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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. Jean-Pierre Allegret & Camille Cornand, 2005. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00180086, HAL.
  2. Ernesto Pasten & Yang K. Lu, 2010. "Coordination of Expectations and the Informational Role of Policy," 2010 Meeting Papers, Society for Economic Dynamics 985, Society for Economic Dynamics.
  3. Christian Hellwig, . "Policy in a Global Coordination Game: Multiplicity vs. Robust Predictions (November 2006, with Marios Angeletos and Alessandro Pavan)," UCLA Economics Online Papers, UCLA Department of Economics 401, UCLA Department of Economics.
  4. 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, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, 08.
  5. Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," SIFR Research Report Series, Institute for Financial Research 38, Institute for Financial Research.
  6. Mankiw, N Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7711, C.E.P.R. Discussion Papers.
  7. Stephen Morris & Bernardo Guimaraes, 2004. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Yale School of Management Working Papers, Yale School of Management ysm424, Yale School of Management.
  8. Bernardo Guimaraes, 2008. "Vulnerability of currency pegs: evidence from Brazil," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 4909, London School of Economics and Political Science, LSE Library.
  9. 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.
  10. repec:dgr:uvatin:2008090 is not listed on IDEAS
  11. Andrew Williams, 2014. "The effect of transparency on output volatility," Economics of Governance, Springer, Springer, vol. 15(2), pages 101-129, May.
  12. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8455, C.E.P.R. Discussion Papers.
  13. Chris Edmond, 2011. "Information Manipulation, Coordination, and Regime Change," Department of Economics - Working Papers Series, The University of Melbourne 1125, The University of Melbourne.
  14. Jakub Steiner & Laurent Mathevet, 2012. "Sand in the Wheels: A Dynamic Global-Game Approach," 2012 Meeting Papers, Society for Economic Dynamics 123, Society for Economic Dynamics.
  15. Manuel Amador & Pierre-Olivier Weill, 2010. "Learning from Prices: Public Communication and Welfare," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 118(5), pages 866 - 907.
  16. Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2010. "Learning and Complementarities: Implications for Speculative Attacks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7651, C.E.P.R. Discussion Papers.
  17. Zwart, Sanne, 2007. "The mixed blessing of IMF intervention: Signalling versus liquidity support," Journal of Financial Stability, Elsevier, Elsevier, vol. 3(2), pages 149-174, July.
  18. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers 09/219, International Monetary Fund.
  19. Olivier Blanchard, 2009. "The State of Macro," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 1(1), pages 209-228, 05.
  20. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Working Papers, Bank of Canada 14-30, Bank of Canada.
  21. Dasgupta, Amil & Steiner, Jakub & Stewart, Colin, 2012. "Dynamic coordination with individual learning," Games and Economic Behavior, Elsevier, Elsevier, vol. 74(1), pages 83-101.
  22. Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and Sentiment-Driven Equilibria," NBER Working Papers 18878, National Bureau of Economic Research, Inc.
  23. Yin-Wong Cheung & Daniel Friedman, 2008. "Speculative Attacks: A Laboratory Study in Continuous Time," CESifo Working Paper Series 2420, CESifo Group Munich.
  24. George-Marios Angeletos & Alessandro Pavan, 2007. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1497, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  25. Schüder, Stefan, 2011. "Monetary policy trade-offs in a portfolio model with endogenous asset supply," MPRA Paper 32019, University Library of Munich, Germany.
  26. Sergei Izmalkov & Muhamet Yildiz, 2010. "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, American Economic Association, vol. 2(1), pages 21-38, February.
  27. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  28. Heidhues, Paul & Melissas, Nicolas, 2012. "Rational exuberance," European Economic Review, Elsevier, Elsevier, vol. 56(6), pages 1220-1240.
  29. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper Series, The Rimini Centre for Economic Analysis 29_12, The Rimini Centre for Economic Analysis.
  30. Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
  31. Stephen Morris & Hyun Song Shin, 2007. "Common Belief Foundations of Global Games," Levine's Bibliography 122247000000001638, UCLA Department of Economics.
  32. Wolfgang Kuhle, 2013. "A Global Game with Heterogenous Priors," Papers 1312.7860, arXiv.org.
  33. George-Marios Angeletos & Alessandro Pavan, 2005. "Efficiency and Welfare with Complementarities and Asymmetric Information," NBER Working Papers 11826, National Bureau of Economic Research, Inc.
  34. Campos, Rodolfo G., 2013. "Risk-sharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(4), pages 1624-1658.
  35. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers, Society for Economic Dynamics 214, Society for Economic Dynamics.
  36. Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and aggregate demand fluctuations," Working Papers, Federal Reserve Bank of St. Louis 2012-039, Federal Reserve Bank of St. Louis.
  37. Mathevet, Laurent & Steiner, Jakub, 2013. "Tractable dynamic global games and applications," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(6), pages 2583-2619.
  38. David M. Frankel, 2010. "Rent Seeking and Economic Fragility," Levine's Bibliography 661465000000000159, UCLA Department of Economics.
  39. Vives, Xavier, 2011. "Strategic Complementarity, Fragility, and Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8444, C.E.P.R. Discussion Papers.
  40. 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.
  41. Tijmen Daniëls & Henk Jager & Franc Klaassen, 2009. "Defending Against Speculative Attacks," SFB 649 Discussion Papers SFB649DP2009-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  42. Giuseppe Cappelletti & Lucia Esposito, 2013. "Central bank and government in a speculative attack model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 934, Bank of Italy, Economic Research and International Relations Area.
  43. Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Working Papers, Bank of Canada 14-23, Bank of Canada.
  44. Mukand, Sharun W., 2006. "Globalization and the `confidence game'," Journal of International Economics, Elsevier, Elsevier, vol. 70(2), pages 406-427, December.
  45. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers, UCLA Department of Economics 369, UCLA Department of Economics.
  46. Hellwig, Christian & Veldkamp, Laura, 2007. "Knowing What Others Know: Coordination Motives in Information Acquisition," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6506, C.E.P.R. Discussion Papers.
  47. 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.
  48. George-Marios Angeletos, 2008. "Private Sunspots and Idiosyncratic Investor Sentiment," NBER Working Papers 14015, National Bureau of Economic Research, Inc.
  49. Stephen Morris & Hyun Song Shin, 2006. "Endogenous Public Signals and Coordination," Levine's Bibliography 122247000000001309, UCLA Department of Economics.
  50. R. L. Bruno, 2008. "Rule of Law, Institutional Quality and Information," Working Papers 634, Dipartimento Scienze Economiche, Universita' di Bologna.
  51. Jakub Steiner & Eugen Kovac, 2008. "Learning Options in Coordination Problems," 2008 Meeting Papers 848, Society for Economic Dynamics.
  52. Eugen Kovac & Jakub Steiner, 2008. "Reversibility in Dynamic Coordination Problems," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 183, Edinburgh School of Economics, University of Edinburgh.
  53. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers, Stanford Institute for Economic Policy Research 06-045, Stanford Institute for Economic Policy Research.
  54. Christian Hellwig, 2004. "Self-Fulfilling Currency Crises: The Role of Interest Rates (A.E.R., December 2006)," UCLA Economics Online Papers, UCLA Department of Economics 338, UCLA Department of Economics.
  55. Nikitin, Maxim & Smith, R. Todd, 2008. "Information acquisition, coordination, and fundamentals in a financial crisis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(6), pages 907-914, June.
  56. 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.
  57. Péter Kondor, 2009. "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers, Society for Economic Dynamics 1018, Society for Economic Dynamics.
  58. Huanxing Yang, 2010. "Information aggregation and investment cycles with strategic complementarity," Economic Theory, Springer, Springer, vol. 43(2), pages 281-311, May.
  59. Dong Beom Choi, 2013. "Heterogeneity and stability: bolster the strong, not the weak," Staff Reports, Federal Reserve Bank of New York 637, Federal Reserve Bank of New York.
  60. Frankel, David M., 2010. "Shocks and Crises in the Long Run," Staff General Research Papers 31687, Iowa State University, Department of Economics.
  61. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  62. Aviad Heifetz & Willemien Kets, 2013. "Robust Multiplicity with a Grain of Naiveté," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1573, Northwestern University, Center for Mathematical Studies in Economics and Management Science.