Johannes Brumm

Karlsruhe Institute of Technology

Professor

Kaiserstra├če 12

Karlsruhe, Baden W├╝rttemberg 76131

Germany

SCHOLARLY PAPERS

5

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1,303

CITATIONS
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4

Scholarly Papers (5)

1.
Downloads 354 ( 70,002)
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 346 (71,341)
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 8 (536,964)
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
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Abstract:

2.

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Number of pages: 37 Posted: 04 Nov 2013 Last Revised: 25 May 2017
Johannes Brumm and Simon Scheidegger
Karlsruhe Institute of Technology and University of Zurich
Downloads 308 (29,182)
Citation 1

Abstract:

Adaptive Sparse Grids, High-Performance Computing, International Real Business Cycles, Menu Costs, Occasionally Binding Constraints

3.
Downloads 133 (183,091)
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 120 (199,293)
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 13 (508,677)
Citation 1

Abstract:

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

4.

Reform Support in Times of Crisis: The Role of Family Ties

Economic Inquiry, Vol. 55, Issue 3, pp. 1416-1429, 2017
Number of pages: 14 Posted: 30 May 2017
Elias Brumm and Johannes Brumm
Hertie School of Governance, Students and Karlsruhe Institute of Technology
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Abstract:

5.

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 (213,017)

Abstract:

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