Advanced Search
MyIDEAS: Login

Citations for "Too many to fail - an analysis of time-inconsistency in bank closure policies"

by Viral Acharya & Tanju Yorulmazer

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Jaromir Nosal & Guillermo Ordoñez, 2013. "Uncertainty as Commitment," NBER Working Papers 18766, National Bureau of Economic Research, Inc.
  2. Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2011. "Bank Competition and Stability: Cross-country Heterogeneity (Replaced by CentER DP 2012-085)," Discussion Paper 2011-080, Tilburg University, Center for Economic Research.
  3. Vives, Xavier, 2011. "Strategic Complementarity, Fragility, and Regulation," CEPR Discussion Papers 8444, C.E.P.R. Discussion Papers.
  4. Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
  5. Ernest Gnan & Peter Egger & Morten Balling, 2013. "Introduction," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  6. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
  7. Jean Tirole & Emmanuel Farhi, 2009. "Collective Moral Hazard, Maturity Mismatch and Systemic Bailouts," Working Papers 2009.57, Fondazione Eni Enrico Mattei.
  8. Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa, 2014. "Systemic risk and bank consolidation: International evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 165-181.
  9. Beck, Thorsten & De Jonghe, Olivier, 2013. "Lending concentration, bank performance and systemic risk : exploring cross-country variation," Policy Research Working Paper Series 6604, The World Bank.
  10. Bailey, Andrew & Breeden, Sarah & Stevens, Gregory, 2012. "The Prudential Regulation Authority," Bank of England Quarterly Bulletin, Bank of England, vol. 52(4), pages 354-362.
  11. André Van Poeck & Maartje Wijffelaars, 2013. "Banking Weakness and Sovereign Debt Build-Up in the Euro Area: Implications for Debt Sustainability," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  12. Friederike Niepmann & Tim Schmidt-Eisenlohr, 2010. "Bank Bailouts, International Linkages and Cooperation," Working Papers 1016, Oxford University Centre for Business Taxation.
  13. Maarten van Oordt, 2012. "Securitization and the dark side of diversification," DNB Working Papers 341, Netherlands Central Bank, Research Department.
  14. Mark Mink & Jakob de Haan, 2014. "Spillovers from Systemic Bank Defaults," CESifo Working Paper Series 4792, CESifo Group Munich.
  15. Martin Brown & Stefan Trautmann & Razvan Vlahu, 2012. "Contagious Bank Runs: Experimental Evidence," DNB Working Papers 363, Netherlands Central Bank, Research Department.
  16. Challe, E. & Mojon, B. & Ragot, X., 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working papers 391, Banque de France.
  17. Radev, Deyan, 2013. "Systemic risk and sovereign debt in the Euro area," SAFE Working Paper Series 37, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  18. 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.
  19. Franco Bruni, 2013. "Curing and Preventing Euroarea’s Sovereign Debt Crises: some Issues and a Recipe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  20. Elijah Brewer, III & Julapa Jagtiani, 2011. "How much did banks pay to become too-big-to-fail and to become systematically important?," Working Papers 11-37, Federal Reserve Bank of Philadelphia.
  21. Ratnovski, Lev, 2013. "Liquidity and transparency in bank risk management," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 422-439.
  22. Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
  23. Todd Keister & Huberto M. Ennis, 2007. "Commitment and Equilibrium Bank Runs," 2007 Meeting Papers 509, Society for Economic Dynamics.
  24. VanHoose, David, 2011. "Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal," Journal of Financial Transformation, Capco Institute, vol. 33, pages 45-60.
  25. Eijffinger, Sylvester C. W. & Nijskens, Rob, 2010. "The lender of last resort: liquidity provision versus the possibility of bail-out," CEPR Discussion Papers 7674, C.E.P.R. Discussion Papers.
  26. Acharya, Viral V & Mehran, Hamid & Thakor, Anjan, 2012. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting," CEPR Discussion Papers 8822, C.E.P.R. Discussion Papers.
  27. Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
  28. repec:fip:fedhpr:y:2011:i:may:p:299-326 is not listed on IDEAS
  29. Fabio Castiglionesi & Fabio Feriozzi & Gyöngyi Lóránth & Loriana Pelizzon, 2014. "Liquidity Coinsurance and Bank Capital," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 409-443, 03.
  30. repec:dgr:uvatin:2011054 is not listed on IDEAS
  31. Emre Ozdenoren & Kathy Yuan, 2012. "Stock Market Tournaments," FMG Discussion Papers dp706, Financial Markets Group.
  32. T. Beck & O. De Jonghe & G. Schepens, 2011. "Bank competition and stability: cross-country heterogeneity," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/732, Ghent University, Faculty of Economics and Business Administration.
  33. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers.
  34. Dam, Lammertjan & Koetter, Michael, 2011. "Bank bailouts, interventions, and moral hazard," Discussion Paper Series 2: Banking and Financial Studies 2011,10, Deutsche Bundesbank, Research Centre.
  35. Jorge A. Chan-Lau, 2010. "Balance Sheet Network Analysis of too-Connected-To-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
  36. Inderst, Roman, 2013. "Prudence as a competitive advantage: On the effects of competition on banks' risk-taking incentives," European Economic Review, Elsevier, vol. 60(C), pages 127-143.
  37. Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
  38. Morten Balling & Peter Egger & Ernest Gnan & Axel A. Weber & Harald W. Stieber & Stavros Vourloumis & António Afonso & João Tovar Jalles & Franco Bruni & André van Poeck & Maartje Wijffelaars & Sé, 2013. "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2 edited by Morten Balling & Peter Egger & Ernest Gnan.
  39. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  40. Wagner, Wolf, 2010. "Diversification at financial institutions and systemic crises," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 373-386, July.
  41. Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," DNB Working Papers 307, Netherlands Central Bank, Research Department.
  42. Hryckiewicz, Aneta, 2014. "The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?," MPRA Paper 56730, University Library of Munich, Germany.
  43. Nancy Silva, 2008. "Deposit Insurance, Moral Hazard and the Risk of Runs," Working Papers Central Bank of Chile 474, Central Bank of Chile.
  44. Fiordelisi, Franco & Mare, Davide Salvatore, 2014. "Competition and financial stability in European cooperative banks," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 1-16.
  45. Mundaca, Gabriela, 2008. "Monitoring, Liquidity and Financial Crises," MPRA Paper 20501, University Library of Munich, Germany, revised 01 Oct 2009.
  46. Patrick Kehoe & V.V. Chari, 2010. "Bailouts, Time Inconsistency, and Optimal Regulation," 2010 Meeting Papers 527, Society for Economic Dynamics.
  47. António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  48. Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009. "Crisis Resolution and Bank Liquidity," NBER Working Papers 15567, National Bureau of Economic Research, Inc.
  49. J-P. Niinimaki, 2011. "Optimal Design of Bank Bailouts: Prompt Corrective Action," Discussion Papers 69, Aboa Centre for Economics.
  50. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
  51. Rajkamal Iyer & José-Luis Peydró, 0. "Interbank Contagion at Work: Evidence from a Natural Experiment," Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1337-1377.
  52. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
  53. Eijffinger, Sylvester C W & Nijskens, Rob, 2011. "Complementing Bagehot: Illiquidity and insolvency resolution," CEPR Discussion Papers 8603, C.E.P.R. Discussion Papers.
  54. Séverine Menguy, 2013. "Can Eurobonds Save the Euro?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  55. Acharya, Viral V & Mehran, Hamid & Schuermann, Til & Thakor, Anjan, 2012. "Robust Capital Regulation," CEPR Discussion Papers 8792, C.E.P.R. Discussion Papers.
  56. Giovanni Dell'Ariccia & Lev Ratnovski, 2013. "Bailouts and Systemic Insurance," IMF Working Papers 13/233, International Monetary Fund.
  57. Wim Boonstra & Allard Bruinshoofd, 2013. "Conditional Euro T-Bills as a Transitional Regime," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  58. Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1745-1776.
  59. Itai Agur, 2011. "Bank Risk within and across Equilibria," DNB Working Papers 305, Netherlands Central Bank, Research Department.
  60. Patrick Brämer & Horst Gischer, 2012. "Domestic Systemically Important Banks: An Indicator-Based Measurement Approach for the Australian Banking System," FEMM Working Papers 120003, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  61. Yokoyama, Kazuki, 2007. "Too Big to Fail: the Panic of 1927," MPRA Paper 2768, University Library of Munich, Germany.
  62. Korte, Josef, 2013. "Catharsis - The Real Effects of Bank Insolvency and Resolution," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79938, Verein für Socialpolitik / German Economic Association.
  63. repec:dgr:uvatin:2011039 is not listed on IDEAS
  64. Paolo Tasca, . "Overlapping Correlation Coefficient," Working Papers ETH-RC-13-004, ETH Zurich, Chair of Systems Design.
  65. DeYoung, Robert & Kowalik, Michal & Reidhill, Jack, 2013. "A theory of failed bank resolution: Technological change and political economics," Journal of Financial Stability, Elsevier, vol. 9(4), pages 612-627.
  66. Viral V. Acharya & Tanju Yorulmazer, 2008. "Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2705-2742, November.
  67. Mundaca, B. Gabriela, 2007. "Monitoring, liquidity provision and financial crisis," Memorandum 04/2007, Oslo University, Department of Economics, revised 01 Mar 2009.
  68. Acharya, Viral V., 2009. "A theory of systemic risk and design of prudential bank regulation," Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September.
  69. Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
  70. Duchin, Ran & Sosyura, Denis, 2014. "Safer ratios, riskier portfolios: Banks׳ response to government aid," Journal of Financial Economics, Elsevier, vol. 113(1), pages 1-28.
  71. Ryan Stever & James A Wilcox, 2007. "Regulatory discretion and banks' pursuit of "safety in similarity"," BIS Working Papers 235, Bank for International Settlements.
  72. Stavros Vourloumis, 2013. "The New EU Framework for Fiscal Surveillance: Hard Policy Coordination in the Shadow of the Crisis," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  73. Xavier Vives, 2011. "Competition policy in banking," Oxford Review of Economic Policy, Oxford University Press, vol. 27(3), pages 479-497.
  74. Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.
  75. Gauthier, Céline & Lehar, Alfred & Souissi, Moez, 2012. "Macroprudential capital requirements and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 594-618.
  76. Ernesto Pastén, 2011. "Time - Consistent Bailout Plans," Working Papers Central Bank of Chile 635, Central Bank of Chile.
  77. V.V. Chari & Patrick J. Kehoe, 2013. "Bailouts, time inconsistency, and optimal regulation," Staff Report 481, Federal Reserve Bank of Minneapolis.
  78. Harald W. Stieber, 2013. "Economic Governance in a Multi-Speed Variable-Geometry Europe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  79. Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013. "The Two Faces of Interbank Correlation," Discussion Paper 2013-077, Tilburg University, Center for Economic Research.
  80. Korte, Josef, 2013. "Catharsis - The real effects of bank insolvency and resolution," Discussion Papers 21/2013, Deutsche Bundesbank, Research Centre.
  81. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
  82. Erlend Nier, 2009. "Financial Stability Frameworks and the Role of Central Banks," IMF Working Papers 09/70, International Monetary Fund.
  83. Wagner, W.B., 2006. "The Broadening of Activities in the Financial System: Implications for Financial Stability and Regulation," Discussion Paper 2006-72, Tilburg University, Center for Economic Research.
  84. Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 1-38, October.
  85. Michael Brei & Blaise Gadanecz, 2012. "Public recapitalisations and bank risk: evidence from loan spreads and leverage," BIS Working Papers 383, Bank for International Settlements.
  86. Mark Mink, 2011. "Procyclical Bank Risk-Taking and the Lender of Last Resort," DNB Working Papers 301, Netherlands Central Bank, Research Department.
  87. Chen Zhou, 2010. "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 205-250, December.
  88. Acharya, Viral & Song Shin, Hyun & Yorulmazer, Tanju, 2009. "Endogenous choice of bank liquidity: the role of fire sales," Bank of England working papers 376, Bank of England.
  89. Axel A. Weber, 2013. "The Global Economic Outlook – Challenges ahead and Implications for the Financial Industry," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  90. Todd Keister, 2010. "Bailouts and financial fragility," Staff Reports 473, Federal Reserve Bank of New York.
  91. José Pedro Fique, 2011. "Endogenous Response to the ‘Network Tax’," FEP Working Papers 408, Universidade do Porto, Faculdade de Economia do Porto.
  92. Julian Llorent, Maria del Carmen Melgar, Jose Antonio Ordaz, Flor María Guerrero, 2013. "Stress Tests and Liquidity Crisis in the Banking System," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 8, pages 31-43.