Bendheim Center for Finance
Princeton, NJ
United States
http://www.princeton.edu/¡markus
Princeton University - Department of Economics
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value at risk, systemic risk, risk spillovers, financial architecture
Bubbles, Hedge Funds, Limits to Arbitrage
Financial Crisis, Bubbles, Liquidity, Liquidity Spirals, Credit Crunch
Bubbles, Temporal Coordination, Synchronization, Market Timing, Limits to Arbitrage, Behavioral Finance, Dynamic Global Games
Systemic risk measure, systemic risk allocation, feedback effects, shadow prices, systemic risk limits, systemic risk charges, cap and trade
Bubbles, Crashes, Financial Crises, Systemic Risk
Inflation, macro-finance, macroeconomics, financial frictions, hyperinflation, economic history
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Predation, Valuation, Liquidity, Risk Management, Systemic Risk
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
Dealer exit stress test, liquidity crisis, predation, valuation, liquidity, risk management, systemic risk
Liquidity Risk Management, Liquidity, Liquidation, Systemic Risk, Leverage, Margins, Haircuts
Counterparty credit risk, leverage, liquidity risk management, margins, systemic risk, value-at-risk
Funding liquidity, Hedging, Maturity structure, Risk management
Measurement, Systemic Risk, Liquidity
leadership, CEO overconfidence, coordination games
diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies
bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis
COVID-19, Financial crisis, Financial regulation, Corporate governance, Insolvency law
Insurance, Big Data, Informed Principal, Obfuscation, Price Discrimination
Systemic Risk, Banks, Non-Interest Income, Risk-Spillover, Capital Requirements
bank runs, financial crisis, banking panics, banking regulation
Liquidity, liquidity mismatch
portfolio choice, asset pricing, expectations, heterogeneous beliefs, optimal
Belief biases, heterogeneous beliefs, optimal expectations, skewness
Household portfolio choice, risk aversion, panel data
short selling, predatory trading, financial institutions, leverage constraints
credit flows, capital flows, sudden stops, pecuniary externalities, hot money, Phoenix Miracle, terms of trade hedge
hot money, international capital flows, international credit flows, pecuniary externalities, sudden stops, terms of trade hedge
Blockchain, Consensus, Cryptocurrency, Mechanism Design, Payments, FinTech
Clock games, experiments, currency attacks, bubbles, polutical revolution
ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling
bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets
Money Creation, Monetary System, Inside Money, Outside Money, Equivalence, CBDC, Chicago Plan, Sovereign Money
CBDC, Chicago Plan, equivalence, Inside money, monetary system, money creation, outside money, sovereign money
Behavioural finance, housing, inflation illusion, interest rate, money illusion, mortgages, real estate
Blockchain Economics, cryptocurrencies, Digital Currencies, distributed ledger technology, Fintech
(Inside) Money, Endogenous Risk Dynamics, Financial Frictions., Monetary Economics, Paradox of Prudence
CDS, contagion, systemic risk, derivatives
Amplification, Euro crisis, financial crisis, Pecuniary externalities, safe asset, shadow banking, systemic risk, teaching
(Inside) Money, Endogenous Risk Dynamics, Financial Frictions, Macroeconomic Modeling, Monetary Economics, Paradox of Prudence, Volatility Paradox
safe asset, government debt, Debt Laffer Curve, Ponzi Scheme, fiscal capacity, I Theory of Money, r vs. g
bank run, deposit insurance, financial crises
Asset price bubbles, CoVaR, Credit Booms, Financial crises, systemic risk
European Safe Bonds, safe assets, sovereign risk
Fiscal policy, Monetary Economics
Capital Flows, Flight to safety, SBBS, sovereign bond backed securities, sudden stop
Expectation, heterogenous beliefs, belief biases, consumption, saving, portfolio choice, overconfidence, gambling
bubbles, capital flows, credit, macroprudential policy, monetary policy
hyperinflation, debt-inflation, macro-finance
Systemic Risk, Banks, Non-interest Income, Risk-spillover, Capital requirements
