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User profiles for author:"Markus Brunnermeier"

Markus Brunnermeier

Princeton University
Verified email at princeton.edu
Cited by 6020

Deciphering the liquidity and credit crunch 2007-08

[PDF] from immagic.com
MK Brunnermeier - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES DECIPHERING THE LIQUIDITY AND
CREDIT CRUNCH 2007-08 Markus K. Brunnermeier Working Paper 14612
http://www.nber.org/papers/w14612 NATIONAL BUREAU OF ECONOMIC ...
Cited by 1168 - Related articles - Library Search - All 138 versions

Market liquidity and funding liquidity

[TXT] from nyu.edu
Full text - MIT Libraries
MK Brunnermeier… - Review of Financial …, 2009 - Soc Financial Studies
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Cited by 977 - Related articles - Library Search - BL Direct - All 77 versions

Bubbles and crashes

[PDF] from lse.ac.uk
Full text - MIT Libraries
D Abreu… - Econometrica, 2003 - Wiley Online Library
Page 1. Econometrica, Vol. 71, No. 1 (January, 2003), 173–204 BUBBLES AND CRASHES
By Dilip Abreu and Markus K. Brunnermeier1 We present a model in which an asset bubble
can persist despite the presence of ratio- nal arbitrageurs. ...
Cited by 603 - Related articles - Library Search - BL Direct - All 38 versions

[PDF] The fundamental principles of financial regulation

[PDF] from upenn.edu
MK Brunnermeier… - 2009 - fic.wharton.upenn.edu
Page 1. The Fundamental Principles of Financial Regulation Markus Brunnermeier, Princeton
University Andrew Crocket, JPMorgan Chase Charles Goodhart, London School of Economics
Martin Hellwig, Max Planck Institute Avinash D. Persaud, Chairman. ...
Cited by 496 - Related articles - View as HTML - Library Search - All 37 versions

[BOOK] Asset pricing under asymmetric information: Bubbles, crashes, technical analysis, and herding

[PDF] from princeton.edu
MK Brunnermeier - 2001 - books.google.com
Page 1. Asset Pricing under Asymmetric Information Bubbles, Crashes, Technical
Analysis, and Herding Markus K. Brunnermeier Page 2. Page 3. "This book develops
the conceptual foundations required for the analysis of markets ...
Cited by 384 - Related articles - Get it from MIT Libraries - Library Search - All 12 versions

Predatory trading

[TXT] from nyu.edu
Full text - MIT Libraries
MK Brunnermeier… - The Journal of Finance, 2005 - Wiley Online Library
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Cited by 310 - Related articles - BL Direct - All 48 versions

Optimal expectations

[PDF] from lse.ac.uk
MK Brunnermeier… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES OPTIMAL EXPECTATIONS Markus K.
Brunnermeier Jonathan A. Parker Working Paper 10707 http://www.nber.org/papers/
w10707 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 279 - Related articles - Library Search - BL Direct - All 43 versions

Synchronization risk and delayed arbitrage

[PDF] from princeton.edu
Full text - MIT Libraries
D Abreu… - Journal of Financial Economics, 2002 - Elsevier
Cited by 225 - Related articles - All 24 versions

Carry trades and currency crashes

[PDF] from princeton.edu
MK Brunnermeier, S Nagel… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES CARRY TRADES AND CURRENCY
CRASHES Markus K. Brunnermeier Stefan Nagel Lasse H. Pedersen Working Paper
14473 http://www.nber.org/papers/w14473 NATIONAL BUREAU ...
Cited by 199 - Related articles - Library Search - All 39 versions

Disclosure requirements and stock exchange listing choice in an international context

[PDF] from princeton.edu
Full text - MIT Libraries
S Huddart, JS Hughes… - Journal of Accounting and …, 1999 - Elsevier
We use a rational expectations model to examine how public disclosure requirements affect
listing decisions by rent-seeking corporate insiders, and allocation decisions by liquidity
traders seeking to minimize trading costs. We find that exchanges competing for trading ...
Cited by 187 - Related articles - Library Search - BL Direct - All 24 versions

Money illusion and housing frenzies

[PDF] from lse.ac.uk
Full text - MIT Libraries
MK Brunnermeier… - Review of Financial Studies, 2008 - Soc Financial Studies
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Cited by 152 - Related articles - Library Search - BL Direct - All 44 versions

Do wealth fluctuations generate time-varying risk aversion? Micro-evidence on individuals' asset allocation

[PDF] from bcrp.gob.pe
MK Brunnermeier… - 2006 - nber.org
Page 1. NBER WORKING PAPER SERIES DO WEALTH FLUCTUATIONS
GENERATE TIME-VARYING RISK AVERSION? MICRO-EVIDENCE ON
INDIVIDUALS' ASSET ALLOCATION Markus K. Brunnermeier Stefan Nagel ...
Cited by 136 - Related articles - Library Search - BL Direct - All 24 versions

[PDF] A macroeconomic model with a financial sector

[PDF] from princeton.edu
M Brunnermeier… - Unpublished manuscript, …, 2010 - scholar.princeton.edu
Abstract This paper studies the full equilibrium dynamics of an economy with financial
frictions. Due to highly non-linear amplification effects, the economy is prone to instability
and occasionally enters volatile episodes. Risk is endogenous and asset price ...
Cited by 123 - Related articles - View as HTML - All 44 versions

Optimal beliefs, asset prices, and the preference for skewed returns

[PDF] from univ-tlse1.fr
MK Brunnermeier, C Gollier… - 2007 - nber.org
Page 1. NBER WORKING PAPER SERIES OPTIMAL BELIEFS, ASSET PRICES, AND THE
PREFERENCE FOR SKEWED RETURNS Markus K. Brunnermeier Christian Gollier Jonathan
A. Parker Working Paper 12940 http://www.nber.org/papers/w12940 ...
Cited by 80 - Related articles - Library Search - BL Direct - All 39 versions

Information leakage and market efficiency

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Full text - MIT Libraries
MK Brunnermeier - Review of Financial Studies, 2005 - Soc Financial Studies
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Cited by 50 - Related articles - All 19 versions

[CITATION] Bubbles

MK Brunnermeier - The New Palgrave Dictionary of Economics, 2008
Cited by 47 - Related articles

Clock games: Theory and experiments

[PDF] from escholarship.org
Full text - MIT Libraries
MK Brunnermeier… - Games and Economic Behavior, 2010 - Elsevier
Cited by 42 - Related articles - All 45 versions

Leadership, coordination and mission-driven management

[PDF] from puc-rio.br
P Bolton, MK Brunnermeier… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES LEADERSHIP, COORDINATION AND
MISSION-DRIVEN MANAGEMENT Patrick Bolton Markus K. Brunnermeier Laura
Veldkamp Working Paper 14339 http://www.nber.org/papers/w14339 ...
Cited by 24 - Related articles - Library Search - All 25 versions

[CITATION] De-ciphering the credit crisis of 2007

M Brunnermeier - Journal of Economic Perspectives, 2008
Cited by 19 - Related articles - Get it from MIT Libraries

A note on liquidity risk management

[PDF] from princeton.edu
MK Brunnermeier… - 2009 - nber.org
Page 1. NBER WORKING PAPER SERIES A NOTE ON LIQUIDITY RISK
MANAGEMENT Markus K. Brunnermeier Motohiro Yogo Working Paper 14727
http://www.nber.org/papers/w14727 NATIONAL BUREAU OF ECONOMIC ...
Cited by 17 - Related articles - Library Search - All 26 versions

[PDF] Risk topography

[PDF] from nber.org
MK Brunnermeier, G Gorton… - 2011 - nber.org
Page 1. Risk Topography Markus K. Brunnermeier, Gary Gorton, and Arvind
Krishnamurthy* First Draft: March 30, 2011 This Draft: May 31, 2011 Abstract The
aim of this paper is to conceptualize and design a risk topography ...
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[CITATION] Forthcoming.“Market Liquidity and Funding Liquidity.”

M Brunnermeier… - Review of Financial studies
Cited by 14 - Related articles - Get it from MIT Libraries

[PDF] Buy on rumors-sell on news: a manipulative trading strategy

[PDF] from lse.ac.uk
MK Brunnermeier - London School of Economics, Financial Markets …, 1998 - lse.ac.uk
Page 1. _____ FINANCIAL MARKETS GROUP AN ESRC RESEARCH
CENTRE _____ LONDON SCHOOL OF ECONOMICS ...
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[CITATION] J. Parker, 2007. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns

Full text - MIT Libraries
M Brunnermeier… - American Economic Review
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[PDF] Complexity in financial markets

[PDF] from princeton.edu
MK Brunnermeier… - 2009 - princeton.edu
Page 1. 1 COMPLEXITY IN FINANCIAL MARKETS Markus K. Brunnermeier Princeton
University Martin Oehmke Columbia University CURRENT DRAFT: Septermber 10,
2009 FIRST DRAFT: September 15, 2008 Abstract Should ...
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Bubbles and crashes

MK Brunnermeier - FMG Discussion Papers, 2002 - ideas.repec.org
Downloadable (with restrictions)! We present a model in which an asset bubble can persist despite
the presence of rational arbitrageurs. The resilience of the bubble stems from the inability of
arbitrageurs to temporarily coordinate their selling strategies. This synchronization problem ...
Cited by 11 - Related articles - Cached - All 4 versions

[PDF] Buy on Rumors-Sell on News

[PDF] from princeton.edu
MK Brunnermeier - 2001 - princeton.edu
Page 1. Buy on Rumors - Sell on News Markus K. Brunnermeier I Princeton University †
October 11, 2001 Abstract This paper shows that a trader who receives a leaked signal prior
to a public announcement can exploit this private information twice. ...
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[CITATION] Funding liquidity and market liquidity

MK Brunnermeier… - 2006 - working paper, Princeton University
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[PDF] Thoughts on the New Financial Architecture

[PDF] from princeton.edu
MK Brunnermeier - Work in progress, 2008 - princeton.edu
Page 1. Click to edit Master title style Thoughts on a New Financial Architecture Markus K.
Brunnermeier Princeton University Page 2. Click to edit Master title style ▪ What went wrong? ▪
What are the challenges? ▪ How can we improve the financial architecture? ▪ 10 point plan ...
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[CITATION] The fundamental principles of financial regulation. 11th Geneva Report on the World Economy

M Brunnermeier, A Crockett, C Goodhart… - … Conference Draft. London: …, 2009
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[PDF] Prices, Price Processes, Volume and their Information-A Survey of the Market Microstructure Literature

[PDF] from lse.ac.uk
MK Brunnermeier - 1998 - lse.ac.uk
Page 1. _____ FINANCIAL MARKETS GROUP AN ESRC RESEARCH
CENTRE _____ LONDON SCHOOL OF ECONOMICS ...
Cited by 8 - Related articles - View as HTML - All 2 versions

An economic model of the planning fallacy

[PDF] from northwestern.edu
MK Brunnermeier, F Papakonstantinou… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES AN ECONOMIC MODEL OF THE PLANNING
FALLACY Markus K. Brunnermeier Filippos Papakonstantinou Jonathan A. Parker
Working Paper 14228 http://www.nber.org/papers/w14228 ...
Cited by 7 - Related articles - Library Search - All 21 versions

Financial Crises: Mechanisms, Prevention and Management1

[PDF] from leighbureau.com
MK Brunnermeier - … and Financial Regulation: Key Issues for …, 2009 - books.google.com
Page 105. Financial Crises: Mechanisms, Prevention and Management1 Markus K.
Brunnermeier Princeton University The recent financial turmoil has led to disruptions in credit
flow second only to the one during the Great Depression in the 1930s. ...
Cited by 7 - Related articles - All 13 versions

[CITATION] CoVaR Federal Reserve Bank of New York

T Adrian… - Staff Reports, 2010
Cited by 7 - Related articles

[PDF] Macroeconomics with financial frictions: A survey

[PDF] from dklevine.com
MK Brunnermeier, T Eisenbach… - Unpublished, Princeton …, 2011 - dklevine.com
Page 1. Macroeconomics with Financial Frictions: A Survey Markus K. Brunnermeier,
Thomas M. Eisenbach and Yuliy Sannikov ∗ January 2012 Abstract This article
surveys the macroeconomic implications of financial frictions. ...
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[PDF] On bounded rationality and risk aversion

[PDF] from lse.ac.uk
MK Brunnermeier… - LSE FINANCIAL …, 1997 - lse.ac.uk
Page 1. _____ FINANCIAL MARKETS GROUP AN ESRC RESEARCH
CENTRE _____ LONDON SCHOOL OF ECONOMICS ...
Cited by 6 - Related articles - View as HTML - BL Direct - All 5 versions

[CITATION] others. 2009

M Brunnermeier - The Fundamental Principles of Financial Regulation
Cited by 6 - Related articles

Economists1Perspectives on Leadership!

[PDF] from nyu.edu
P Bolton, MK Brunnermeier… - 2008 - books.google.com
Page 254. 9 Economists' Perspectives on Leadership Patrick Bolton, Markus K.
Brunnermeier, and Laura Veldkamp Introduction It is fair to say that leadership in
organizations is not a topic that has received a lot of attention by economists. ...
Cited by 6 - Related articles - All 9 versions

Learning to reoptimize consumption at new income levels: A rationale for prospect theory

[PDF] from princeton.edu
Full text - MIT Libraries
MK Brunnermeier - Journal of the European Economic …, 2004 - Wiley Online Library
Page 1. LEARNING TO REOPTIMIZE CONSUMPTION AT NEW INCOME LEVELS:
A RATIONALE FOR PROSPECT THEORY Markus K. Brunnermeier Princeton
University Abstract This paper provides a theoretical rationale ...
Cited by 5 - Related articles - BL Direct - All 14 versions

[CITATION] «Bubbles» en The New Palgrave Dictionary of Economics

MK Brunnermeier, L Blume… - Segunda Edição. Palgrave Macmillan, 2008
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[PDF] Banks' Non-Interest Income and Systemic Risk

[PDF] from princeton.edu
MK Brunnermeier, G Dong… - Princeton University and …, 2011 - scholar.princeton.edu
... Louis for helpful comments and discussions. All errors remain our responsibility. Corresponding
author: Markus Brunnermeier, Princeton University, 26 Prospect Avenue, Princeton, NJ 08540,
markus@princeton.edu. Page 2. 1 “These banks have become trading operations. ...
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[PDF] CoVar: a method for macroprudential regulation

[PDF] from tilburguniversity.edu
T Adrian… - … Reserve Bank of New York Staff …, 2009 - tilburguniversity.edu
... CoVaR: A Method for Macroprudential Regulation Tobias Adrian and *Markus Brunnermeier
We are grateful to the following institutions for their financial and organizational support: ESI,
EBC, the Faculty of Economics of Tilburg University and Venice International University ...
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[PDF] CoVaR

[PDF] from deutschebundesbank.eu
MK Brunnermeier… - Staff Reports, Federal …, 2009 - deutschebundesbank.eu
Page 1. www.bundesbank.de Conference on “The Future of Banking Regulation” Frankfurt am
Main, 24-25 September 2009 Tobias Adrian Federal Reserve Bank of New York Markus K.
Brunnermeier Princeton University “CoVaR“ Page 2. CoVaR Tobias Adrian) ...
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Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy

MK Brunnermeier - FMG Discussion Papers, 1999 - ideas.repec.org
Downloadable (with restrictions)! This paper considers a two country economy similar to that
in Obstfeld and Rogoff (1995). We build on their model by distinguishing between sticky retail
prices, sticky wholesale prices and sticky wages. We find that conclusions about whether monetary ...
Cited by 3 - Related articles - Cached - BL Direct - All 4 versions

[PDF] The I Theory of Money

[PDF] from nyu.edu
MK Brunnermeier… - work in progress, 2010 - econ.nyu.edu
Page 1. The I Theory of Money ∗ Markus K. Brunnermeier † and Yuliy Sannikov ‡
first version: Oct. 10, 2010 this version: June 5, 2011 Abstract This paper provides
a theory of money, whose value depends on the functioning ...
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[PDF] Hedge Fund Tail Risk

[PDF] from nber.org
T Adrian, MK Brunnermeier… - 2011 - nber.org
Page 1. Hedge Fund Tail Risk Tobias Adrian$ Federal Reserve Bank of New York Markus
K. Brunnermeier% Princeton University Hoai&Luu Nguyen# Federal Reserve Bank of New
York This Version: February 1, 2010 First Version: July 28, 2007 ...
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[CITATION] 'Deciphering the 2007-2008 liquidity and credit crunch'2008

MK Brunnermeier - Journal of Economic Perspectives, forthcoming
Cited by 3 - Related articles

[CITATION] Deciphering the 2007 Liquidity Crunch

M Brunnermeier - presentation at the International Monetary Fund's …, 2007
Cited by 3 - Related articles

[CITATION] Bubbles, entry in The New Palgrave Dictionary of Economics, edited by Steven Durlauf and Lawrence Blume

M Brunnermeier - 2009
Cited by 4 - Related articles

[CITATION] qMarket Liquidity and Funding Liquidity, rReview of Financial Studies, forthcoming

M Brunnermeier… - 2005
Cited by 3 - Related articles

[CITATION] Hedge Fund Fat Tail Risk

T Adrian… - 2008 - Working paper
Cited by 3 - Related articles - Get it from MIT Libraries

[CITATION] The Fundamental Principles of Financial Regulation

A Crockett, M Brunnermeier, C Goodhart… - Geneva Reports on the …, 2009
Cited by 3 - Related articles

[CITATION] Deciphering the 2007-2008 Liquidity and Credit Crunch', paper presented at the conference

MK Brunnermeier - The Role of Money Markets”, New York, 2008
Cited by 2 - Related articles

[CITATION] Inflation Illusion, Credit and Asset Prices: A Comment

MK Brunnermeier - Asset Prices and Monetary Policy, NBER, forthcoming, 2007
Cited by 2 - Related articles

[CITATION] Buy on Rumors-Sell on News: A Manipulative Trading Strategy

BK Markus - 2000 - FMG Discussion Paper
Cited by 3 - Related articles

[CITATION] Market Liquidity and Funding Liquidity', NBER Working Paper# 12939

MK Brunnermeier… - 2007
Cited by 2 - Related articles

[CITATION] Financial Frictions and the Macroeconomy

MK Brunnermeier… - 2009 - Working Paper
Cited by 2 - Related articles - Get it from MIT Libraries

[PDF] ESBies: A realistic reform of Europe's financial architecture

[PDF] from voxeu.org
MK Brunnermeier, L Garicano, PR Lane… - The Future of …, 2011 - dev.voxeu.org
Page 26. 15 Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano,
Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh, and Dimitri
Vayanos Euro-nomics. com and CEPR ESBies: A realistic ...
Cited by 3 - Related articles - View as HTML - All 18 versions

[CITATION] 2oo8, Carry Trades and Currency Crashes

MK Brunnermeier, S Nagel… - NBER Macroeconomics Annual 2oo8
Cited by 2 - Related articles

[CITATION] QDeciphering the Liquidity and Credit Crunch 2oo7 o8

MK Brunnermeier - R Journal of Economic Perspectives, 2oo9, 2008
Cited by 2 - Related articles

[CITATION] forthcoming, The maturity rat race

M Brunnermeier… - Journal of Finance, 2012
Cited by 2 - Related articles - Get it from MIT Libraries

[CITATION] forthcoming," De-Ciphering the Credit Crisis of 2007,"

M Brunnermeier - Journal of Economic Perspectives, 2009
Cited by 2 - Related articles - Get it from MIT Libraries

[CITATION] Asset Pricing Under Asymmetric Information. Bubble, Crises, Technical Analysis and Herding

B Markus - 2001 - Oxford University Press, Oxford
Cited by 2 - Related articles

[CITATION] K., and Jonathan A. Parker, 2004,“Optimal Expectations,”

M Brunnermeier - NBER Working Paper
Cited by 2 - Related articles

[CITATION] jOptimal Expecta% tions, k American Economic Review

M Brunnermeier… - 2005 - September
Cited by 2 - Related articles

Money illusion and housing frenzies

[PDF] from csef.it
C Julliard… - NBER Working Paper No. W12810, 2006 - papers.ssrn.com
Abstract: A reduction in inflation can fuel run-ups in housing prices if people suffer from
money illusion. For example, investors who decide whether to rent or buy a house by simply
comparing monthly rent and mortgage payments do not take into account that inflation ...
Cited by 2 - Related articles - All 9 versions

[PDF] Liquidity Mismatch

[PDF] from northwestern.edu
M Brunnermeier, G Gorton… - 2011 - kellogg.northwestern.edu
Page 1. LIQUIDITY MISMATCH Markus Brunnermeier, Gary Gorton, and Arvind
Krishnamurthy Princeton and NBER, Yale and NBER, Northwestern and NBER Page
2. Objective Liquidity Mismatch Brunnermeier, Gorton, Krishnamurthy ...
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[CITATION] Hedge Funds and the Technology Bubble (Digest Summary)

MK Brunnermeier… - CFA Digest, 2005 - CFA Institute
Cited by 1 - Related articles

Prices, price processes, volume and their information: A literature survey

MK Brunnermeier - FMG Discussion Papers, 1997 - ideas.repec.org
Downloadable (with restrictions)! This survey summarises the recent theoretical developments
in understanding price processes. After introducing the rational expectations equilibria (REE)
concept the limitations of this approach are shown. We illustrate the relationship between ...
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[PDF] Financial Crisis Report

[PDF] from stanford.edu
MK Brunnermeier - 2010 - fcic-static.law.stanford.edu
Page 1. Financial Crisis Report For Financial Crisis Inquire Commission by Markus K.
Brunnermeier Part I: Deciphering the Liquidity and Credit Crunch (based on JEP article) Part
II: Special Section on Derivatives, Collateralized Lending and Complex Financial Instruments ...
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[PDF] Predatory Short Selling

[PDF] from princeton.edu
MK Brunnermeier… - 2008 - princeton.edu
Page 1. Predatory Short Selling∗ Markus K. Brunnermeier† Princeton University Martin Oehmke‡
Columbia University This version: November 2008 PRELIMINARY Abstract Financial institutions
may be vulnerable to predatory short selling. When the stock ...
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[PDF] Optimizing the Currency Area

[PDF] from princeton.edu
MK Brunnermeier… - ECB Colloquium in Honor of Lucas …, 2010 - princeton.edu
Page 1. Optimizing the Currency Area Markus K. Brunnermeier, Princeton University
“The Great Financial Crisis: Lessons for Financial Stability and Monetary Policy” ECB
Colloquium in Honor of Lucas Papademos 20. May 2010 (Session 1) ...
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4. Dynamic Trading Models, Technical Analysis, and the Role of Trading Volume

MK Brunnermeier - Asset Pricing under Asymmetric …, 2001 - ingentaconnect.com
Cited by 1 - Related articles

[CITATION] The Fundamental Principles of Financial Regulation

B Markus, A Crockett, C Goodhart, M Hellwig… - Geneva Reports on the …, 2009
Cited by 1 - Related articles

A Welfare Criterion for Models with Distorted Beliefs

[PDF] from harvard.edu
M Brunnermeier, A Simsek… - 2012 - papers.ssrn.com
Abstract: This paper proposes a welfare criterion for economies in which agents have
heterogeneously distorted beliefs. Instead of taking a stand on agents' beliefs, our criterion
asserts an allocation to be belief-neutral inefficient if it is inefficient under any convex ...
Cited by 1

[PDF] Risk Spillovers among Financial Institutions

[PDF] from nber.org
T Adrian… - Risk, 1908 - nber.org
Page 1. Risk Spillovers among Financial Institutions∗ Tobias Adrian† Federal
Reserve Bank of New York Markus K. Brunnermeier‡ Princeton University This
Version: July 4, 2008 - Preliminary and Incomplete - Abstract This ...
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The Crash that Launched a Thousand Fixes: Regulation of Consumer Credit after the Lending Revolution and the Credit Crunch

M Brunnermeier - papers.ssrn.com
Abstract: The consumer lending “revolution”-with its promise of the democratisation of credit-
has been followed by the credit crunch. The credit crunch has stimulated both immediate
regulatory initiatives and more fundamental reflection on consumer credit regulation. As ...
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[PDF] Contrasting Different Forms of Price Stickiness: Exchange Rate Overshooting and Beggar Thy Neighbor Policy1

[PDF] from princeton.edu
MK Brunnermeier… - princeton.edu
Page 1. Contrasting Different Forms of Price Stickiness: Exchange Rate Overshooting and Beggar
Thy Neighbor Policy1 Markus K. Brunnermeier2 Princeton University Department of Economics
Clemens Grafe3 London School of Economics Centre for Economic Performance ...
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[CITATION] Introduction to" Systemic Risk and Macro Modeling"

MK Brunnermeier… - 2011 - nber.org
NATIONAL BUREAU OF ECONOMIC RESEARCH. NATIONAL BUREAU OF ECONOMIC
RESEARCH. HOME PAGE. Introduction to "Systemic Risk and Macro Modeling". ...
Cached - All 4 versions

[PDF] The I-Theory of Money Preliminary and Incomplete

[PDF] from lse.ac.uk
MK Brunnermeier… - 2011 - cep.lse.ac.uk
Page 1. The I-Theory of Money Preliminary and Incomplete Markus K. Brunnermeier ∗
and Yuliy Sannikov † May 17, 2011 Abstract This paper provides a theory of money, whose
value depends on the functioning of the intermediary sector. ...
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We encourage you to register at your earliest convenience. Partial subsidy is available for travel and local expenses of young economists submitting a paper for a …

Full text - MIT Libraries
D Abreu, A Banerjee, MK Brunnermeier… - …, 2009 - Wiley Online Library
... Dirk Bergemann, Yale University, Chair Marco Battaglini, Princeton University (Political Economy)
Roland Benabou, Princeton University (Behavioral Economics) Markus Brunnermeier, Princeton
University (Financial Economics) Xiahong Chen, Yale University (Theoretical ...

6. Herding in Finance, Stock Market Crashes, Frenzies, and Bank Runs

MK Brunnermeier - Asset Pricing under Asymmetric …, 2001 - ingentaconnect.com

5. Herding and Informational Cascades

MK Brunnermeier - Asset Pricing under Asymmetric …, 2001 - ingentaconnect.com

DP6183 Money Illusion and Housing Frenzies

MK Brunnermeier… - 2007 - cepr.org
DP6183 Money Illusion and Housing Frenzies. Author(s ...
Cached - All 3 versions

[CITATION] Liquidity Mismatch Measurement

M Brunnermeier, A Krishnamurthy… - 2012 - papers.ssrn.com
If you have any problems with this purchase, please contact us for assistance by email:
Support@SSRN.com or by phone: 877-SSRNHelp (877 777 6435) in the United States, or +1
585 442 8170 outside of the United States. We are open Monday through Friday between ...

[CITATION] Liquidity, Macroeconomics, and Asset Prices-A Note on Liquidity Risk Management

Full text - MIT Libraries
MK Brunnermeier… - American Economic Review, 2010

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

[PDF] from berkeley.edu
M Brunnermeier… - 2004 - haas.berkeley.edu
ABSTRACT: One explanation for the apparent “excess volatility” and predictability of stock
returns is that fluctuations in wealth generate counter-cyclical variation in risk aversion, as,
for example, in models with additive habit formation preferences. While these ...
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[CITATION] Credit, Macroeconomics, and Bubbles

MK Brunnermeier - Annual Review of …, 2012 - … Reviews 4139 El Camino Way, PO …
Get it from MIT Libraries

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

S Nagel… - 2007 - papers.ssrn.com
Abstract: We use data from the PSID to investigate how households' portfolio allocations
change in response to wealth fluctuations. Persistent habits, consumption commitments, and
subsistence levels can generate time-varying risk aversion with the consequence that ...
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Leonardo Bartolini International Research Function Federal Reserve Bank of New York 33 Liberty Street New York, NY 10045-0001

MK Brunnermeier, JY Campbell… - Asset Prices and … - down.cenet.org.cn
Page 434. Leonardo Bartolini International Research Function Federal Reserve
Bank of New York 33 Liberty Street New York, NY 10045-0001 Markus K.
Brunnermeier Department of Economics Princeton University Princeton ...
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New Research in Financial Markets

Full text - MIT Libraries
MK Brunnermeier - The Economic Journal, 2003 - Wiley Online Library
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3. Classification of Market Microstructure Models

MK Brunnermeier - Asset Pricing under Asymmetric …, 2001 - ingentaconnect.com

[PDF] Leadership, Coordination and Corporate Culture

[PDF] from princeton.edu
P Bolton, MK Brunnermeier… - 2011 - scholar-qa.princeton.edu
Page 1. Leadership, Coordination and Corporate Culture ∗ Patrick Bolton † Columbia
University Markus K. Brunnermeier ‡ Princeton University Laura Veldkamp § New
York University August 15, 2011 ∗ This paper was previously ...
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Hedge Funds and the Technology Bubble

S Nagel… - AFA 2004 San Diego Meetings; EFA …, 2003 - papers.ssrn.com
Abstract: The efficient markets hypothesis is based on the presumption that rational
speculators would find it optimal to attack price bubbles and thus exert a correcting force on
prices. We examine stock holdings of hedge funds during the time of the Technology ...
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[CITATION] Nber Macroeconomics Annual 2011, Volume 26: Risk Topography

M Brunnermeier, G Gorton… - 2011 - papers.ssrn.com
Abstract The aim of this paper is to conceptualize and design a risk topography that outlines
a data acquisition and dissemination process that informs policymakers, researchers and
market participants about systemic risk. Our approach emphasizes that systemic risk (i) ...
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[CITATION] Systemic Risk and Macro Modeling

MK Brunnermeier… - 2011 - nber.org
... download). 6. Systemic Risk Exposures: A 10-by-10-by-10 Approach: Darrell Duffie
(bibliographic info) (download). 7. Liquidity Mismatch: Markus Brunnermeier, Gary
Gorton, Arvind Krishnamurthy (bibliographic info). 8. Repo ...
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[CITATION] Money Illusion and Housing Frenzies (Digest Summary)

MK Brunnermeier… - CFA Digest, 2008 - CFA Institute

Income Inequality and the Financial Crisis

TR Riddiough, C Spatt, D Acemoglu, E Glaeser… - 2011 - papers.ssrn.com
Abstract: At this year's conference two panel discussions have been organized to address
the most recent financial crisis and the associated policy implications. We recommend that
you highlight your program schedule to ensure your participation in these engaging panel ...
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Do Complex Economies Require Complex Financial Systems?

D Breeden, C Spatt, M Brunnermeier… - 2010 - papers.ssrn.com
Abstract: At this year's conference two panel discussions have been organized to address
the most recent financial crisis and the associated policy implications. We recommend that
you highlight your program schedule to ensure your participation in these engaging panel ...

[CITATION] Royal Economic Society

S Claessens, KJ Forbes, FL Sell, U Mäki… - The Economic …, 2002 - res.org.uk
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