Romain G. Rancière

University of Southern California

2250 Alcazar Street

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

33

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7,597

CITATIONS
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Top 3,520

in Total Papers Citations

149

Scholarly Papers (33)

1.
Downloads 2,257 ( 5,765)
Citation 8

Crash Risk in Currency Markets

NYU Working Paper No. FIN-09-007
Number of pages: 68 Posted: 07 May 2009 Last Revised: 13 Mar 2015
Harvard University - Department of Economics, Computer Science, Harvard University - Department of Economics, University of Southern California and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,205 (5,883)
Citation 7

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Exchange Rates, Disaster Risk, Currency Options

Crash Risk in Currency Markets

NBER Working Paper No. w15062
Number of pages: 94 Posted: 08 Jun 2009 Last Revised: 29 Aug 2010
Harvard University - Department of Economics, Computer Science, Harvard University - Department of Economics, University of Southern California and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 51 (386,214)
Citation 2

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Crash Risk in Currency Markets

CEPR Discussion Paper No. DP7322
Number of pages: 83 Posted: 15 Jul 2009
Harvard University - Department of Economics, Computer Science, Harvard University - Department of Economics, University of Southern California and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1 (674,836)
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carry trade, currency crisis, currency options, disaster risk, exchange rate, financial crisis

2.
Downloads 1,173 ( 16,773)
Citation 71

Financial Development, Financial Fragility, and Growth

CESifo Working Paper Series No. 684, IMF Working Paper No. 05/170
Number of pages: 35 Posted: 23 Nov 2005
Norman Loayza and Romain G. Rancière
World Bank - Research Department and University of Southern California
Downloads 487 (55,837)
Citation 22

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Financial Development, Financial Fragility, and Growth

IMF Working Paper No. 05/170
Number of pages: 32 Posted: 03 Mar 2006
Norman Loayza and Romain G. Rancière
World Bank - Research Department and University of Southern California
Downloads 429 (65,340)

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Growth empirics, banking crisis, pooled mean group estimation

Financial Development, Financial Fragility, and Growth

UPF Working Paper 855
Number of pages: 35 Posted: 30 Nov 2005
Norman Loayza and Romain G. Rancière
World Bank - Research Department and University of Southern California
Downloads 257 (116,683)
Citation 68

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Financial development

3.
Downloads 783 ( 30,213)
Citation 27

Inequality, Leverage and Crises

IMF Working Paper No. 10/268
Number of pages: 38 Posted: 01 Feb 2011
Michael Kumhof and Romain G. Rancière
Bank of England and University of Southern California
Downloads 776 (30,064)
Citation 12

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Borrowing, Consumption, Debt, Economic models, Financial crisis, Financial risk, Financial sector, Household credit, Income distribution, Private sector, United States

Inequality, Leverage and Crises

CEPR Discussion Paper No. DP8179
Number of pages: 41 Posted: 18 Jan 2011
Michael Kumhof and Romain G. Rancière
Bank of England and University of Southern California
Downloads 7 (618,512)
Citation 47
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Income inequality, wealth inequality, leverage, financial crises, wealth

Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

Swiss Finance Institute Research Paper No. 06-16
Number of pages: 55 Posted: 06 Oct 2006
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 585 (44,147)

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exchange rate regime, financial development, growth

Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

NBER Working Paper No. w12117
Number of pages: 48 Posted: 15 May 2006 Last Revised: 12 Aug 2010
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 38 (436,121)

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Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

CEPR Discussion Paper No. 5629
Number of pages: 50 Posted: 18 Jul 2006
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 31 (468,097)
Citation 121
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Exchange rate regime, financial development, growth

5.

The Optimal Level of International Reserves for Emerging Market Countries: Formulas and Applications

IMF Working Paper No. 06/229
Number of pages: 35 Posted: 13 Nov 2006
Olivier Jeanne and Romain G. Rancière
International Monetary Fund (IMF) - Research Department and University of Southern California
Downloads 513 (52,864)
Citation 24

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6.
Downloads 437 ( 64,532)
Citation 2

Income Inequality and Current Account Imbalances

IMF Working Paper No. 12/8
Number of pages: 44 Posted: 02 Feb 2012
Bank of England, International Monetary Fund (IMF), University of Southern California, Federal Reserve Bank of Dallas and College of William and Mary
Downloads 294 (101,149)

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Credit demand, Cross country analysis, Current account deficits, Domestic debt, Economic models, Income distribution

Income Inequality and Current Account Imbalances

IMF Working Paper No. 12/8
Number of pages: 46 Posted: 02 Jun 2015
Bank of England, International Monetary Fund (IMF), University of Southern California, Federal Reserve Bank of Dallas and College of William and Mary
Downloads 143 (201,128)
Citation 9

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Credit demand, Domestic debt, Economic models, Income distribution, current account, current account deficit, private credit, current account balance, current account imbalances, current account deficits, current accounts, current account surpluses, current account balances, global current account, global current account imbalances

7.
Downloads 286 (104,779)
Citation 34

Systemic Crises and Growth

CESifo Working Paper Series No. 1451
Number of pages: 58 Posted: 25 Apr 2005
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 159 (184,054)

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financial constraints, growth and institutions, bailout guarantees, volatility, emerging markets

Systemic Crises and Growth

UPF Economics and Business Working Paper 854
Number of pages: 49 Posted: 30 Nov 2005
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 95 (272,573)
Citation 2

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Financial constraints, growth and institutions, bailout guarantees, volatility, emerging markets

Systemic Crises and Growth

NBER Working Paper No. w11076
Number of pages: 71 Posted: 14 Aug 2012
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 32 (462,992)
Citation 75

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8.
Downloads 256 (117,701)
Citation 3

Crises and Growth: A Re-Evaluation

CESifo Working Paper Series No. 1160
Number of pages: 65 Posted: 13 Apr 2004
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 151 (192,337)

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Crises and Growth: A Re-Evaluation

NBER Working Paper No. w10073
Number of pages: 61 Posted: 04 Jan 2004 Last Revised: 12 Jul 2010
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 72 (323,561)
Citation 10

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Crises and Growth: A Re-Evaluation

UPF Economics and Business Working Paper 852
Number of pages: 48 Posted: 30 Nov 2005
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 33 (458,227)

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Bailouts, bottlenecks, credit market imperfections, currency mismatch, financial fragility, macroeconomic voliatility

9.

Banks, Liquidity Crises and Economic Growth

UPF Economics and Business Working Paper 853
Number of pages: 52 Posted: 30 Nov 2005
Alejandro Gaytan and Romain G. Rancière
Banco de Mexico, Macrofinancial Analysis Division and University of Southern California
Downloads 253 (119,212)
Citation 10

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OLG growth models, liquidity, financial intermediation, financial fragility, banking crises

10.
Downloads 231 (130,628)
Citation 7

The Overhang Hangover

World Bank Policy Research Working Paper No. 3673, Swiss Finance Institute Research Paper No. 06-3
Number of pages: 43 Posted: 09 Aug 2005
Jean M. Imbs and Romain G. Rancière
Paris School of Economics (PSE) and University of Southern California
Downloads 213 (140,952)
Citation 2

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Debt Overhang, Kernel Estimation, Debt Contracts, Investment, Debt Relief

The Overhang Hangover

CEPR Discussion Paper No. 5210
Number of pages: 48 Posted: 07 Oct 2005
Jean M. Imbs and Romain G. Rancière
Paris School of Economics (PSE) and University of Southern California
Downloads 18 (545,182)
Citation 5
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Debt overhang, kernel estimation, debt contracts, investment, debt relief

11.

Wealth, Financial Intermediation and Growth

UPF Economics and Business Working Paper 851
Number of pages: 47 Posted: 30 Nov 2005
Alejandro Gaytan and Romain G. Rancière
Banco de Mexico, Macrofinancial Analysis Division and University of Southern California
Downloads 181 (164,159)
Citation 3

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Financial development, economic growth, OLG growth models, liquidity, financial intermediation

12.
Downloads 115 (237,430)
Citation 4

Credit Standards and Segregation

INSEAD Working Paper No. 2013/67/EPS
Number of pages: 53 Posted: 06 Mar 2011 Last Revised: 03 Jul 2013
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
Downloads 114 (240,117)
Citation 5

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The Effect of Credit Standards on Urban and School Segregation

CEPR Discussion Paper No. DP8300
Number of pages: 71 Posted: 28 Mar 2011
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
Downloads 1 (674,836)
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lending standards, mortgage, segregation

13.

Inequality, Leverage and Crises: The Case of Endogenous Default

IMF Working Paper No. 13/249
Number of pages: 49 Posted: 09 Jan 2014
Michael Kumhof, Romain G. Rancière and Pablo Winant
Bank of England, University of Southern California and Bank of England
Downloads 101 (259,993)
Citation 4

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Income distribution, Private sector, Credit demand, Debt, Financial crisis, Income inequality, wealth inequality, debt leverage, financial crises, wealth in utility, global solution methods., recession, crisis probability, consumption smoothing, consumption inequality, real interest rate, crisis probabilities, general equilibrium, consumption levels, household income, lifetime consumption, systemic risk, household income inequality, income growth, crisis episodes, consumer durables, consumption declines, credit boom, consumption volatility, lifetime income, credit booms, level of consumption, consumption constant, consumer expenditure survey, financial liberalization, distribution of income,

14.

Why Do Reforms Occur in Crises Times?

USC-INET Research Paper No. 16-19
Number of pages: 37 Posted: 16 Jun 2016
Romain G. Rancière and Aaron Tornell
University of Southern California and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 84 (292,447)
Citation 3

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Structural Reforms; Trade Liberalization; Crises; Tragedy of Commons; Preemption Games.

Structural Demand Estimation with Borrowing Constraints

CEPR Discussion Paper No. DP10866
Number of pages: 64 Posted: 13 Oct 2015
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
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demand estimation, house prices, housing, mortgage credit, segregation

16.

Decomposing the Effects of Financial Liberalization: Crises vs. Growth

NBER Working Paper No. w12806
Number of pages: 23 Posted: 05 Jan 2007 Last Revised: 30 Jun 2010
Romain G. Rancière, Aaron Tornell and Frank Westermann
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 68 (330,134)
Citation 47

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Sovereign Bond Prices, Haircuts and Maturity

NBER Working Paper 23864, 2018
Number of pages: 49 Posted: 31 Jul 2018
Tamon Asonuma, Dirk Niepelt and Romain G. Rancière
International Monetary Fund Research Department, University of Bern - Department of Economics and University of Southern California
Downloads 14 (571,164)

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Sovereign Debt; Sovereign Default; Debt Restructuring; Bond Prices; Haircuts; Maturity; Restructuring Probability

Sovereign Bond Prices, Haircuts and Maturity

NBER Working Paper No. w23864
Number of pages: 43 Posted: 02 Oct 2017
Tamon Asonuma, Dirk Niepelt and Romain G. Rancière
International Monetary Fund Research Department, University of Bern - Department of Economics and University of Southern California
Downloads 4 (640,293)

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Sovereign Bond Prices, Haircuts and Maturity

CEPR Discussion Paper 12252
Number of pages: 45 Posted: 11 Sep 2017
Tamon Asonuma, Dirk Niepelt and Romain G. Rancière
International Monetary Fund Research Department, University of Bern - Department of Economics and University of Southern California
Downloads 3 (649,088)

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Sovereign Debt; Sovereign Default; Debt Restructuring; Bond Prices; Haircuts; Maturity; Default Probability

Sovereign Bond Prices, Haircuts and Maturity

CEPR Discussion Paper No. DP12252
Number of pages: 45 Posted: 11 Sep 2017
Tamon Asonuma, Dirk Niepelt and Romain G. Rancière
International Monetary Fund Research Department, University of Bern - Department of Economics and University of Southern California
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Bond Pricing, debt restructuring, Sovereign debt

18.

A New Index of Currency Mismatch and Systemic Risk

IMF Working Paper No. 10/263
Number of pages: 26 Posted: 01 Feb 2011
Romain G. Rancière, Aaron Tornell and Athanasios Vamvakidis
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund (IMF) - European Department
Downloads 64 (340,792)

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Banking sector, Cross country analysis, Currencies, Economic models, Emerging markets, Europe, External borrowing, Financial crisis, Fiscal risk, Loans, Sovereign debt, Time series

Power Laws in Firm Size and Openness to Trade: Measurement and Implications

IMF Working Paper No. 10/109
Number of pages: 32 Posted: 03 May 2010
Andrei A. Levchenko, Julian di Giovanni and Romain G. Rancière
University of Michigan - Department of Economics, Universitat Pompeu Fabra - Department of Economics and Business and University of Southern California
Downloads 59 (359,930)

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Power Laws in Firm Size and Openness to Trade: Measurement and Implications

CEPR Discussion Paper No. DP7773
Number of pages: 33 Posted: 12 Apr 2010
Julian di Giovanni, Andrei A. Levchenko and Romain G. Rancière
Universitat Pompeu Fabra - Department of Economics and Business, University of Michigan - Department of Economics and University of Southern California
Downloads 3 (649,088)
Citation 33
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Firm Size Distribution, International Trade, Power Laws

20.

Structural Demand Estimation With Borrowing Constraints

USC-INET Research Paper No. 16-18
Number of pages: 67 Posted: 16 Jun 2016
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
Downloads 19 (520,531)

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Location choice, industrial organization, urban economics, credit constraints, differentiated products, segregation.

Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects

NBER Working Paper No. w23572
Number of pages: 50 Posted: 17 Jul 2017
Jonas Heipertz, Amine Ouazad, Romain G. Rancière and Natacha Valla
Paris School of Economics (PSE), HEC Montréal, University of Southern California and European Union - European Investment Bank
Downloads 7 (618,512)

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Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects

CEPR Discussion Paper No. DP12134
Number of pages: 52 Posted: 10 Jul 2017
Jonas Heipertz, Amine Ouazad, Romain G. Rancière and Natacha Valla
Paris School of Economics (PSE), HEC Montréal, University of Southern California and European Union - European Investment Bank
Downloads 0
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Asset Pricing, Dynamic Factors., Financial Networks, General Equilibrium Model of Asset Trade, heterogenous beliefs

22.

A New Index of Currency Mismatch and Systemic Risk

CEPR Discussion Paper No. DP8250
Number of pages: 28 Posted: 21 Feb 2011
Romain G. Rancière, Aaron Tornell and Athanasios Vamvakidis
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund (IMF) - European Department
Downloads 7 (592,531)
Citation 1
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Currency Mismatch, Emerging Economies, Financial Crises, Systemic Risk

23.

Financial Black-Holes: The Interaction of Financial Regulation and Bailout Guarantees

CEPR Discussion Paper No. DP8248
Number of pages: 60 Posted: 21 Feb 2011
Romain G. Rancière and Aaron Tornell
University of Southern California and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 6 (598,975)
Citation 2
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Bailout Guarantees, Derivatives, Financial Crisis, Financial Regulation

24.

Growth and Risk at the Industry Level: The Real Effects of Financial Liberalization

CEPR Discussion Paper No. DP6715
Number of pages: 47 Posted: 10 Jun 2008
Andrei A. Levchenko, Romain G. Rancière and Mathias Thoenig
University of Michigan - Department of Economics, University of Southern California and Ecole Nationale des Ponts et Chaussées (ENPC) - Centre d'Enseignement et de Recherche en Analyse Socio-Economique (CERAS)
Downloads 6 (598,975)
Citation 52
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difference-in-differences estimation, financial liberalization, growth, industry-level data, propensity score matching, volatility

25.

The Optimal Level of International Reserves for Emerging Market Countries: A New Formula and Some Applications

CEPR Discussion Paper No. DP6723
Number of pages: 46 Posted: 11 Jun 2008
Olivier Jeanne and Romain G. Rancière
International Monetary Fund (IMF) - Research Department and University of Southern California
Downloads 5 (605,538)
Citation 56
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balance-of-payments crises, International Reserves, Sudden Stops

26.

Fiscal Discoveries and Sudden Decouplings

CEPR Discussion Paper No. DP9368
Number of pages: 61 Posted: 26 Feb 2013
Luis A. V. Catão, Ana Fostel and Romain G. Rancière
Inter American Development Bank, University of Virginia and University of Southern California
Downloads 3 (620,272)
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Default, Eurozone Debt Crisis, Fiscal Gaps, Information Asymmetry, Perfect Bayesian Equilibrium, Pesistence, Sovereign Debt, Volatility

27.

The Optimal Level of International Reserves for Emerging Market Countries: A New Formula and Some Applications

The Economic Journal, Vol. 121, Issue 555, pp. 905-930, 2011
Number of pages: 26 Posted: 21 Sep 2011
Olivier Jeanne and Romain G. Rancière
Johns Hopkins University - Department of Economics and University of Southern California
Downloads 2 (630,209)
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28.

Currency Mismatch, Systemic Risk and Growth in Emerging Europe

Economic Policy, Vol. 25, No. 64, pp. 597-658, October 2010
Number of pages: 62 Posted: 12 Oct 2010
Romain G. Rancière, Aaron Tornell and Athanasios Vamvakidis
University of Southern California, University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund (IMF) - European Department
Downloads 2 (630,209)
Citation 30
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Market Frictions, Arbitrage, and the Capitalization of Amenities

CEPR Discussion Paper No. DP13689
Number of pages: 61 Posted: 30 Apr 2019
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
Downloads 1 (674,836)
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Dynamic Housing Choices, Limits of arbitrage, Market Friction, Mortgage Crisis, Pricing of Amenities

30.

Media Sentiment and International Asset Prices

CEPR Discussion Paper No. DP13366
Number of pages: 35 Posted: 11 Dec 2018
Samuel P. Fraiberger, Do Q Lee, Damien Puy and Romain G. Rancière
Computer Science, International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) and University of Southern California
Downloads 0 (661,060)
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Asset Pricing, behavioral finance, Capital Flows, Investor Sentiment, Natural Language Processing, news media

City Equilibrium with Borrowing Constraints: Structural Estimation and General Equilibrium Effects

NBER Working Paper No. w23994
Number of pages: 60 Posted: 06 Nov 2017
Amine Ouazad and Romain G. Rancière
HEC Montréal and University of Southern California
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32.

Macroeconomic Volatility and Welfare in Developing Countries: An Introduction

The World Bank Economic Review, Vol. 21, No. 3, pp. 343-357, 2007
Posted: 16 Jun 2008
Norman Loayza, Romain G. Rancière, Luis Servén and Jaume Ventura
World Bank - Research Department, University of Southern California, World Bank - Development Research Group (DECRG) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

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33.

Productivity Growth and the Exchange Rate Regime: The Role of Financial Development

UPF Economics and Business Working Paper No. 850
Posted: 30 Nov 2005
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics

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Productivity growth; exchange rate