,782)
Abstract:
CEPR Discussion Paper No. 3252
Number of pages: 49
Posted: 16 Apr 2002
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University
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52
(514,219)
The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios
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Focus, diversification, monitoring, bank risk, bank return
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635
( 57,991)
Citation
196
Bank of England Working Paper No. 319, London Business School IFA Working Paper
Number of pages: 54
Posted: 05 Mar 2005
ProfessorNew York University - Leonard N. Stern School of Business and Koc University
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612
(60,010)
Abstract:
Bank regulation, systemic risk, bailout, moral hazard, herding, too big to fail
Number of pages: 32
Posted: 06 Mar 2005
ProfessorNew York University - Leonard N. Stern School of Business and Koc University
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23
(684,003)
Too Many to Fail - an Analysis of Time Inconsistency in Bank Closure Policies
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Abstract:
Bank regulation, systemic risk, bailout, moral hazard, herding
Journal of Financial Intermediation, Forthcoming
Posted: 22 Aug 2006
ProfessorNew York University - Leonard N. Stern School of Business and Koc University
Abstract:
Bank regulation, systemic risk, bailout, moral hazard, herding, too big to fail
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628
( 58,799)
Citation
56
Journal of Accounting Research, Forthcoming
Number of pages: 96
Posted: 03 Feb 2016
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
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393
(102,957)
Abstract:
G01, G21, G28, M41, M48
Number of pages: 121
Posted: 16 Dec 2015
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
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235
(177,516)
Abstract:
financial reporting, financial system stability, banks, fair value accounting
Journal of Accounting Research, Vol. 54, No. 2, 2016
Posted: 24 Jun 2016
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Abstract:
banks; financial reporting; financial system;stability; opacity; provision for loan losses; fair value accounting; amortized cost accounting
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621
( 59,615)
Citation
7
London Business School Working Paper
Number of pages: 49
Posted: 30 Jan 2003
ProfessorNew York University - Leonard N. Stern School of Business and Koc University
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586
(63,425)
Abstract:
Systemic risk, Contagion, Herding, Procyclicality, Information spillover, Inter-bank correlation
Number of pages: 51
Posted: 05 Mar 2003
ProfessorNew York University - Leonard N. Stern School of Business and Koc University
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35
(601,445)
Information Contagion and Inter-Bank Correlation in a Theory Of
Systemic Risk
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Abstract:
Systemic risk, contagion, herding, procyclicality, information spillover, interbank correlation
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608
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Citation
62
Number of pages: 46
Posted: 27 Jan 2009
Last Revised: 22 Dec 2013
ProfessorNew York University - Leonard N. Stern School of Business, Stockholm School of Economics and Indian School of Business (ISB), Hyderabad
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450
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Abstract:
Labor laws, R&D, Technological change, Law and finance, Entrepreneurship, Growth
NYU Working Paper No. FIN-08-034
Number of pages: 46
Posted: 09 Mar 2009
Last Revised: 22 Dec 2013
ProfessorNew York University - Leonard N. Stern School of Business, Stockholm School of Economics and Indian School of Business (ISB), Hyderabad
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108
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Abstract:
Labor laws, R&D, Technological change, Law and nance, Entrepreneurship, Growth
NBER Working Paper No. w16484
Number of pages: 64
Posted: 25 Oct 2010
Last Revised: 16 Jan 2022
ProfessorNew York University - Leonard N. Stern School of Business, Stockholm School of Economics and Indian School of Business (ISB), Hyderabad
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46
(542,159)
Abstract:
CEPR Discussion Paper No. DP7171
Number of pages: 49
Posted: 18 Feb 2009
ProfessorNew York University - Leonard N. Stern School of Business, Stockholm School of Economics and Indian School of Business (ISB), Hyderabad
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4
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Labor Laws and Innovation
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Abstract:
Entrepreneurship, Growth, Labor laws, Law and finance, R&D, Technological change
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596
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Citation
41
New York University, Stern School of Business Working Paper
Number of pages: 45
Posted: 28 Jul 2001
New York University (NYU) - Department of Finance and ProfessorNew York University - Leonard N. Stern School of Business
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568
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Abstract:
corporate bond, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration
Number of pages: 46
Posted: 21 May 2002
New York University (NYU) - Department of Finance and ProfessorNew York University - Leonard N. Stern School of Business
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28
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Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
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Abstract:
Corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration
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584
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Citation
15
Economic Policy Review, Forthcoming
Number of pages: 11
Posted: 31 Oct 2009
ProfessorNew York University - Leonard N. Stern School of Business, Federal Reserve Bank of New York and Koc University
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377
(108,070)
Abstract:
Economic Policy Review, Vol. 16, No. 1, p. 89, August 2010
Number of pages: 11
Posted: 17 Sep 2010
ProfessorNew York University - Leonard N. Stern School of Business, Koc University and Federal Reserve Bank of New York
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207
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Abstract:
Financial Crisis, Too-Big-to-Fail, Fire Sales, FDIC, Time-Inconsistency, Too-Many-to-Fail
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576
( 65,607)
Citation
77
Number of pages: 53
Posted: 09 May 2000
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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546
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Abstract:
Bank capital, Capital adequacy regulation, Closure policy, Harmonization, International competition, Regulatory capture
Number of pages: 41
Posted: 09 Apr 2002
Viral V. Acharya and Viral V. Acharya
ProfessorNew York University - Leonard N. Stern School of Business
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30
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Is the International Convergence of Capital Adequacy Regulation Desirable?
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Abstract:
Bank regulation, capital adequacy, closure policy, risk-shifting, financial integration, international spillovers
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568
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Citation
40
Number of pages: 48
Posted: 22 Mar 2010
Last Revised: 09 Aug 2010
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Economics
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450
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Abstract:
OTC markets, leverage, counterparty risk, externality, transparency, centralized clearing, exchange
Number of pages: 50
Posted: 21 Mar 2011
New York University (NYU) - Department of Economics and ProfessorNew York University - Leonard N. Stern School of Business
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85
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Abstract:
OTC markets, leverage, counterparty risk, externality, transparency, centralized clearing, exchange, collateral, margin
NBER Working Paper No. w17000
Number of pages: 53
Posted: 02 May 2011
Last Revised: 15 Dec 2021
ProfessorNew York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Economics
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33
(613,492)
Abstract:
Downloads
555
( 68,721)
Citation
63
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61
Posted: 21 Mar 2012
Last Revised: 15 Apr 2013
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics and Board of Governors of the Federal Reserve System
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487
(80,051)
Abstract:
Liquidity management, cash holdings, liquidity risk, hedging, covenants, loan commitments, credit line revocation
Number of pages: 65
Posted: 13 Jun 2012
Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics, ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
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54
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Abstract:
Liquidity management, cash holdings, liquidity risk, hedging, covenants, loan commitments, credit line revocation
NBER Working Paper No. w18892
Number of pages: 62
Posted: 15 Mar 2013
Last Revised: 14 Feb 2021
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics and Board of Governors of the Federal Reserve System
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14
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Abstract:
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555
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Citation
31
AFA 2012 Chicago Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 365/2013
Number of pages: 54
Posted: 15 Mar 2011
Last Revised: 09 Oct 2015
ProfessorNew York University - Leonard N. Stern School of Business, Independent and Washington University, Saint Louis - John M. Olin School of Business
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426
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Abstract:
market discipline, asset substitution, systemic risk, bailout, forbearance, moral hazard, capital requirements
FRB of Cleveland Working Paper No. 10-24
Number of pages: 48
Posted: 16 Dec 2010
Last Revised: 18 Sep 2015
ProfessorNew York University - Leonard N. Stern School of Business, Independent and Washington University, Saint Louis - John M. Olin School of Business
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119
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Abstract:
Market Discipline, Asset Substitution, Systemic Risk, Bailout, Forbearance, Moral Hazard, Capital Requirements
CEPR Discussion Paper No. DP8822
Number of pages: 59
Posted: 01 Mar 2012
ProfessorNew York University - Leonard N. Stern School of Business, Independent and Washington University, Saint Louis - John M. Olin School of Business
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10
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Caught between Scylla and Charybdis? Regulating Bank Leverage When There is Rent-Seeking and Risk-Shifting
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