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Citations for "Deciphering the Liquidity and Credit Crunch 2007-08"

by Markus K. Brunnermeier

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  1. Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series, Center for Financial Studies (CFS) 2008/31, Center for Financial Studies (CFS).
  2. Zhiguo He & Wei Xiong, 2010. "Financing Speculative Booms," Levine's Working Paper Archive 661465000000000327, David K. Levine.
  3. Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers, National Bank of Serbia 21, National Bank of Serbia.
  4. Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo, CESifo, vol. 56(1), pages 70-95, March.
  5. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers, Society for Economic Dynamics 214, Society for Economic Dynamics.
  6. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  7. repec:onb:oenbwp:y::i:155:b:1 is not listed on IDEAS
  8. Paul Mizen, 2008. "The credit crunch of 2007-2008: a discussion of the background, market reactions, and policy responses," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Sep, pages 531-568.
  9. Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, American Economic Association, vol. 4(1), pages 190-225, January.
  10. J. Lorenz & S. Battiston & F. Schweitzer, 2009. "Systemic risk in a unifying framework for cascading processes on networks," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, Springer, vol. 71(4), pages 441-460, October.
  11. Argandoña, Antonio, 2009. "Can corporate social responsibility help us understand the credit crisis?," IESE Research Papers, IESE Business School D/790, IESE Business School.
  12. Caballero, Ricardo & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2008. "Financial Crash, Commodity Prices and Global Imbalances," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7064, C.E.P.R. Discussion Papers.
  13. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2008. "Financial Crash, Commody Prices, and Global Inbalances," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 1-68.
  14. Fratzscher, Marcel, 2012. "Capital flows, push versus pull factors and the global financial crisis," Journal of International Economics, Elsevier, Elsevier, vol. 88(2), pages 341-356.
  15. Kashyap, Anil K. & Rajan, Raghuram G. & Stein, Jeremy C., 2008. "Rethinking capital regulation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 431-471.
  16. James Crotty, 2009. "Structural causes of the global financial crisis: a critical assessment of the 'new financial architecture'," Cambridge Journal of Economics, Oxford University Press, Oxford University Press, vol. 33(4), pages 563-580, July.
  17. Cathy Q. Ning & Loran Chollete, 2009. "The Dependence Structure of Macroeconomic Variables in the US," Working Papers, Ryerson University, Department of Economics 005, Ryerson University, Department of Economics.
  18. Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 3-41, December.
  19. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 17(04), pages 830-860, June.
  20. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Joseph E. Stiglitz, . "Default Cascades: When Does Risk Diversification Increase Stability?," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-11-006, ETH Zurich, Chair of Systems Design.
  21. Adams, Zeno & Glück, Thorsten, 2013. "Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association 79949, Verein für Socialpolitik / German Economic Association.
  22. Ester Faia, 2011. "Credit Risk Transfers and the Macroeconomy," Kiel Working Papers 1677, Kiel Institute for the World Economy.
  23. Calvo, Guillermo, 2012. "Financial crises and liquidity shocks a bank-run perspective," European Economic Review, Elsevier, Elsevier, vol. 56(3), pages 317-326.
  24. Zhiguo He & Wei Xiong, 2012. "Rollover Risk and Credit Risk," Journal of Finance, American Finance Association, American Finance Association, vol. 67(2), pages 391-430, 04.
  25. Sean Campbell & Daniel Covitz & William Nelson & Karen Pence, 2011. "Securitization markets and central banking: an evaluation of the term asset-backed securities loan facility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-16, Board of Governors of the Federal Reserve System (U.S.).
  26. Marco Pagano & Paolo Volpin, 2008. "Securitization, Transparency and Liquidity," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 210, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 31 Jul 2010.
  27. Sergio MASCIANTONIO & Andrea TISENO, 2013. "THE RISE AND FALL OF UNIVERSAL BANKING: UPS AND DOWNS OF A SAMPLE OF LARGE AND COMPLEX FINANCIAL INSTITUTIONS SINCE THE LATE '90s," Journal of Advanced Studies in Finance, ASERS Publishing, ASERS Publishing, vol. 0(1), pages 5-31, July.
  28. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series, European Central Bank 1192, European Central Bank.
  29. John H. Cochrane, 2011. "Discount Rates," NBER Working Papers 16972, National Bureau of Economic Research, Inc.
  30. Phillip Swagel, 2009. "The Financial Crisis: An Inside View," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 1-78.
  31. Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1729-1744.
  32. Pol, Eduardo, 2009. "Regulating Financial Innovations Without Apology," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp09-01, School of Economics, University of Wollongong, NSW, Australia.
  33. Sara Guerschanik Calvo, 2010. "The Global Financial Crisis of 2008-10: A View from the Social Sectors," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP) HDRP-2010-18, Human Development Report Office (HDRO), United Nations Development Programme (UNDP).
  34. Jinjarak, Yothin, 2013. "Supply Chains and Credit-Market Shocks: Some Implications for Emerging Markets," ADBI Working Papers, Asian Development Bank Institute 443, Asian Development Bank Institute.
  35. repec:dgr:uvatin:2010106 is not listed on IDEAS
  36. Mewael F. Tesfaselassie, 2011. "Trend Growth and the Dynamic Effects of Government Spending," Kiel Working Papers 1678, Kiel Institute for the World Economy.
  37. Sergio Nicoletti-Altimari & Carmelo Salleo, 2010. "Contingent liquidity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 70, Bank of Italy, Economic Research and International Relations Area.
  38. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2010. "Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-20, Board of Governors of the Federal Reserve System (U.S.).
  39. Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediary leverage and value at risk," Staff Reports, Federal Reserve Bank of New York 338, Federal Reserve Bank of New York.
  40. Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers, University of Oxford, Department of Economics 481, University of Oxford, Department of Economics.
  41. Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
  42. Giorgia Palladini & Richard Portes, 2011. "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," NBER Working Papers 17586, National Bureau of Economic Research, Inc.
  43. Shalendra D. Sharma, 2009. "A Political-Economy of the U.S. Subprime Meltdown," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 39(2), pages 171-190, September.
  44. Andrei Shleifer & Robert Vishny, 2011. "Fire Sales in Finance and Macroeconomics," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 25(1), pages 29-48, Winter.
  45. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics 2010-033, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  46. Argandoña, Antonio, 2012. "Three ethical dimensions of the financial crisis," IESE Research Papers, IESE Business School D/944, IESE Business School.
  47. Gara M. Afonso & Hyun Song Shin, 2008. "Systemic risk and liquidity in payment systems," Staff Reports, Federal Reserve Bank of New York 352, Federal Reserve Bank of New York.
  48. Paolo Tasca & Stefano Battiston, . "Market Procyclicality and Systemic Risk," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-12-012, ETH Zurich, Chair of Systems Design.
  49. Patrick Honohan, 2008. "Bank Failures: The Limitations of Risk Modelling," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp263, IIIS.
  50. Naohiko Baba & Frank Packer, 2009. "From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers," BIS Working Papers 285, Bank for International Settlements.
  51. Michael G. Palumbo & Jonathan A. Parker, 2009. "The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis?," NBER Working Papers 14663, National Bureau of Economic Research, Inc.
  52. Carlos Garcia & Andrés Sagner, 2012. "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-Georgetown University Working Papers, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines inv280, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  53. Avadanei Andreea, . "The Implications Of Economic And Monetary Union In Sustaining European Money Market Integration," Description: Managerial Challenges of the Contemporary Society, Faculty of Economics and Business Administration, Babes-Bolyai University 1, Faculty of Economics and Business Administration, Babes-Bolyai University.
  54. Paul M Anglin & Yanmin Gao, 2011. "Integrating Illiquid Assets into the Portfolio Decision Process," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 39(2), pages 277-311, 06.
  55. Maria Grazia Miele, 2013. "The effects of capital requirements on real economy: a cointegrated VAR approach for US commercial banks," Working Papers, University of Rome La Sapienza, Department of Public Economics 163, University of Rome La Sapienza, Department of Public Economics.
  56. Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
  57. Jørn Inge Halvorsen & Dag Henning Jacobsen, 2009. "Are bank lending shocks important for economic fluctuations?," Working Paper, Norges Bank 2009/27, Norges Bank.
  58. Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012. "Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(8), pages 1121-1141.
  59. Astley, Mark & Giese, Julia & Hume, Michael & Kubelec, Chris, 2009. "Global imbalances and the financial crisis," Bank of England Quarterly Bulletin, Bank of England, Bank of England, vol. 49(3), pages 178-190.
  60. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile, Central Bank of Chile 645, Central Bank of Chile.
  61. Chollete, Loran & Jaffee, Dwight, 2009. "Economic Implications of Extreme and Rare Events," UiS Working Papers in Economics and Finance, University of Stavanger 2009/32, University of Stavanger.