Bendheim Center for Finance
Princeton University - Department of Economics
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Bubbles, Hedge Funds, Limits to Arbitrage
Financial Crisis, Bubbles, Liquidity, Liquidity Spirals, Credit Crunch
value at risk, systemic risk, risk spillovers, financial architecture
Bubbles, Temporal Coordination, Synchronization, Market Timing, Limits to Arbitrage, Behavioral Finance, Dynamic Global Games
Bubbles, Crashes, Financial Crises, Systemic Risk
Systemic risk measure, systemic risk allocation, feedback effects, shadow prices, systemic risk limits, systemic risk charges, cap and trade
Systemic Risk, Banks, Non-interest Income, Risk-spillover, Capital requirements
Funding liquidity, Hedging, Maturity structure, Risk management
Liquidity Risk Management, Liquidity, Liquidation, Systemic Risk, Leverage, Margins, Haircuts
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP6179.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Counterparty credit risk, leverage, liquidity risk management, margins, systemic risk, value-at-risk
Measurement, Systemic Risk, Liquidity
Predation, Valuation, Liquidity, Risk Management, Systemic Risk
File name: SSRN-id622064.
Dealer exit stress test, liquidity crisis, predation, valuation, liquidity, risk management, systemic risk
leadership, CEO overconfidence, coordination games
diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: DP11317.
bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis
Liquidity, liquidity mismatch
Household portfolio choice, risk aversion, panel data
portfolio choice, asset pricing, expectations, heterogeneous beliefs, optimal
File name: DP6181.
Belief biases, heterogeneous beliefs, optimal expectations, skewness
short selling, predatory trading, financial institutions, leverage constraints
Clock games, experiments, currency attacks, bubbles, polutical revolution
credit flows, capital flows, sudden stops, pecuniary externalities, hot money, Phoenix Miracle, terms of trade hedge
File name: DP10339.
hot money, international capital flows, international credit flows, pecuniary externalities, sudden stops, terms of trade hedge
ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling
File name: DP11537.
bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets
File name: DP6183.
Behavioural finance, housing, inflation illusion, interest rate, money illusion, mortgages, real estate
File name: SSRN-id629202.
Expectation, heterogenous beliefs, belief biases, consumption, saving, portfolio choice, overconfidence, gambling
File name: DP11329.
(Inside) Money, Endogenous Risk Dynamics, Financial Frictions, Macroeconomic Modeling, Monetary Economics, Paradox of Prudence, Volatility Paradox
File name: DP11444.
(Inside) Money, Endogenous Risk Dynamics, Financial Frictions., Monetary Economics, Paradox of Prudence
File name: DP10528.
bubbles, capital flows, credit, macroprudential policy, monetary policy
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