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Citations for "Optimal Financial Crises"

by Franklin Allen & Douglas Gale

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Acharya, Viral V. & Gale, Douglas M & Yorulmazer, Tanju, 2009. "Rollover Risk and Market Freezes," CEPR Discussion Papers 7122, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Crisis and Hedge Fund Risk," Working Papers 2008_10, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  3. Anton Korinek, 2009. "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers 155, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  4. Falko Fecht & Marcel Tyrell, 2004. "Optimal Lender of Last Resort Policy in Different Financial Systems," Finance 0406009, EconWPA. [Downloadable!]
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  5. Alejandro Gaytan & Romain Rancière, 2004. "Wealth, Financial Intermediation and Growth," Economics Working Papers 851, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2004. [Downloadable!]
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  6. Franklin Allen & Douglas Gale, 1999. "Financial Contagion," Levine's Working Paper Archive 2092, David K. Levine. [Downloadable!]
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  7. Haizhou Huang & Chenggang Xu, 2000. "Financial Institutions, Financial Contagion, and Financial Crises," William Davidson Institute Working Papers Series 316, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  8. Guilherme Carmona, 2004. "On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment," Finance 0404009, EconWPA. [Downloadable!]
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  9. Douglas Gale & Piero Gottardi, 2008. "Illiquidity and Under-Valuation of Firms," Working Papers 2008_36, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  10. repec:bep:eaptop:v:7:y:2007:i:1:p:1720-1720 is not listed on IDEAS
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  11. Douglas W. Diamond & Raghuram G. Rajan, 2006. "Money in a Theory of Banking," American Economic Review, American Economic Association, vol. 96(1), pages 30-53, March. [Downloadable!]
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  12. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006. "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers 2006_54, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  13. Rochet, Jean-Charles & Vives, Xavier, 2004. "Coordination Failures and the Lender of Last Resort : Was Bagehot Right After All?," IDEI Working Papers 294, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
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  14. Margarita Samartín, 2004. "Algunos Temas Relevantes En La Teoría Bancaria," Documentos de Trabajo de Economía de la Empresa db040403, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  15. Acharya, Viral V. & Shin, Hyun Song & Yorulmazer, Tanju, 2009. "A Theory of Slow-Moving Capital and Contagion," CEPR Discussion Papers 7147, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  16. Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006. "Underpriced Default Spread Exacerbates Market Crashes," Working Papers 12-2006, Singapore Management University, School of Economics. [Downloadable!]
  17. Proto, Eugenio, 2005. "Growth expectations and banking system fragility in developing economies," BOFIT Discussion Papers 13/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  18. Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, EconWPA, revised 30 Apr 1998. [Downloadable!]
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  19. Chernykh, Lucy & Rebel, Cole, 2009. "Does Deposit Insurance Improve Financial Intermediation? Evidence from the Russian Experiment," MPRA Paper 12987, University Library of Munich, Germany. [Downloadable!]
  20. Koen Schoors & Konstantin Sonin, 2005. "Passive Creditors," William Davidson Institute Working Papers Series wp737, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  21. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007. "Dynamic Risk Exposure in Hedge Funds," Working Papers 2007_17, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  22. Keiichiro Kobayashi & Noriyuki Yanagawa, 2007. "Bank Distress and the Borrowers' Productivity," CIRJE F-Series CIRJE-F-521, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  23. Lawrence Sáez & Xianwen Shi, 2004. "Liquidity Pools, Risk Sharing, and Financial Contagion," Journal of Financial Services Research, Springer, vol. 25(1), pages 5-23, February. [Downloadable!] (restricted)
  24. Geethanjali Selvaretnam, 2006. "How Noisy Should a Noisy Signal be: A Model of Bank Runs," Economics Discussion Papers 606, University of Essex, Department of Economics. [Downloadable!]
  25. Dimitrios P Tsomocos, . "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England. [Downloadable!]
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  26. Enrique Kawamura, 2000. "Banks with Peso-Dominated Deposits in Small Open Economies with Aggregate Liquidity Shocks," Working Papers 27, Universidad de San Andres, Departamento de Economia, revised Jun 2002. [Downloadable!]
  27. Renato Filosa, 2007. "Stress testing of the stability of the Italian banking system: a VAR approach," Heterogeneity and monetary policy 0703, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica. [Downloadable!]
  28. Gary Gorton & Lixin Huang, 2004. "Liquidity, Efficiency, and Bank Bailouts," American Economic Review, American Economic Association, vol. 94(3), pages 455-483, June. [Downloadable!]
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  29. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, EconWPA. [Downloadable!]
  30. Michael Feroli, 2004. "Monetary policy and the information content of the yield spread," Finance and Economics Discussion Series 2004-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  31. Nancy Silva, 2008. "Deposit Insurance, Moral Hazard and the Risk of Runs," Working Papers Central Bank of Chile 474, Central Bank of Chile. [Downloadable!]
  32. Alejandro Gaytan & Romain Rancière, 2001. "Banks, Liquidity Crises and Economic Growth," Economics Working Papers 853, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003. [Downloadable!]
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  33. Antoine Martin, 2001. "Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?," Research Working Paper RWP 01-05, Federal Reserve Bank of Kansas City. [Downloadable!]
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  34. Una Okonkwo Osili & Anna Paulson, 2008. "Bank crises and investor confidence," Working Paper Series WP-08-17, Federal Reserve Bank of Chicago. [Downloadable!]
  35. Mark M. Spiegel, 2001. "Solvency runs, sunspot runs, and international bailouts," Working Papers in Applied Economic Theory 2001-05, Federal Reserve Bank of San Francisco. [Downloadable!]
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  36. Michael M. Hutchison & Ilan Neuberger, . "How Bad Are Twins? Output Costs of Currency and Banking Crises," EPRU Working Paper Series 02-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
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  37. Yorulmazer, Tanju, 2003. "Herd Behavior, Bank Runs and Information Disclosure," MPRA Paper 9513, University Library of Munich, Germany. [Downloadable!]
  38. Freixas, Xavier & Parigi, Bruno & Rochet, Jean Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  39. Gillian Garcia & Henriette Prast, 2003. "Depositor and Investor Protection in the EU and the Netherlands: A Brief History," Research Series Supervision (discontinued) 54, Netherlands Central Bank, Directorate Supervision. [Downloadable!]
  40. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire-sale FDI," CEPR Discussion Papers 6319, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  41. Antoine Martin, 2008. "Reconciling Bagehot with the Fed's response to September 11," Staff Reports 217, Federal Reserve Bank of New York. [Downloadable!]
  42. Mei Li, 2007. "Investment Complementarities, Coordination Failure and Systemic Bankruptcy," Working Papers 1149, Queen's University, Department of Economics. [Downloadable!]
  43. Itai Agur, 2009. "What Institutional Structure for the Lender of Last Resort?," DNB Working Papers 200, Netherlands Central Bank, Research Department. [Downloadable!]
  44. Joshua Aizenman, 2006. "International Reserves Management and the Current Account," NBER Working Papers 12734, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  45. Raffaela Giordano & Pietro Tommasino, 2009. "What determines debt intolerance? The role of political and monetary institutions," Temi di discussione (Economic working papers) 700, Bank of Italy, Economic Research Department. [Downloadable!]
  46. Gale, Douglas M & Vives, Xavier, 2001. "Dollarization, Bailouts and the Stability of the Banking System," CEPR Discussion Papers 2901, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  47. David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York. [Downloadable!]
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  48. Wagner, Wolf, 2006. "The broadening of activities in the financial system : implications for financial stability and regulation," Discussion Paper 72, Tilburg University, Center for Economic Research. [Downloadable!]
  49. Roberto S. Mariano, 2008. "Misaligned Incentives and Mortgage Lending in Asia," Working Papers 07-2009, Singapore Management University, School of Economics. [Downloadable!]
  50. Acharya, Viral V & Yorulmazer, Tanju, 2005. "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers 5154, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  51. Melisso Boschi & Aditya Goenka, 2006. "Habit formation and the transmission of financial crises," Economics Discussion Papers 608, University of Essex, Department of Economics. [Downloadable!]
  52. Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  53. Gerald P. Dwyer, Jr. & Margarita Samartín, 2006. "Why do banks promise to pay par on demand?," Working Paper 2006-26, Federal Reserve Bank of Atlanta. [Downloadable!]
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  54. Rocco Huang & Lev Ratnovski, 2009. "The dark side of bank wholesale funding," Working Papers 09-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
  55. Benjamin Lorent, 2008. "Raisons Fondamentales d’une Régulation Prudentielle du Secteur des Assurances," Working Papers CEB 08-020.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
  56. repec:bep:mactop:v:4:y:2004:i:1:p:1156-1156 is not listed on IDEAS
  57. Topi, Jukka, 2008. "Bank runs, liquidity and credit risk," Research Discussion Papers 12/2008, Bank of Finland. [Downloadable!]
  58. Douglas W. Diamond & Raghuram G. Rajan, 2002. "Liquidity Shortages and Banking Crises," NBER Working Papers 8937, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  59. Ioannis Lazopoulos, 2005. "Cycles And Banking Crisis," Money Macro and Finance (MMF) Research Group Conference 2005 15, Money Macro and Finance Research Group. [Downloadable!]
  60. Hoerova, Marie, 2005. "Financial Deepening and Bank Runs," Working Papers 05-07, Cornell University, Center for Analytic Economics. [Downloadable!]
  61. Carolyn Sissoko, 2004. "The Disappearance of Deposit Banks: An Explanation," Occidental Economics Working Papers 11, Occidental College, Department of Economics, revised Jun 2007. [Downloadable!]
  62. Goetz von Peter, 2004. "Asset Prices and Banking Distress: A Macroeconomic Approach," Finance 0411034, EconWPA. [Downloadable!]
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  63. Edouard Challe & Xavier Ragot, 2005. "Bubbles and self-fulfilling crises," PSE Working Papers 2005-44, PSE (Ecole normale supérieure). [Downloadable!]
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  64. Kleopatra Nikolaou, 2009. "Liquidity (risk) concepts - definitions and interactions," Working Paper Series 1008, European Central Bank. [Downloadable!]
  65. Steffen Sebastian & Marcel Tyrell, 2006. "Open-end real estate funds: danger or diamond?," Working Paper Series: Finance and Accounting 168, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  66. Michael Chui & Prasanna Gui & Andrew G Haldane, . "Sovereign liquidity crises: analytics and implications for public policy," Bank of England working papers 121, Bank of England. [Downloadable!]
  67. Franklin Allen & Elena Carletti, 2007. "Banks, Markets and Liquidity," RBA Annual Conference Volume, in: Christopher Kent & Jeremy Lawson (ed.), The Structure and Resilience of the Financial System Reserve Bank of Australia. [Downloadable!]
  68. KOBAYASHI Keiichiro & YANAGAWA Noriyuki, 2008. "Banking Crisis and Borrower Productivity," Discussion papers 08003, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
  69. Haibin Zhu, 2000. "Optimal Bank Runs without Self-Fulfilling Prophecies," Econometric Society World Congress 2000 Contributed Papers 1753, Econometric Society. [Downloadable!]
  70. Rod Garratt, 2005. "Bank Runs: An Experimental Study," University of California at Santa Barbara, Economics Working Paper Series wp3-05, Department of Economics, UC Santa Barbara. [Downloadable!]
  71. Moheeput, Ashwin, 2008. "Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature," The Warwick Economics Research Paper Series (TWERPS) 856, University of Warwick, Department of Economics. [Downloadable!]
  72. Huberto M. Ennis & Todd Keister, 2007. "Bank runs and institutions : the perils of intervention," Working Paper 07-02, Federal Reserve Bank of Richmond. [Downloadable!]
  73. Harald Uhlig, 2009. "A Model of a Systemic Bank Run," NBER Working Papers 15072, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  74. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  75. Viral Acharya & Tanju Yorulmazer, . "Cash-in-the-market pricing and optimal resolution of bank failures," Bank of England working papers 328, Bank of England. [Downloadable!]
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  76. Franklin Allen & Elena Carletti, 2006. "Mark-to-Market Accounting and Liquidity Pricing," CFS Working Paper Series 2006/17, Center for Financial Studies. [Downloadable!]
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  77. Klüh, Ulrich, 2005. "Safety Net Design and Systemic Risk: New Empirical Evidence," Discussion Papers in Economics 662, University of Munich, Department of Economics. [Downloadable!]
  78. Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre. [Downloadable!]
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  79. Andrey Pavlov & Susan Wachter, 2009. "Mortgage Put Options and Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 89-103, January. [Downloadable!] (restricted)
  80. Franklin Allen & Douglas Gale, 1998. "Bubbles and Crises The Economic Journal," Center for Financial Institutions Working Papers 98-01, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  81. Huberto M. Ennis, 2003. "Economic fundamentals and bank runs," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 55-71. [Downloadable!]
  82. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2009. "The long and the short of emerging market debt," Policy Research Working Paper Series 5056, The World Bank. [Downloadable!]
  83. Franklin Allen & Richard Herring, 2001. "Banking Regulation versus Securities Market Regulation," Center for Financial Institutions Working Papers 01-29, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  84. Jürgen Eichberger & Willy Spanjers, 2007. "Liquidity and Ambiguity: Banks or Asset Markets?," Working Papers 0444, University of Heidelberg, Department of Economics, revised Jun 2007. [Downloadable!]
  85. Degryse, H.A. & Nguyen, G., 2004. "Interbank exposures : an empirical examination of systemic risk in the Belgian banking system," Discussion Paper 4, Tilburg University, Center for Economic Research. [Downloadable!]
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  86. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, vol. 2(1), pages 1-21, January. [Downloadable!] (restricted)
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  87. Antoine Martin, 2002. "Reconciling Bagehot with the Fed's response to Sept. 11," Research Working Paper RWP 02-10, Federal Reserve Bank of Kansas City. [Downloadable!]
  88. Acharya, Viral V & Viswanathan, S, 2008. "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers 6630, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  89. Pedro Marcelo Oviedo, 2004. "Macroeconomic risk and banking crises in emerging market countries: business fluctuations with financial crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]
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This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.