Saki Bigio

University of California, Los Angeles (UCLA) - Department of Economics

8283 Bunche Hall

Los Angeles, CA 90095-1477

United States

SCHOLARLY PAPERS

10

DOWNLOADS

578

SSRN CITATIONS
Rank 23,448

SSRN RANKINGS

Top 23,448

in Total Papers Citations

29

CROSSREF CITATIONS

12

Scholarly Papers (10)

1.

Speculation-Driven Business Cycles

Number of pages: 41 Posted: 13 Jan 2020 Last Revised: 14 Feb 2020
Saki Bigio and Eduardo Zilberman
University of California, Los Angeles (UCLA) - Department of Economics and Department of Economics, PUC-Rio
Downloads 215 (201,128)

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Heterogeneous Beliefs, Business Cycles, Asset Prices, Speculation, Bubbles

2.

Distortions in Production Networks

NBER Working Paper No. w22212
Number of pages: 99 Posted: 02 May 2016 Last Revised: 11 Sep 2022
Saki Bigio and Jennifer La’O
University of California, Los Angeles (UCLA) - Department of Economics and Columbia University
Downloads 177 (239,191)
Citation 25

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3.
Downloads 32 (431,545)

A Q-Theory of Banks

NBER Working Paper No. w27935
Number of pages: 92 Posted: 14 Oct 2020 Last Revised: 01 May 2022
Stanford University - Graduate School of Business, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Government of Canada - Bank of Canada
Downloads 32 (643,823)

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A Q-Theory of Banks

CEPR Discussion Paper No. DP16670
Number of pages: 94 Posted: 09 Nov 2021
Stanford University - Graduate School of Business, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT) and Government of Canada - Bank of Canada
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banks, Delayed Accounting, Leverage Dynamics, Market vs. Book Values

A Framework for Debt-Maturity Management

Banco de Espana Working Paper No. 1919 (2019)
Number of pages: 93 Posted: 28 Jun 2019 Last Revised: 17 Jul 2019
Saki Bigio, Galo Nuno and Juan Passadore
University of California, Los Angeles (UCLA) - Department of Economics, Banco de España and Einaudi Institute for Economics and Finance (EIEF)
Downloads 53 (528,821)

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debt maturity, debt management, liquidity costs

Debt-Maturity Management with Liquidity Costs

NBER Working Paper No. w25808
Number of pages: 47 Posted: 07 May 2019 Last Revised: 09 Jul 2022
Saki Bigio, Galo Nuno and Juan Passadore
University of California, Los Angeles (UCLA) - Department of Economics, Banco de España and Einaudi Institute for Economics and Finance (EIEF)
Downloads 9 (847,719)

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5.

Transfers vs Credit Policy: Macroeconomic Policy Trade-Offs During Covid-19

NBER Working Paper No. w27118
Number of pages: 29 Posted: 12 May 2020 Last Revised: 07 Aug 2022
University of California, Los Angeles (UCLA) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics and Department of Economics, PUC-Rio
Downloads 41 (577,040)

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Repurchase Options in the Market for Lemons

Number of pages: 49 Posted: 10 Oct 2020
Saki Bigio and Liyan Shi
University of California, Los Angeles (UCLA) - Department of Economics and Einaudi Institute for Economics and Finance
Downloads 23 (712,451)

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Repurchase Agreement, Collateralized Debt, Private Information, Optimal Contracts

Repurchase Options in the Market for Lemons

NBER Working Paper No. w27732
Number of pages: 50 Posted: 25 Aug 2020 Last Revised: 18 Nov 2021
Saki Bigio and Liyan Shi
University of California, Los Angeles (UCLA) - Department of Economics and Einaudi Institute for Economics and Finance
Downloads 4 (907,842)
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7.

Financial Risk Capacity

NBER Working Paper No. w26561
Number of pages: 57 Posted: 16 Dec 2019 Last Revised: 30 Jul 2022
Saki Bigio and Adrien d'Avernas
University of California, Los Angeles (UCLA) - Department of Economics and Swedish House of Finance
Downloads 18 (731,558)

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8.

Scrambling for Dollars: International Liquidity, Banks and Exchange Rates

NBER Working Paper No. w29457
Number of pages: 51 Posted: 08 Nov 2021 Last Revised: 27 Jun 2022
Federal Reserve Banks - Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 4 (872,206)
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9.

A Model of Credit, Money, Interest, and Prices

NBER Working Paper No. w28540
Number of pages: 90 Posted: 08 Mar 2021 Last Revised: 26 Jun 2022
Saki Bigio and Yuliy Sannikov
University of California, Los Angeles (UCLA) - Department of Economics and Stanford GSB
Downloads 2 (898,645)
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10.

Scrambling for Dollars: International Liquidity, Banks and Exchange Rates

CEPR Discussion Paper No. DP16712
Number of pages: 98 Posted: 04 Feb 2022
Federal Reserve Banks - Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and University of Wisconsin - Madison - Department of Economics
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Exchange Rates, liquidity premia, monetary policy