Markus K. Brunnermeier

Princeton University - Department of Economics

Bendheim Center for Finance

Princeton, NJ

United States

http://www.princeton.edu/¡­markus

SCHOLARLY PAPERS

37

DOWNLOADS
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22,611

CITATIONS
Rank 158

SSRN RANKINGS

Top 158

in Total Papers Citations

2,021

Scholarly Papers (37)

1.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Stefan Nagel and Markus K. Brunnermeier
University of Michigan, Stephen M. Ross School of Business and Princeton University - Department of Economics
Downloads 2,753 (2,801)
Citation 174

Abstract:

Bubbles, Hedge Funds, Limits to Arbitrage

2.
Downloads 2,509 ( 3,474)
Citation 362

Deciphering the Liquidity and Credit Crunch 2007-08

Number of pages: 33 Posted: 19 Dec 2008 Last Revised: 01 Apr 2015
Markus K. Brunnermeier
Princeton University - Department of Economics
Downloads 2,227 (4,151)
Citation 362

Abstract:

Financial Crisis, Bubbles, Liquidity, Liquidity Spirals, Credit Crunch

Deciphering the Liquidity and Credit Crunch 2007-08

NBER Working Paper No. w14612
Number of pages: 34 Posted: 29 Dec 2008
Markus K. Brunnermeier
Princeton University - Department of Economics
Downloads 282 (83,014)
Citation 362

Abstract:

3.
Downloads 2,334 ( 3,907)
Citation 133

CoVaR

FRB of New York Staff Report No. 348
Number of pages: 45 Posted: 19 Sep 2008 Last Revised: 17 Oct 2013
Tobias Adrian and Markus K. Brunnermeier
International Monetary Fund and Princeton University - Department of Economics
Downloads 2,242 (4,103)
Citation 131

Abstract:

value at risk, systemic risk, risk spillovers, financial architecture

Covar

NBER Working Paper No. w17454
Number of pages: 45 Posted: 06 Oct 2011
Tobias Adrian and Markus K. Brunnermeier
International Monetary Fund and Princeton University - Department of Economics
Downloads 92 (223,561)
Citation 133

Abstract:

4.

Bubbles and Crashes

Princeton Working Paper
Number of pages: 41 Posted: 15 Jan 2002
Dilip Abreu and Markus K. Brunnermeier
Princeton University - Department of Economics and Princeton University - Department of Economics
Downloads 2,142 (4,183)
Citation 165

Abstract:

Bubbles, Temporal Coordination, Synchronization, Market Timing, Limits to Arbitrage, Behavioral Finance, Dynamic Global Games

5.
Downloads 1,111 ( 13,654)
Citation 7

Bubbles, Financial Crises, and Systemic Risk

Handbook of the Economics of Finance, Volume 2, George M. Constantinides, Milton Harris and Rene M. Stulz, eds., North Holland, October 2012, Economic Theory Center Working Paper No. 47-2012
Number of pages: 90 Posted: 11 Jul 2012 Last Revised: 21 Dec 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 791 (22,304)
Citation 7

Abstract:

Bubbles, Crashes, Financial Crises, Systemic Risk

Bubbles, Financial Crises, and Systemic Risk

Handbook of the Economics of Finance, Volume 2, George M. Constantinides, Milton Harris & Rene M. Stulz, eds., North Holland, December 2012, Economic Theory Center Working Paper No. 47-2012
Number of pages: 89 Posted: 14 Oct 2012 Last Revised: 10 Dec 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 304 (76,205)
Citation 7

Abstract:

Bubbles, Crashes, Financial Crises, Systemic Risk

Bubbles, Financial Crises, and Systemic Risk

NBER Working Paper No. w18398
Number of pages: 90 Posted: 15 Sep 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 16 (458,248)
Citation 7

Abstract:

Disclosure Requirements and Stock Exchange Listing Choice in an International Context

Number of pages: 40 Posted: 11 Nov 1997
Steven J. Huddart, Markus K. Brunnermeier and John S. Hughes
Pennsylvania State University, University Park - Department of Accounting, Princeton University - Department of Economics and University of California at Los Angeles
Downloads 1,053 (14,553)
Citation 74

Abstract:

Disclosure Requirements and Stock Exchange Listing Choice in an International Context

Journal of Accounting and Economics, Vol. 26, Nos. 1-3, 1998
Posted: 10 Feb 1999
Steven J. Huddart, Markus K. Brunnermeier and John S. Hughes
Pennsylvania State University, University Park - Department of Accounting, Princeton University - Department of Economics and University of California at Los Angeles

Abstract:

7.

Measuring and Allocating Systemic Risk

Number of pages: 22 Posted: 29 Dec 2013 Last Revised: 26 Jul 2014
Markus K. Brunnermeier and Patrick Cheridito
Princeton University - Department of Economics and ETH Zurich
Downloads 1,032 (11,445)
Citation 2

Abstract:

Systemic risk measure, systemic risk allocation, feedback effects, shadow prices, systemic risk limits, systemic risk charges, cap and trade

8.

Banks’ Non-Interest Income and Systemic Risk

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 23 Mar 2011 Last Revised: 03 Apr 2015
Markus K. Brunnermeier, G. Nathan Dong and Darius Palia
Princeton University - Department of Economics, Columbia University and Rutgers Business School
Downloads 881 (9,086)
Citation 13

Abstract:

Systemic Risk, Banks, Non-interest Income, Risk-spillover, Capital requirements

9.
Downloads 830 ( 21,129)
Citation 7

A Note on Liquidity Risk Management

American Economic Review, Vol. 99, No. 2, 2009
Number of pages: 13 Posted: 19 Jan 2009 Last Revised: 17 Jun 2009
Markus K. Brunnermeier and Motohiro Yogo
Princeton University - Department of Economics and Princeton University - Department of Economics
Downloads 756 (23,844)
Citation 7

Abstract:

Funding liquidity, Hedging, Maturity structure, Risk management

A Note on Liquidity Risk Management

NBER Working Paper No. w14727
Number of pages: 14 Posted: 17 Feb 2009
Markus K. Brunnermeier and Motohiro Yogo
Princeton University - Department of Economics and Princeton University - Department of Economics
Downloads 74 (256,086)
Citation 7

Abstract:

10.

Modeling and Measuring Systemic Risk

American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Number of pages: 5 Posted: 12 Aug 2011
Princeton University - Department of Economics, University of Chicago - Department of Economics, University of Chicago, Booth School of Business, Northwestern University - Kellogg School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 814 (19,501)
Citation 3

Abstract:

11.
Downloads 726 ( 25,633)
Citation 467

Market Liquidity and Funding Liquidity

NYU Working Paper No. SC-AM-05-06
Number of pages: 47 Posted: 03 Nov 2008
Markus K. Brunnermeier and Lasse Heje Pedersen
Princeton University - Department of Economics and AQR Capital Management, LLC
Downloads 590 (33,623)
Citation 467

Abstract:

Liquidity Risk Management, Liquidity, Liquidation, Systemic Risk, Leverage, Margins, Haircuts

Market Liquidity and Funding Liquidity

NBER Working Paper No. w12939
Number of pages: 48 Posted: 24 Feb 2007
Lasse Heje Pedersen and Markus K. Brunnermeier
AQR Capital Management, LLC and Princeton University - Department of Economics
Downloads 120 (184,594)
Citation 467

Abstract:

Market Liquidity and Funding Liquidity

CEPR Discussion Paper No. DP6179
Number of pages: 50 Posted: 20 May 2008
Markus K. Brunnermeier and Lasse Heje Pedersen
Princeton University - Department of Economics and AQR Capital Management, LLC
Downloads 16 (458,248)
Citation 467

Abstract:

Counterparty credit risk, leverage, liquidity risk management, margins, systemic risk, value-at-risk

Market Liquidity and Funding Liquidity

The Review of Financial Studies, Vol. 22, Issue 6, pp. 2201-2238, 2009
Posted: 01 Jun 2009
Markus K. Brunnermeier and Lasse Heje Pedersen
Princeton University - Department of Economics and AQR Capital Management, LLC

Abstract:

12.

Risk Topography

Number of pages: 31 Posted: 30 Apr 2011 Last Revised: 07 Jun 2011
Markus K. Brunnermeier, Gary B. Gorton and Arvind Krishnamurthy
Princeton University - Department of Economics, Yale School of Management and Northwestern University - Kellogg School of Management
Downloads 659 (27,373)
Citation 4

Abstract:

Measurement, Systemic Risk, Liquidity

13.
Downloads 647 ( 30,116)
Citation 123

Predatory Trading

EFA 2003 Annual Conference Paper
Number of pages: 36 Posted: 22 Apr 2003
Lasse Heje Pedersen and Markus K. Brunnermeier
AQR Capital Management, LLC and Princeton University - Department of Economics
Downloads 418 (52,422)
Citation 123

Abstract:

Predatory Trading

NYU Working Paper No. FIN-03-042
Number of pages: 43 Posted: 11 Nov 2008
Markus K. Brunnermeier and Lasse Heje Pedersen
Princeton University - Department of Economics and AQR Capital Management, LLC
Downloads 111 (195,719)
Citation 123

Abstract:

Predation, Valuation, Liquidity, Risk Management, Systemic Risk

Predatory Trading

NBER Working Paper No. w10755
Number of pages: 56 Posted: 27 Sep 2004
Lasse Heje Pedersen and Markus K. Brunnermeier
AQR Capital Management, LLC and Princeton University - Department of Economics
Downloads 55 (300,405)
Citation 123

Abstract:

Predatory Trading

NYU Working Paper No. S-DRP-03-14
Number of pages: 43 Posted: 07 Nov 2008
Markus K. Brunnermeier and Lasse Heje Pedersen
Princeton University - Department of Economics and AQR Capital Management, LLC
Downloads 36 (360,215)
Citation 123

Abstract:

Predation, Valuation, Liquidity, Risk Management, Systemic Risk

Predatory Trading

CEPR Discussion Paper No. 4639
Number of pages: 58 Posted: 18 Nov 2004
Lasse Heje Pedersen and Markus K. Brunnermeier
AQR Capital Management, LLC and Princeton University - Department of Economics
Downloads 27 (397,968)
Citation 123

Abstract:

Dealer exit stress test, liquidity crisis, predation, valuation, liquidity, risk management, systemic risk

14.
Downloads 621 ( 31,874)
Citation 5

Leadership, Coordination and Mission-Driven Management

AFA 2009 San Francisco Meetings Paper
Number of pages: 44 Posted: 17 Mar 2008
Patrick Bolton, Markus K. Brunnermeier and Laura Veldkamp
Columbia Business School - Department of Economics, Princeton University - Department of Economics and New York University - Stern School of Business
Downloads 559 (36,098)
Citation 5

Abstract:

leadership, CEO overconfidence, coordination games

Leadership, Coordination and Mission-Driven Management

NBER Working Paper No. w14339
Number of pages: 44 Posted: 15 Sep 2008
Patrick Bolton, Markus K. Brunnermeier and Laura Veldkamp
Columbia Business School - Department of Economics, Princeton University - Department of Economics and New York University - Stern School of Business
Downloads 62 (282,689)
Citation 5

Abstract:

15.

A Macroeconomic Model with a Financial Sector

National Bank of Belgium Working Paper No. 236
Number of pages: 75 Posted: 14 Oct 2012
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 590 (16,282)
Citation 46

Abstract:

16.

Liquidity Mismatch Measurement

Number of pages: 23 Posted: 19 Dec 2014
Markus K. Brunnermeier, Arvind Krishnamurthy and Gary B. Gorton
Princeton University - Department of Economics, Northwestern University - Kellogg School of Management and Yale School of Management
Downloads 297 (78,677)
Citation 1

Abstract:

Liquidity, liquidity mismatch

17.

Carry Trades and Currency Crashes

NBER Working Paper No. w14473
Number of pages: 36 Posted: 19 Jul 2012
Markus K. Brunnermeier, Stefan Nagel and Lasse Heje Pedersen
Princeton University - Department of Economics, University of Michigan, Stephen M. Ross School of Business and AQR Capital Management, LLC
Downloads 276 (85,485)
Citation 93

Abstract:

Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns

Number of pages: 33 Posted: 30 Mar 2007
Markus K. Brunnermeier, Christian Gollier and Jonathan A. Parker
Princeton University - Department of Economics, University of Toulouse 1 - Industrial Economic Institute (IDEI) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 248 (95,346)
Citation 35

Abstract:

portfolio choice, asset pricing, expectations, heterogeneous beliefs, optimal

Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns

NBER Working Paper No. w12940
Number of pages: 34 Posted: 24 Feb 2007
Markus K. Brunnermeier, Christian Gollier and Jonathan A. Parker
Princeton University - Department of Economics, University of Toulouse 1 - Industrial Economic Institute (IDEI) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 26 (403,142)
Citation 35

Abstract:

Optimal Beliefs, Asset Prices and the Preference for Skewed Returns

CEPR Discussion Paper No. DP6181
Number of pages: 36 Posted: 20 May 2008
Markus K. Brunnermeier, Christian Gollier and Jonathan A. Parker
Princeton University - Department of Economics, University of Toulouse 1 - Industrial Economic Institute (IDEI) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2 (535,649)
Citation 35

Abstract:

Belief biases, heterogeneous beliefs, optimal expectations, skewness

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation

EFA 2005 Moscow Meetings Paper
Number of pages: 34 Posted: 28 Feb 2005
Markus K. Brunnermeier and Stefan Nagel
Princeton University - Department of Economics and University of Michigan, Stephen M. Ross School of Business
Downloads 227 (104,522)
Citation 58

Abstract:

Household portfolio choice, risk aversion, panel data

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation

NBER Working Paper No. w12809
Number of pages: 46 Posted: 05 Jan 2007
Stefan Nagel and Markus K. Brunnermeier
University of Michigan, Stephen M. Ross School of Business and Princeton University - Department of Economics
Downloads 46 (326,432)
Citation 58

Abstract:

The Sovereign-Bank Diabolic Loop and Esbies

American Economic Review, Vol. 6, No. 5, May 2016, HEC Paris Research Paper No. FIN-2016-1133, Columbia Business School Research Paper No. 16-12
Number of pages: 14 Posted: 25 Jan 2016 Last Revised: 14 Jun 2016
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 235 (100,922)

Abstract:

diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies

The Sovereign-Bank Diabolic Loop and Esbies

NBER Working Paper No. w21993
Number of pages: 16 Posted: 15 Feb 2016
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 12 (480,917)

Abstract:

The Sovereign-Bank Diabolic Loop and ESBies

CEPR Discussion Paper No. DP11317
Number of pages: 17 Posted: 13 Jun 2016
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 1 (545,122)

Abstract:

bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis

21.
Downloads 190 (124,609)
Citation 4

Predatory Short Selling

Review of Finance (2014), 18(6): 2153-2195, Columbia Business School Research Paper No. 13-29
Number of pages: 34 Posted: 10 Apr 2013 Last Revised: 10 Dec 2015
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 181 (130,343)
Citation 3

Abstract:

short selling, predatory trading, financial institutions, leverage constraints

Predatory Short Selling

NBER Working Paper No. w19514
Number of pages: 52 Posted: 11 Oct 2013
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 9 (497,651)
Citation 4

Abstract:

22.

Clock Games: Theory and Experiments

Number of pages: 56 Posted: 05 Feb 2005
John Morgan and Markus K. Brunnermeier
University of California, Berkeley - Economic Analysis & Policy Group and Princeton University - Department of Economics
Downloads 159 (139,480)
Citation 14

Abstract:

Clock games, experiments, currency attacks, bubbles, polutical revolution

23.
Downloads 158 (147,135)
Citation 8

A Welfare Criterion for Models with Distorted Beliefs

Number of pages: 48 Posted: 15 Mar 2012
Markus K. Brunnermeier, Alp Simsek and Wei Xiong
Princeton University - Department of Economics, Massachusetts Institute of Technology and Princeton University - Department of Economics
Downloads 154 (150,596)
Citation 8

Abstract:

A Welfare Criterion for Models with Distorted Beliefs

NBER Working Paper No. w20691
Number of pages: 55 Posted: 24 Nov 2014
Markus K. Brunnermeier, Alp Simsek and Wei Xiong
Princeton University - Department of Economics, Massachusetts Institute of Technology and Princeton University - Department of Economics
Downloads 4 (523,906)
Citation 8

Abstract:

24.

Do Complex Economies Require Complex Financial Systems?

46th Annual AREUEA Conference Paper
Number of pages: 1 Posted: 01 Dec 2010
Douglas T. Breeden, Chester S. Spatt, Markus K. Brunnermeier and Albert S. Kyle
Duke University Fuqua School of Business, Carnegie Mellon University - David A. Tepper School of Business, Princeton University - Department of Economics and University of Maryland
Downloads 88 (215,740)

Abstract:

25.

Optimal Expectations

NBER Working Paper No. w10707
Number of pages: 47 Posted: 14 Sep 2004
Jonathan A. Parker and Markus K. Brunnermeier
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 75 (243,983)
Citation 84

Abstract:

26.
Downloads 64 (274,615)
Citation 64

Money Illusion and Housing Frenzies

NBER Working Paper No. w12810
Number of pages: 48 Posted: 05 Jan 2007
Christian Julliard and Markus K. Brunnermeier
London School of Economics & Political Science (LSE) - Department of Economics and Princeton University - Department of Economics
Downloads 60 (287,601)
Citation 64

Abstract:

Money Illusion and Housing Frenzies

CEPR Discussion Paper No. DP6183
Number of pages: 50 Posted: 20 May 2008
Markus K. Brunnermeier and Christian Julliard
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics
Downloads 4 (523,906)
Citation 64

Abstract:

Behavioural finance, housing, inflation illusion, interest rate, money illusion, mortgages, real estate

Money Illusion and Housing Frenzies

The Review of Financial Studies, Vol. 21, Issue 1, pp. 135-180, 2008
Posted: 26 Jun 2008
Markus K. Brunnermeier and Christian Julliard
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics

Abstract:

International Credit Flows and Pecuniary Externalities

CESifo Working Paper Series No. 5170
Number of pages: 52 Posted: 04 Feb 2015
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 55 (300,405)

Abstract:

credit flows, capital flows, sudden stops, pecuniary externalities, hot money, Phoenix Miracle, terms of trade hedge

International Credit Flows and Pecuniary Externalities

NBER Working Paper No. w20803
Number of pages: 52 Posted: 05 Jan 2015
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Downloads 6 (513,641)

Abstract:

International Credit Flows and Pecuniary Externalities

CEPR Discussion Paper No. DP10339
Number of pages: 53 Posted: 23 Jan 2015
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 2 (535,649)

Abstract:

hot money, international capital flows, international credit flows, pecuniary externalities, sudden stops, terms of trade hedge

28.
Downloads 54 (301,266)

ESBies: Safety in the Tranches

CFS WP No. 537
Number of pages: 55 Posted: 06 Oct 2016
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 30 (388,698)

Abstract:

ESBies: Safety in the Tranches

Prepared for the 64th Panel Meeting of Economic Policy, 14-15 October 2016
Number of pages: 52 Posted: 21 Sep 2016
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 24 (413,625)

Abstract:

ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling

ESBies: Safety in the Tranches

CEPR Discussion Paper No. DP11537
Number of pages: 55 Posted: 03 Oct 2016
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 0

Abstract:

bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

29.

Macroeconomics with Financial Frictions: A Survey

NBER Working Paper No. w18102
Number of pages: 96 Posted: 01 Jun 2012
Markus K. Brunnermeier, Thomas M. Eisenbach and Yuliy Sannikov
Princeton University - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Stanford GSB
Downloads 52 (228,265)
Citation 11

Abstract:

30.

Optimal Expectation

CEPR Discussion Paper No. 4656
Number of pages: 49 Posted: 03 Dec 2004
Jonathan A. Parker and Markus K. Brunnermeier
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 29 (378,691)
Citation 18

Abstract:

Expectation, heterogenous beliefs, belief biases, consumption, saving, portfolio choice, overconfidence, gambling

Macro, Money and Finance: A Continuous Time Approach

NBER Working Paper No. w22343
Number of pages: 57 Posted: 13 Jun 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Downloads 24 (413,625)

Abstract:

Macro, Money and Finance: A Continuous Time Approach

CEPR Discussion Paper No. DP11329
Number of pages: 59 Posted: 20 Jun 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 1 (545,122)

Abstract:

(Inside) Money, Endogenous Risk Dynamics, Financial Frictions, Macroeconomic Modeling, Monetary Economics, Paradox of Prudence, Volatility Paradox

32.

An Economic Model of the Planning Fallacy

NBER Working Paper No. w14228
Number of pages: 41 Posted: 18 Aug 2008
Markus K. Brunnermeier, Filippos Papakonstantinou and Jonathan A. Parker
Princeton University - Department of Economics, Imperial College London and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 25 (374,617)
Citation 3

Abstract:

33.
Downloads 15 (446,481)
Citation 8

The I Theory of Money

NBER Working Paper No. w22533
Number of pages: 65 Posted: 22 Aug 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Downloads 15 (463,894)
Citation 8

Abstract:

The I Theory of Money

CEPR Discussion Paper No. DP11444
Number of pages: 67 Posted: 22 Aug 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Downloads 0
Citation 8

Abstract:

(Inside) Money, Endogenous Risk Dynamics, Financial Frictions., Monetary Economics, Paradox of Prudence

34.

The Maturity Rat Race

NBER Working Paper No. w16607
Number of pages: 38 Posted: 18 Dec 2010
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 15 (431,327)
Citation 30

Abstract:

35.

Bubbles and Central Banks: Historical Perspectives

CEPR Discussion Paper No. DP10528
Number of pages: 67 Posted: 09 Apr 2015
Markus K. Brunnermeier and Isabel Schnabel
Princeton University - Department of Economics and Institute for Finance & Statistics
Downloads 3 (504,439)

Abstract:

bubbles, capital flows, credit, macroprudential policy, monetary policy

36.

On the Optimal Inflation Rate

NBER Working Paper No. w22133
Number of pages: 20 Posted: 04 Apr 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Downloads 0 (476,743)

Abstract:

37.

Prices, Price Processes, Volume and Their Information - A Survey of the Market Microstructure Literature -

Financial Markets Group, LSE Working Paper No. DP 270
Posted: 16 May 1998
Markus K. Brunnermeier
Princeton University - Department of Economics

Abstract: