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Citations for "Crises and Prices: Information Aggregation, Multiplicity and Volatility"

by George-Marios Angeletos & Ivan Werning

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  1. Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and sentiment-driven equilibria," Working Papers 2013-011, Federal Reserve Bank of St. Louis.
  2. Hellwig, Christian & Veldkamp, Laura, 2007. "Knowing What Others Know: Coordination Motives in Information Acquisition," CEPR Discussion Papers 6506, C.E.P.R. Discussion Papers.
  3. Stephen Morris & Hyun Song Shin, 2006. "Endogenous Public Signals and Coordination," Levine's Bibliography 122247000000001309, UCLA Department of Economics.
  4. Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2011. "Currency crises with the threat of an interest rate defence," Journal of International Economics, Elsevier, vol. 85(1), pages 14-24, September.
  5. Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Working Papers 14-23, Bank of Canada.
  6. Huanxing Yang, 2010. "Information aggregation and investment cycles with strategic complementarity," Economic Theory, Springer, vol. 43(2), pages 281-311, May.
  7. George-Marios Angeletos, 2008. "Private Sunspots and Idiosyncratic Investor Sentiment," NBER Working Papers 14015, National Bureau of Economic Research, Inc.
  8. Gabriel Desgranges & Maik Heinemann, 2008. "Strongly Rational Expectations Equilibria,Endogenous Acquisition of Information and the Grossman–Stiglitz Paradox," THEMA Working Papers 2008-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  9. Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
  10. Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, 08.
  11. George-Marios Angeletos & Alessandro Pavan, 2005. "Efficiency and Welfare with Complementarities and Asymmetric Information," NBER Working Papers 11826, National Bureau of Economic Research, Inc.
  12. Laurent Mathevet & Jakub Steiner, 2012. "Sand in the Wheels: A Dynamic Global-Game Approach," CERGE-EI Working Papers wp459, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  13. Tijmen R. Daniels & Henk Jager & Franc Klaassen, 2008. "Defending against Speculative Attacks," Tinbergen Institute Discussion Papers 08-090/2, Tinbergen Institute, revised 06 Apr 2009.
  14. Aviad Heifetz & Willemien Kets, 2013. "Robust Multiplicity with a Grain of Naiveté," Discussion Papers 1573, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  15. Frankel, David M., 2010. "Shocks and Crises in the Long Run," Staff General Research Papers 31687, Iowa State University, Department of Economics.
  16. R. L. Bruno, 2008. "Rule of Law, Institutional Quality and Information," Working Papers 634, Dipartimento Scienze Economiche, Universita' di Bologna.
  17. Dasgupta, Amil & Steiner, Jakub & Stewart, Colin, 2012. "Dynamic coordination with individual learning," Games and Economic Behavior, Elsevier, vol. 74(1), pages 83-101.
  18. Campos, Rodolfo G., 2013. "Risk-sharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1624-1658.
  19. Schüder, Stefan, 2012. "Monetary Policy Trade-Offs in a Portfolio Model with Endogenous Asset Supply," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65402, Verein für Socialpolitik / German Economic Association.
  20. Sharun Mukand, 1999. "Globalization and the "Confidence Game"," Discussion Papers Series, Department of Economics, Tufts University 9924, Department of Economics, Tufts University.
  21. N. Gregory Mankiw & Ricardo Reis, 2010. "Imperfect Information and Aggregate Supply," Discussion Papers 0910-11, Columbia University, Department of Economics.
  22. Manuel Amador & Pierre-Olivier Weill, 2008. "Learning from Prices: Public Communication and Welfare," NBER Working Papers 14255, National Bureau of Economic Research, Inc.
  23. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
  24. Ernesto Pasten & Yang K. Lu, 2010. "Coordination of Expectations and the Informational Role of Policy," 2010 Meeting Papers 985, Society for Economic Dynamics.
  25. Jean-Pierre Allegret & Camille Cornand, 2006. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00137469, HAL.
  26. Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
  27. Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2009. "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," CESifo Working Paper Series 2518, CESifo Group Munich.
  28. Zwart, Sanne, 2007. "The mixed blessing of IMF intervention: Signalling versus liquidity support," Journal of Financial Stability, Elsevier, vol. 3(2), pages 149-174, July.
  29. Bernardo Guimaraes, 2008. "Vulnerability of Currency Pegs: Evidence from Brazil," CEP Discussion Papers dp0871, Centre for Economic Performance, LSE.
  30. George-Marios Angeletos & Alessandro Pavan, 2007. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks," Discussion Papers 1497, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  31. Stephen Morris & Bernardo Guimaraes, 2004. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Yale School of Management Working Papers ysm424, Yale School of Management.
  32. Sergei Izmalkov & Muhamet Yildiz, 2010. "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 21-38, February.
  33. Nikitin, Maxim & Smith, R. Todd, 2008. "Information acquisition, coordination, and fundamentals in a financial crisis," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 907-914, June.
  34. Andrew Williams, 2014. "The effect of transparency on output volatility," Economics of Governance, Springer, vol. 15(2), pages 101-129, May.
  35. Péter Kondor, 2009. "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers 1018, Society for Economic Dynamics.
  36. Christian Hellwig, . "Policy in a Global Coordination Game: Multiplicity vs. Robust Predictions (November 2006, with Marios Angeletos and Alessandro Pavan)," UCLA Economics Online Papers 401, UCLA Department of Economics.
  37. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  38. Engineer, Merwan H. & Schure, Paul & Gillis, Mark, 2013. "A positive analysis of deposit insurance provision: Regulatory competition among European Union countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 530-544.
  39. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  40. Cheung, Yin-Wong & Friedman, Daniel, 2009. "Speculative attacks: A laboratory study in continuous time," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 1064-1082, October.
  41. Wolfgang Kuhle, 2013. "A Global Game with Heterogenous Priors," Papers 1312.7860, arXiv.org.
  42. Nakata, Takeshi, 2010. "Interdependent bank runs under a collapsing fixed exchange rate regime," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 603-623, December.
  43. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
  44. Chris Edmond, 2011. "Information Manipulation, Coordination, and Regime Change," Department of Economics - Working Papers Series 1125, The University of Melbourne.
  45. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  46. Christian Hellwig, 2004. "Self-Fulfilling Currency Crises: The Role of Interest Rates (A.E.R., December 2006)," UCLA Economics Online Papers 338, UCLA Department of Economics.
  47. Dong Beom Choi, 2013. "Heterogeneity and stability: bolster the strong, not the weak," Staff Reports 637, Federal Reserve Bank of New York.
  48. Olivier Blanchard, 2009. "The State of Macro," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 209-228, 05.
  49. Kováč, Eugen & Steiner, Jakub, 2013. "Reversibility in dynamic coordination problems," Games and Economic Behavior, Elsevier, vol. 77(1), pages 298-320.
  50. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers 09/219, International Monetary Fund.
  51. repec:dgr:uvatin:2008090 is not listed on IDEAS
  52. Giuseppe Cappelletti & Lucia Esposito, 2013. "Central bank and government in a speculative attack model," Temi di discussione (Economic working papers) 934, Bank of Italy, Economic Research and International Relations Area.
  53. David P. Myatt & Chris Wallace, 2008. "On the Sources and Value of Information: Public Announcements and Macroeconomic Performance," Economics Series Working Papers 411, University of Oxford, Department of Economics.
  54. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
  55. Jakub Steiner & Eugen Kovac, 2008. "Learning Options in Coordination Problems," 2008 Meeting Papers 848, Society for Economic Dynamics.
  56. Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and aggregate demand fluctuations," Working Papers 2012-039, Federal Reserve Bank of St. Louis.
  57. Heidhues, Paul & Melissas, Nicolas, 2012. "Rational exuberance," European Economic Review, Elsevier, vol. 56(6), pages 1220-1240.
  58. Stephen Morris & Hyun Song Shin, 2007. "Common Belief Foundations of Global Games," Levine's Bibliography 122247000000001638, UCLA Department of Economics.
  59. Mathevet, Laurent & Steiner, Jakub, 2013. "Tractable dynamic global games and applications," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2583-2619.
  60. David M. Frankel, 2010. "Rent Seeking and Economic Fragility," Levine's Bibliography 661465000000000159, UCLA Department of Economics.
  61. Sumila Tharanga Wanaguru, 2011. "Carry Trades and Financial Crisis: An Analytical Perspective," CAMA Working Papers 2011-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  62. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.