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Publications

by alumni of

London School of Economics (LSE) → Finance Department

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Bruche, Max & Farinha, Luísa & Kokas, Sotirios & Sette, Enrico & Tsoukas, Serafeim, 2026, "Tracing the Impact of Bank Shocks under Bank-Specific Credit Demand," CEPR Discussion Papers, Centre for Economic Policy Research, number 21335, Mar.
  2. Valentin Haddad & Zhiguo He & Paul Huebner & Péter Kondor & Erik Loualiche, 2026, "Causal Inference for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35413, Jul.

2025

  1. Gara Afonso & Marco Cipriani & JC Martinez & Matthew Plosser, 2025, "Reserves and Where to Find Them," Liberty Street Economics, Federal Reserve Bank of New York, number 20250623, Jun.
  2. Max Bruche & Ralf R. Meisenzahl & David X. Xu, 2025, "What Do Lead Banks Learn from Leveraged Loan Investors?," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0072, Sep, DOI: 10.48462/opus4-5921.
  3. Nickel, Christiane & Kilponen, Juha & Moral-Benito, Enrique & Koester, Gerrit & Ciccarelli, Matteo & Enders, Almira & Holton, Sarah & Landau, Bettina & Venditti, Fabrizio & Bobeica, Elena & Brand, Cla, 2025, "A strategic view on the economic and inflation environment in the euro area," Occasional Paper Series, European Central Bank, number 371, Jun.
  4. Kondor, Péter, 2025, "Why are there financial crises? Recent developments in theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129142, Nov.
  5. Zhiguo He & Péter Kondor & Jessica S. Li, 2025, "Demand Elasticity in Dynamic Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34450, Nov.

2024

  1. Gara Afonso & Gonzalo Cisternas & Will Riordan, 2024, "Who Is Borrowing and Lending in the Eurodollar and Selected Deposit Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20240513, May.
  2. Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024, "When Are Central Bank Reserves Ample?," Liberty Street Economics, Federal Reserve Bank of New York, number 20240813, Aug.
  3. Gara Afonso & Kevin Clark & Brian Gowen & Gabriele La Spada & JC Martinez & Jason Miu & Will Riordan, 2024, "A New Set of Indicators of Reserve Ampleness," Liberty Street Economics, Federal Reserve Bank of New York, number 20240814, Aug.
  4. Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024, "Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity," Liberty Street Economics, Federal Reserve Bank of New York, number 20241017, Oct.
  5. Valentin Burban & Bruno De Backer & Andreea Liliana Vladu, 2024, "Inflation (De-)Anchoring in the Euro Area," Working papers, Banque de France, number 965.
  6. Luana Zaccaria & Simone Narizzano & Francesco Savino & Antonio Scalia, 2024, "From Public to Internal Capital Markets: The Effects of Affiliated IPOs on Group Firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 49, Jul.

2023

  1. Gara Afonso & Kyungmin Kim & Antoine Martin & Ed Nosal & Simon M. Potter & Sam Schulhofer-Wohl, 2023, "Monetary Policy Implementation with Ample Reserves," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-10, Aug, DOI: 10.29338/wp2023-10.
  2. Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams, 2023, "The Optimal Supply of Central Bank Reserves under Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-34, Nov, DOI: 10.24148/wp2023-34.
  3. Gara Afonso & Catherine Huang & Marco Cipriani & Abduelwahab Hussein & Gabriele La Spada, 2023, "Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update," Liberty Street Economics, Federal Reserve Bank of New York, number 20230403, Apr.
  4. Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada, 2023, "Banks’ Balance-Sheet Costs and ON RRP Investment," Liberty Street Economics, Federal Reserve Bank of New York, number 20230518, May.
  5. Gara Afonso & Marco Cipriani & Gabriele La Spada & Peter Prastakos, 2023, "The Federal Reserve’s Two Key Rates: Similar but Not the Same?," Liberty Street Economics, Federal Reserve Bank of New York, number 20230814, Aug.
  6. Gara Afonso & Gonzalo Cisternas & Brian Gowen & Jason Miu & Josh Younger, 2023, "Who’s Borrowing and Lending in the Fed Funds Market Today?," Liberty Street Economics, Federal Reserve Bank of New York, number 20231010, Oct.
  7. Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada & Sergio Olivas, 2023, "Treasury Bill Supply and ON RRP Investment," Liberty Street Economics, Federal Reserve Bank of New York, number 20231129, Nov.
  8. Gara Afonso & Marco Cipriani & Gabriele La Spada, 2023, "Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023," Liberty Street Economics, Federal Reserve Bank of New York, number 20231219, Dec.
  9. Papadimitriou, Dimitris & Tokis, Konstantinos & Vichos, Georgios & Mourdoukoutas, Panos, 2023, "Managing other people's money: an agency theory in financial management industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119872, Jun.
  10. Luigi Guiso & Luana Zaccaria, 2023, "From Patriarchy to Partnership: Gender Equality and Household Finance," Working Papers Central Bank of Chile, Central Bank of Chile, number 968, Jan.

2022

  1. Gara Afonso & Lorie Logan & Antoine Martin & Will Riordan & Patricia Zobel, 2022, "How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved," Liberty Street Economics, Federal Reserve Bank of New York, number 20220110, Jan.
  2. Gara Afonso & Lorie Logan & Antoine Martin & Will Riordan & Patricia Zobel, 2022, "How the Fed’s Overnight Reverse Repo Facility Works," Liberty Street Economics, Federal Reserve Bank of New York, number 20220111, Jan.
  3. Gara Afonso & Lorie Logan & Antoine Martin & Will Riordan & Patricia Zobel, 2022, "How the Fed Adjusts the Fed Funds Rate within Its Target Range," Liberty Street Economics, Federal Reserve Bank of New York, number 20220112, Jan.
  4. Gara Afonso & Lorie Logan & Antoine Martin & Will Riordan & Patricia Zobel, 2022, "The Fed’s Latest Tool: A Standing Repo Facility," Liberty Street Economics, Federal Reserve Bank of New York, number 20220113, Jan.
  5. Gara Afonso & Gabriele La Spada & John C. Williams, 2022, "Measuring the Ampleness of Reserves," Liberty Street Economics, Federal Reserve Bank of New York, number 20221005, Oct.
  6. Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2022, "Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve," Staff Reports, Federal Reserve Bank of New York, number 1019, May.
  7. Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022, "How Abundant Are Reserves? Evidence from the Wholesale Payment System," Staff Reports, Federal Reserve Bank of New York, number 1040, Nov.
  8. Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022, "Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions," Staff Reports, Federal Reserve Bank of New York, number 1041, Dec.
  9. Farboodi, Maryam & Kondor, Peter, 2022, "Heterogeneous global booms and busts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114547, Jul.
  10. Jason Roderick Donaldson & Lukas Kremens & Giorgia Piacentino, 2022, "Sovereign Bond Restructuring: Commitment vs. Flexibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 29872, Mar.
  11. Kirill Shakhnov & Luana Zaccaria, 2022, "(R)evolution in Entrepreneurial Finance? The Relationship between Cryptocurrency and Venture Capital Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2202, revised Jan 2022.

2021

  1. Kuong, John Chi-Fong & Bruche, Max, 2021, "Dealer Funding and Market Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 16548, Sep.
  2. De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021002, Feb.
  3. Farboodi, Maryam & Kondor, Peter, 2021, "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118900, Oct.
  4. Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2021, "Asymmetric Information and Corporate Lending: Evidence from SMEs Bond Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2105, revised Mar 2021.

2020

  1. Gara Afonso & Kyungmin Kim & Antoine Martin & Ed Nosal & Simon M. Potter & Sam Schulhofer-Wohl, 2020, "Monetary Policy Implementation with an Ample Supply of Reserves," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-2, Jan, DOI: 10.29338/wp2020-02.
  2. Gara Afonso & Marco Cipriani & Gabriele La Spada & Will Riordan, 2020, "A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet," Liberty Street Economics, Federal Reserve Bank of New York, number 20200707a, Jul.
  3. Gara Afonso & Marco Cipriani & Steph Clampitt & Haitham Jendoubi & Gabriele La Spada & Will Riordan, 2020, "How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too," Liberty Street Economics, Federal Reserve Bank of New York, number 20201124, Nov.
  4. Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020, "The Market Events of Mid-September 2019," Staff Reports, Federal Reserve Bank of New York, number 918, Mar.
  5. Maryam Farboodi & Péter Kondor, 2020, "Rational Sentiments and Economic Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 27472, Jul.
  6. Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2020, "Asymmetric information in corporate lending: evidence from SME bond markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1292, Sep.

2019

  1. Gara Afonso & Filippo Curti & Atanas Mihov, 2019, "Coming to Terms with Operational Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20190107, Jan.
  2. Gara Afonso & Fabiola Ravazzolo & Alessandro Zori, 2019, "From Policy Rates to Market Rates—Untangling the U.S. Dollar Funding Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20190708, Jul.
  3. Kondor, Péter & Pinter, Gabor, 2019, "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13880, Jul.
  4. Kondor, Peter & Pintér, Gábor, 2019, "Clients' connections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118933, Jul.
  5. Martin, Ian & ,, 2019, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 13857, Jul.

2018

  1. Gara Afonso & Michael Blank & João A. C. Santos, 2018, "Did the Dodd-Frank Act End ‘Too Big to Fail’?," Liberty Street Economics, Federal Reserve Bank of New York, number 20180305, Mar.
  2. Gara Afonso & Roc Armenter & Benjamin Lester, 2018, "Size Is Not All: Distribution of Bank Reserves and Fed Funds Dynamics," Liberty Street Economics, Federal Reserve Bank of New York, number 20180711, Jul.
  3. Gara Afonso & Roc Armenter & Benjamin Lester, 2018, "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports, Federal Reserve Bank of New York, number 840, Feb.
  4. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018, "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series, European Central Bank, number 205, Jan.
  5. Peter Kondor & Adam Zawadowski, 2018, "Learning in Crowded Markets," CEU Working Papers, Department of Economics, Central European University, number 2018_4, Apr.
  6. Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
  7. Farboodi, Maryam & Kondor, Peter, 2018, "Heterogeneous global cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118911, Dec.

2017

  1. Gara Afonso & Adam Biesenbach & Thomas M. Eisenbach, 2017, "Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency," Liberty Street Economics, Federal Reserve Bank of New York, number 20171106, Nov.
  2. Malherbe, Frédéric & Bruche, Max & Meisenzahl, Ralf R, 2017, "Pipeline Risk in Leveraged Loan Syndication," CEPR Discussion Papers, Centre for Economic Policy Research, number 11956, Apr.
  3. Kondor, Peter & Koszegi, Botond, 2017, "Financial choice and financial information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118973, May.
  4. Peter Kondor & Maryam Farboodi, 2017, "Flight-to-Quality Cycles and the Real Economy," 2017 Meeting Papers, Society for Economic Dynamics, number 1168.
  5. Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 11970, Apr.

2016

  1. Gara Afonso & Sammuel Stern, 2016, "How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160711, Jul.
  2. Max Bruche & Anatoli Segura, 2016, "Debt maturity and the liquidity of secondary debt markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1049, Jan.
  3. Zhiguo, He & Kondor, Peter, 2016, "Inefficient investment waves," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64412, Mar.

2015

  1. Gara Afonso & João A. C. Santos, 2015, "What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank," Liberty Street Economics, Federal Reserve Bank of New York, number 20150629, Jun.
  2. Gara Afonso & João A. C. Santos, 2015, "What Do Bond Markets Think about "Too-Big-to-Fail" Since Dodd-Frank?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150701, Jul.
  3. Botond Koszegi & Peter Kondor, 2015, "Cursed financial innovation," 2015 Meeting Papers, Society for Economic Dynamics, number 1098.

2014

  1. Gara Afonso & Ricardo Lagos, 2014, "An Empirical Study of Trade Dynamics in the Fed Funds Market," Working Papers, Federal Reserve Bank of Minneapolis, number 708, Mar.
  2. Gara Afonso & Ricardo Lagos, 2014, "Trade Dynamics in the Market for Federal Funds," Working Papers, Federal Reserve Bank of Minneapolis, number 710, Mar.
  3. Gara Afonso & Ricardo Lagos, 2014, "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers, Federal Reserve Bank of Minneapolis, number 711, Apr.
  4. Gara Afonso & João A. C. Santos & James Traina, 2014, "Do “Too-Big-To-Fail” Banks Take On More Risk?," Liberty Street Economics, Federal Reserve Bank of New York, number 201404326a, Mar.
  5. BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2641, Jan.
  6. Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 9885, Mar.

2013

  1. Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Lending in the Federal Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131202, Dec.
  2. Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Borrowing in the Fed Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131209, Dec.
  3. Gara Afonso & Anna Kovner & Antoinette Schoar, 2013, "Trading Partners in the Interbank Lending Market," Staff Reports, Federal Reserve Bank of New York, number 620.
  4. Viral V. Acharya & Gara Afonso & Anna Kovner, 2013, "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports, Federal Reserve Bank of New York, number 623, Aug.
  5. Kondor, Péter & Babus, Ana, 2013, "Trading and information diffusion in OTC markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 9271, Jan.

2012

  1. Gara Afonso, 2012, "Why (or Why Not) Keep Paying Interest on Excess Reserves?," Liberty Street Economics, Federal Reserve Bank of New York, number 20121203, Dec.
  2. Gara Afonso & Ricardo Lagos, 2012, "An empirical study of trade dynamics in the interbank market," Staff Reports, Federal Reserve Bank of New York, number 550.
  3. Namho Kang & Peter Kondor & Ronnie Sadka, 2012, "Do Hedge Funds Reduce Idiosyncratic Risk?," CEU Working Papers, Department of Economics, Central European University, number 2012_15, Oct, revised 04 Oct 2012.
  4. Ana Babus & Péter Kondor, 2012, "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers, Department of Economics, Central European University, number 2012_19, Aug, revised 09 Dec 2012.

2011

  1. Gara Afonso, 2011, "When Do Trade Frictions Increase Liquidity?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111219, Dec.
  2. BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno, 2011, "Estimating and forecasting structural breaks in financial time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011055, Nov.
  3. Kondor, Péter & Sadka, Ronnie & Kang, Namho, 2011, "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 8307, Apr.
  4. Kondor, Péter & Guerrieri, Veronica, 2011, "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8454, Jun.
  5. Kondor, Péter, 2011, "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers, Centre for Economic Policy Research, number 8455, Jun.
  6. Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, Centre for Economic Policy Research, number 8578, Sep.

2010

  1. Gara Afonso & Anna Kovner & Antoinette Schoar, 2010, "Stressed, not frozen: the Federal Funds market in the financial crisis," Staff Reports, Federal Reserve Bank of New York, number 437, Mar.
  2. Gara Afonso & Anna Kovner & Antoinette Schoar, 2010, "Stressed not Frozen: The Fed Funds Market in the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15806, Mar.
  3. Max Bruche & Gerard Llobet, 2010, "Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans," Working Papers, CEMFI, number wp2010_1003, Jun.

2009

  1. Max Bruche & Javier Suarez, 2009, "The Macroeconomics of Money Market Freezes," Working Papers, CEMFI, number wp2009_0901, Jul.
  2. Max Bruche, 2009, "Bankruptcy Codes, Liquidation Timing, and Debt Valuation," Working Papers, CEMFI, number wp2009_0902, Jul.
  3. Péter Kondor, 2009, "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers, Society for Economic Dynamics, number 1018.

2008

  1. Gara Afonso, 2008, "Liquidity and congestion," Staff Reports, Federal Reserve Bank of New York, number 349, Oct.
  2. Gara Afonso & Hyun Song Shin, 2008, "Precautionary Demand and Liquidity in Payment Systems," Staff Reports, Federal Reserve Bank of New York, number 352, Oct.

2007

  1. Peter Kondor & Veronica Guerrieri, 2007, "Emerging Economies and Fund Managers," 2007 Meeting Papers, Society for Economic Dynamics, number 838.

2006

  1. Gara Minguez Afonso, 2006, "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers, Financial Markets Group, number dp555, Feb.
  2. Max Bruche, 2006, "Estimating Structural Models of Corporate Bond Prices," Working Papers, CEMFI, number wp2006_0610.
  3. Max Bruche & Carlos González-Aguado, 2006, "Recovery Rates, Default Probabilities and the Credit Cycle," Working Papers, CEMFI, number wp2006_0612.
  4. Prasanna Gai & Peter Kondor & Nicholas Vause, 2006, "Procyclicality, collateral values and financial stability," Bank of England Staff Working Paper series, Bank of England, number 304, Aug.
  5. Péter Kondor, 2006, "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/6.

2005

  1. Bruche, Max, 2005, "Estimating structural bond pricing models via simulated maximum likelihood," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24647, Apr.

2004

  1. Kondor, Peter, 2004, "The more we know, the less we agree: public announcements and higher-order expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24645, Dec.
  2. Kondor, Peter, 2004, "Rational trader risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24646, May.

2003

  1. Bruche, Max, 2003, "Corporate bond prices and co-ordination failure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24825, Jan.

2002

  1. Bruche, Max, 2002, "A structural model of corporate bond pricing with co-ordination failure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24930, Mar.

Journal articles

2025

  1. J. Boeckx & B. De Backer & E. Vincent, 2025, "Everything you always wanted to know about money and monetary policy (but were afraid to ask)," Economic Review, National Bank of Belgium, pages 1-33, July.
  2. Péter Kondor, 2025, "Why Are There Financial Crises? Recent Developments in Theory," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 77-92, November, DOI: 10.1146/annurev-financial-112923-11.

2024

  1. Dimitris Papadimitriou & Konstantinos Tokis & Georgios Vichos & Panos Mourdoukoutas, 2024, "Managing other people's money: An agency theory in financial management industry," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 47, issue 1, pages 179-209, March, DOI: 10.1111/jfir.12344.
  2. Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2024, "Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets," Review of Finance, European Finance Association, volume 28, issue 1, pages 163-201.

2023

  1. B. De Backer & S. El Joueidi & S. Ouerk & E. Vincent, 2023, "Transmission of recent monetary policy tightening: fragmented or not?," Economic Review, National Bank of Belgium, pages 1-30, June.
  2. B. De Backer & A. Stevens & J. Wauters & H. Zimmer, 2023, "Inflation expectations and monetary policy," Economic Review, National Bank of Belgium, pages 1-38, October.
  3. Farboodi, Maryam & Kondor, Péter, 2023, "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 46-67, DOI: 10.1016/j.jfineco.2023.07.003.
  4. Dimitris Papadimitriou, 2023, "Trading under uncertainty about other market participants," The Financial Review, Eastern Finance Association, volume 58, issue 2, pages 343-367, May, DOI: 10.1111/fire.12333.
  5. Zaccaria, Luana, 2023, "Are family and friends the wrong investors? Evidence from U.S. start-ups," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2023.102368.
  6. Guiso, Luigi & Zaccaria, Luana, 2023, "From patriarchy to partnership: Gender equality and household finance," Journal of Financial Economics, Elsevier, volume 147, issue 3, pages 573-595, DOI: 10.1016/j.jfineco.2023.01.002.
  7. Kirill Shakhnov & Luana Zaccaria, 2023, "Utility Tokens, Network Effects, and Pricing Power," Management Science, INFORMS, volume 69, issue 11, pages 6625-6640, November, DOI: 10.1287/mnsc.2023.4917.

2022

  1. Burban, Valentin & De Backer, Bruno & Schupp, Fabian & Vladu, Andreea Liliana, 2022, "Decomposing market-based measures of inflation compensation into inflation expectations and risk premia," Economic Bulletin Boxes, European Central Bank, volume 8.
  2. Maryam Farboodi & Péter Kondor, 2022, "Heterogeneous Global Booms and Busts," American Economic Review, American Economic Association, volume 112, issue 7, pages 2178-2212, July, DOI: 10.1257/aer.20181830.
  3. Péter Kondor & Gábor Pintér, 2022, "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, volume 77, issue 1, pages 505-544, February, DOI: 10.1111/jofi.13087.
  4. Ian W. R. Martin & Dimitris Papadimitriou, 2022, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," American Economic Review, American Economic Association, volume 112, issue 8, pages 2465-2517, August, DOI: 10.1257/aer.20200505.

2021

  1. Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021, "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, volume 27, issue 2, pages 1-26, August.
  2. De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101978.
  3. Benjamin Sahel & Antonio Scalia & Luana Zaccaria, 2021, "Career concerns and peer effects in institutional tournaments: Evidence from ECB reserve currency portfolios," Financial Management, Financial Management Association International, volume 50, issue 1, pages 47-73, March, DOI: 10.1111/fima.12289.

2020

  1. Max Bruche & Frederic Malherbe & Ralf R Meisenzahl, 2020, "Pipeline Risk in Leveraged Loan Syndication," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 12, pages 5660-5705.

2019

  1. Gara Afonso & Roc Armenter & Benjamin Lester, 2019, "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 177-204, July, DOI: 10.1016/j.red.2019.04.004.
  2. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019, "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
  3. Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
  4. Kondor, Péter & Zawadowski, Adam, 2019, "Learning in crowded markets," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.08.006.
  5. Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.

2018

  1. B. De Backer, 2018, "Does financial market volatility influence the real economy?," Economic Review, National Bank of Belgium, issue iv, pages 107-124, december.
  2. Ana Babus & Péter Kondor, 2018, "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, volume 86, issue 5, pages 1727-1769, September, DOI: 10.3982/ECTA12043.

2017

  1. Bruche, Max & Segura, Anatoli, 2017, "Debt maturity and the liquidity of secondary debt markets," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 599-613, DOI: 10.1016/j.jfineco.2017.04.002.
  2. B. De Backer & J. Wauters, 2017, "The cyclical and structural determinants of the low interest rate environment," Economic Review, National Bank of Belgium, issue ii, pages 69-86, september.

2016

  1. Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016, "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, volume 14, issue 1, pages 153-170, June.
  2. Zhiguo He & Péter Kondor, 2016, "Inefficient Investment Waves," Econometrica, Econometric Society, volume 84, issue , pages 735-780, March.

2015

  1. B. De Backer & Ph. Du Caju & M. Emiris & Ch. Van Nieuwenhuyze, 2015, "Macroeconomic determinants of non-performing loans," Economic Review, National Bank of Belgium, issue iii, pages 47-65, December.
  2. B. De Backer, 2015, "Decomposition of the dynamics of sovereign yield spreads in the euro area," Economic Review, National Bank of Belgium, issue i, pages 54-75, June.

2014

  1. Gara Afonso & João A. C. Santos & James Traina, 2014, "Do "Too-Big-to-Fail" banks take on more risk?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 41-58.
  2. Max Bruche & Gerard Llobet, 2014, "Preventing Zombie Lending," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 923-956.
  3. Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 207-229, DOI: 10.1016/j.jempfin.2014.06.008.
  4. Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2014, "Do Hedge Funds Reduce Idiosyncratic Risk?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 4, pages 843-877, August.
  5. Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám, 2014, "Cégek kapcsolati hálózatainak gazdasági szerepe
    [The economic role of the networks of connections possessed by firms]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1341-1360.

2013

  1. Valentinyi, Ákos & Kézdi, Gábor & Kondor, Péter & Benczúr, Péter & Mátyás, László, 2013, "Javaslat a magyarországi közgazdasági doktori képzés korszerűsítésére
    [Proposal for modernizing the doctoral training for economics in Hungary]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 722-732.
  2. Ron Kaniel & Péter Kondor, 2013, "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 4, pages 929-984.

2012

  1. Veronica Guerrieri & Peter Kondor, 2012, "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, volume 102, issue 5, pages 1986-2017, August.
  2. Péter Kondor, 2012, "The More We Know about the Fundamental, the Less We Agree on the Price," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 3, pages 1175-1207.

2011

  1. Gara Afonso & Anna Kovner & Antoinette Schoar, 2011, "Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1109-1139, August.
  2. Afonso, Gara, 2011, "Liquidity and congestion," Journal of Financial Intermediation, Elsevier, volume 20, issue 3, pages 324-360, July.
  3. Bruche, Max, 2011, "Creditor Coordination, Liquidation Timing, and Debt Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1407-1436, October.

2010

  1. Bruche, Max & Naqvi, Hassan, 2010, "A structural model of debt pricing with creditor-determined liquidation," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 951-967, May.
  2. Bruche, Max & González-Aguado, Carlos, 2010, "Recovery rates, default probabilities, and the credit cycle," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 754-764, April.
  3. Bruche, Max & Suarez, Javier, 2010, "Deposit insurance and money market freezes," Journal of Monetary Economics, Elsevier, volume 57, issue 1, pages 45-61, January.

2009

  1. Péter Kondor, 2009, "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, volume 64, issue 2, pages 631-655, April, DOI: 10.1111/j.1540-6261.2009.01445.x.

2007

  1. Gara Minguez-Afonso, 2007, "Imperfect Common Knowledge in First-Generation Models of Currency Crises," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 1, pages 81-112, March.

2000

  1. Madarász, Kristóf & Kondor, Péter, 2000, "Az elvesztett tér nyomában. Egy új könyv kapcsán az új gazdaságföldrajzról. Fujita, M.Krugman, P.Venables, A. J.: The Spatial Economy. Cities, Regions and International Trade. MIT Press, Cambridge, Mass., London, 1999, 367 oldal
    [Fujita, M.Krugman    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 475-484.

Chapters

2007

  1. Max Bruche & Jon Danielsson & Gabriele Galati, 2007, "Currency Crises, (Hidden) Linkages and Volume," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Douglas D Evanoff & George G Kaufman & John R LaBrosse, "International Financial Instability Global Banking and National Regulation".

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