Markus K. Brunnermeier
Personal Details
First Name: | Markus |
Middle Name: | K. |
Last Name: | Brunnermeier |
Suffix: | |
RePEc Short-ID: | pbr31 |
http://scholar.princeton.edu/markus | |
Department of Economics, Bendheim Center for Finance, Princeton University, Julis-Romo-Rabinowitz Building, Princeton, NJ 08544 USA | |
Twitter: | @markuseconomist |
Terminal Degree: | 1999 Economics Department; London School of Economics (LSE) (from RePEc Genealogy) |
Affiliation
(96%) Department of Economics
Princeton University
Princeton, New Jersey (United States)https://economics.princeton.edu/
(609) 258-4000
(609) 258-6419
001 Fisher Hall, Princeton, NJ 08544-1021
RePEc:edi:deprius (more details at EDIRC)
(1%) Bendheim Center for Finance
Department of Economics
Princeton University
Princeton, New Jersey (United States)http://www.princeton.edu/~bcf/
(609) 258-4000
(609) 258-6419
(609) 258-4000
RePEc:edi:bcprius (more details at EDIRC)
(1%) CEPR
http://www.cepr.orgLondon, UK
(1%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
617-868-3900
1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
RePEc:edi:nberrus (more details at EDIRC)
(1%) CESifo
München, Germanyhttp://www.cesifo-group.de/
+49 (89) 9224-0
+49 (89) 985369
Poschingerstrasse 5, 81679 Munich
RePEc:edi:cesifde (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China's Model of Managing the Financial System," NBER Working Papers 27171, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2020. "The Fiscal Theory of Price Level with a Bubble," NBER Working Papers 27116, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2019. "The Digitalization of Money," NBER Working Papers 26300, National Bureau of Economic Research, Inc.
- Markus K. Bunnermeier & Ricardo Reis, 2019.
"A Crash Course on the Euro Crisis,"
Discussion Papers
1915, Centre for Macroeconomics (CFM).
- Markus K. Brunnermeier & Ricardo Reis, 2019. "A Crash Course on the Euro Crisis," NBER Working Papers 26229, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Reis, Ricardo, 2019. "A Crash Course on the Euro Crisis," CEPR Discussion Papers 14016, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Ricardo Reis, 2019. "Crash Course on the Euro Crisis," Working Papers 258, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Markus K. Brunnermeier & Dirk Niepelt, 2019.
"On the Equivalence of Private and Public Money,"
NBER Working Papers
25877, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Niepelt, Dirk, 2019. "On the equivalence of private and public money," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 27-41.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," Diskussionsschriften dp1903, Universitaet Bern, Departement Volkswirtschaft.
- Brunnermeier, Markus K & Niepelt, Dirk, 2019. "On the Equivalence of Private and Public Money," CEPR Discussion Papers 13778, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," CESifo Working Paper Series 7741, CESifo.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," Working Papers 19.05, Swiss National Bank, Study Center Gerzensee.
- Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Joseph Abadi & Markus Brunnermeier, 2018.
"Blockchain Economics,"
NBER Working Papers
25407, National Bureau of Economic Research, Inc.
- Abadi, Joseph & Brunnermeier, Markus K, 2018. "Blockchain Economics," CEPR Discussion Papers 13420, C.E.P.R. Discussion Papers.
- Markus Brunnermeier & Oleg Itskhoki & Pierre-Olivier Gourinchas, 2018. "Consumption-led Growth," 2018 Meeting Papers 198, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yann Koby, 2018.
"The Reversal Interest Rate,"
NBER Working Papers
25406, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yann Koby, 2019. "The Reversal Interest Rate," IMES Discussion Paper Series 19-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Markus K. Brunnermeier & Lunyang Huang, 2018.
"A Global Safe Asset for and from Emerging Market Economies,"
NBER Working Papers
25373, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lunyang Huang, 2019. "A Global Safe Asset for and from Emerging Market Economies," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 5, pages 111-167, Central Bank of Chile.
- Brunnermeier, Markus K & Huang, Lunyang, 2018. "A Global Safe Asset for and from Emerging Market Economies," CEPR Discussion Papers 13387, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017.
"China's Gradualistic Economic Approach and Financial Markets,"
NBER Working Papers
23194, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," American Economic Review, American Economic Association, vol. 107(5), pages 608-613, May.
- Brunnermeier, Markus K & Rother, Simon & Schnabel, Isabel, 2017.
"Asset Price Bubbles and Systemic Risk,"
CEPR Discussion Papers
12362, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Simon C. Rother & Isabel Schnabel, 2019. "Asset Price Bubbles and Systemic Risk," NBER Working Papers 25775, National Bureau of Economic Research, Inc.
- Markus Brunnermeier & Simon Rother & Isabel Schnabel, 2019. "Asset Price Bubbles and Systemic Risk," CRC TR 224 Discussion Paper Series crctr224_2019_095, University of Bonn and University of Mannheim, Germany.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016.
"On the Optimal Inflation Rate,"
NBER Working Papers
22133, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016. "On the Optimal Inflation Rate," American Economic Review, American Economic Association, vol. 106(5), pages 484-489, May.
- Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016.
"The Sovereign-Bank Diabolic Loop and ESBies,"
NBER Working Papers
21993, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," American Economic Review, American Economic Association, vol. 106(5), pages 508-512, May.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CSEF Working Papers 427, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 18 Jun 2016.
- Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CEPR Discussion Papers 11317, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers 1617, Centre for Macroeconomics (CFM).
- Thesmar, David & Brunnermeier , Markus K & Garicano , Luis & Lane, Philip R & Pagano , Marco & Reis, Ricardo & Santos , Tano & Van Nieuwerburgh , Stijn & Vayanos , Dimitri, 2016. "The Sovereign-Bank Diabolic Loop and Esbies," HEC Research Papers Series 1133, HEC Paris.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CEP Discussion Papers dp1414, Centre for Economic Performance, LSE.
- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 66429, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerberg, Stijn & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 65863, London School of Economics and Political Science, LSE Library.
- Marcus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," EIEF Working Papers Series 1603, Einaudi Institute for Economics and Finance (EIEF), revised May 2016.
- Markus Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and Esbies," Working Papers hal-01993425, HAL.
- Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 86230, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016.
"Macro, Money and Finance: A Continuous Time Approach,"
NBER Working Papers
22343, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Sannikov, Yuliy, 2016. "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers 11329, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016.
"ESBies: Safety in the tranches,"
Discussion Papers
1627, Centre for Macroeconomics (CFM).
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR;CES;MSH, vol. 32(90), pages 175-219.
- Brunnermeier, Markus K & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the Tranches," CEPR Discussion Papers 11537, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk, 2016. "ESBies: Safety in the Tranches," CSEF Working Papers 453, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," CFS Working Paper Series 537, Center for Financial Studies (CFS).
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," ESRB Working Paper Series 21, European Systemic Risk Board.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2017. "ESBies: safety in the tranches," LSE Research Online Documents on Economics 74320, London School of Economics and Political Science, LSE Library.
- Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies - Safety in the tranches," EIEF Working Papers Series 1614, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2016.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016. "ESBies: safety in the tranches," LSE Research Online Documents on Economics 86221, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & James, Harold & Landau, Jean-Pierre, 2016.
"The Euro and the Battle of Ideas,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145852, Verein für Socialpolitik / German Economic Association.
- Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2016. "The Euro and the Battle of Ideas," Economics Books, Princeton University Press, edition 1, number 10828.
- Markus K. Brunnermeier & Isabel Schnabel, 2014.
"Bubbles and Central Banks: Historical Perspectives,"
Working Papers
1411, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 31 Oct 2014.
- Brunnermeier, Markus K & Schnabel, Isabel, 2015. "Bubbles and Central Banks: Historical Perspectives," CEPR Discussion Papers 10528, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014.
"A Welfare Criterion for Models with Distorted Beliefs,"
NBER Working Papers
20691, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, Oxford University Press, vol. 129(4), pages 1753-1797.
- Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.
- Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014.
"Is Europe Overbanked?,"
Report of the Advisory Scientific Committee
4, European Systemic Risk Board.
- Marco Pagano & ESRB Advisory Scientific Committee, 2014. "Is Europe Overbanked?," mBank - CASE Seminar Proceedings 132, CASE-Center for Social and Economic Research.
- Markus Brunnermeier, 2014. "Pecuniary Externalities and Capital Controls," 2014 Meeting Papers 1416, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yuliy Sannikov, 2014.
"International Credit Flows and Pecuniary Externalities,"
NBER Working Papers
20803, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2013. "International Credit Flows and Pecuniary Externalities," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
- Brunnermeier, Markus K & Sannikov, Yuliy, 2015. "International Credit Flows and Pecuniary Externalities," CEPR Discussion Papers 10339, C.E.P.R. Discussion Papers.
- Markus Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series 5170, CESifo.
- Markus Brunnermeier & Laurent Clerc & Yanis El Omari & Silvia Gabrieli & Steffen Kern & Christoph Memmel & Tuomas Peltonen & Natalia Podlich & Martin Scheicher & Guillaume Vuillemey, 2013. "Assessing contagion risks from the CDS market," ESRB Occasional Paper Series 04, European Systemic Risk Board.
- Markus K. Brunnermeier & Martin Oehmke, 2013.
"Predatory Short Selling,"
NBER Working Papers
19514, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Martin Oehmke, 2014. "Predatory Short Selling," Review of Finance, European Finance Association, vol. 18(6), pages 2153-2195.
- Brunnermeier, Markus K. & Oehmke, Martin, 2014. "Predatory short selling," LSE Research Online Documents on Economics 84517, London School of Economics and Political Science, LSE Library.
- André Sapir & Martin F. Hellwig & Marco Pagano & Viral V. Acharya & Leszek Balcerowicz & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Ieke van den Burg & Charles Calomiris & Daniel Gros & Da, 2013. "The consequences of the single supervisory mechanism for Europe's macro-prudential policy framework," Report of the Advisory Scientific Committee 3, European Systemic Risk Board.
- Hellwig, Martin F. & Sapir, André & Pagano, Marco & Acharya, Viral & Balcerowicz, Leszek & Boot, Arnoud & Brunnermeier, Markus K. & Buch, Claudia M. & van den Burg, Ieke & Calomiris, Charles & Gros, D, 2012. "Forbearance, resolution and deposit insurance," Report of the Advisory Scientific Committee 1, European Systemic Risk Board.
- Markus K. Brunnermeier & Martin Oehmke, 2012.
"Bubbles, Financial Crises, and Systemic Risk,"
NBER Working Papers
18398, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012.
"Macroeconomics with Financial Frictions: A Survey,"
Levine's Working Paper Archive
786969000000000384, David K. Levine.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," NBER Working Papers 18102, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus & De Gregorio, José & Eichengreen, Barry & El-Erian, Mohamed & Fraga, Arminio & Ito, Takatoshi & Lane, Philip R. & Pisani-Ferry, Jean & Prasad, Eswar & Rajan, Raghuram & Ramos, Ma, 2012. "Banks and cross-border capital flows: challenges and regulatory responses," LSE Research Online Documents on Economics 102439, London School of Economics and Political Science, LSE Library.
- Yuliy Sannikov & Markus Brunnermeier, 2012.
"The I Theory of Money,"
2012 Meeting Papers
411, Society for Economic Dynamics.
- Brunnermeier, Markus K & Sannikov, Yuliy, 2016. "The I Theory of Money," CEPR Discussion Papers 11444, C.E.P.R. Discussion Papers.
- Yuliy Sannikov & Markus Brunnermeier, 2013. "The I-Theory of Money," 2013 Meeting Papers 620, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016. "The I Theory of Money," NBER Working Papers 22533, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Sannikov, Yuliy, 2016. "The I Theory of Money," Research Papers 3431, Stanford University, Graduate School of Business.
- Yuliy Sannikov & Markus K. Brunnermeier, 2010.
"A Macroeconomic Model with a Financial Sector,"
2010 Meeting Papers
1114, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yuliy Sannikov, 2014. "A Macroeconomic Model with a Financial Sector," American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
- Markus K. Brunnermeier & Yuliy Sannikov, 2012. "A macroeconomic model with a financial sector," Working Paper Research 236, National Bank of Belgium.
- Yuliy Sannikov & Markus Brunnermeier, 2012. "A Macroeconomic Model with a Financial Sector," 2012 Meeting Papers 507, Society for Economic Dynamics.
- Markus K. Brunnermeier & Martin Oehmke, 2010.
"The Maturity Rat Race,"
NBER Working Papers
16607, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Martin Oehmke, 2013. "The Maturity Rat Race," Journal of Finance, American Finance Association, vol. 68(2), pages 483-521, April.
- Markus K. Brunnermeier & Motohiro Yogo, 2009.
"A Note on Liquidity Risk Management,"
NBER Working Papers
14727, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
- Patrick Bolton & Markus K. Brunnermeier & Laura Veldkamp, 2008. "Leadership, Coordination and Mission-Driven Management," NBER Working Papers 14339, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
- Tobias Adrian & Markus K. Brunnermeier, 2008.
"CoVaR,"
Staff Reports
348, Federal Reserve Bank of New York.
- Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
- Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Filippos Papakonstantinou & Jonathan A. Parker, 2008. "An Economic Model of the Planning Fallacy," NBER Working Papers 14228, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008.
"Carry Trades and Currency Crashes,"
NBER Working Papers
14473, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Gollier, Christian & Parker, Jonathan A, 2007.
"Optimal Beliefs, Asset Prices and the Preference for Skewed Returns,"
CEPR Discussion Papers
6181, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
- Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers 429, Institut d'Économie Industrielle (IDEI), Toulouse.
- Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers 12940, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007.
"Market Liquidity and Funding Liquidity,"
NBER Working Papers
12939, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Markus K. Brunnermeier & Stefan Nagel, 2006. "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation," NBER Working Papers 12809, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Christian Julliard, 2006.
"Money Illusion and Housing Frenzies,"
NBER Working Papers
12810, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
- Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
- Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers dp579, Financial Markets Group.
- Brunnermeier, Markus K & Morgan, John, 2006.
"Clock Games: Theory and Experiments,"
Competition Policy Center, Working Paper Series
qt9c11m09n, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
- Brunnermeier, Markus K. & Morgan, John, 2010. "Clock games: Theory and experiments," Games and Economic Behavior, Elsevier, vol. 68(2), pages 532-550, March.
- Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics.
- Morgan, John, 2004. "Clock Games: Theory and Experiments," Santa Cruz Department of Economics, Working Paper Series qt81m0r0jj, Department of Economics, UC Santa Cruz.
- Markus K Brunnermeier & Lasse Heje Pederson, 2003.
"Predatory Trading,"
FMG Discussion Papers
dp441, Financial Markets Group.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
- Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
- Markus K Brunnermeier, 2002.
"Bubbles and Crashes,"
FMG Discussion Papers
dp401, Financial Markets Group.
- Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
- Abreu, Dilip & Brunnermeier, Markus K., 2002. "Bubbles and crashes," LSE Research Online Documents on Economics 24905, London School of Economics and Political Science, LSE Library.
- Jonathan Parker & Markus K Brunnermeier, 2002.
"Optimal Expectations,"
FMG Discussion Papers
dp434, Financial Markets Group.
- Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
- Markus K. Brunnermeier & Jonathan A. Parker, 2004. "Optimal Expectations," NBER Working Papers 10707, National Bureau of Economic Research, Inc.
- Jonathan A. Parker & Markus K. Brunnermeier, 2004. "Optimal Expectations," Econometric Society 2004 North American Winter Meetings 426, Econometric Society.
- Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Brunnermeier, Markus K. & Parker, Jonathan A., 2002. "Optimal expectations," LSE Research Online Documents on Economics 24954, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
- Markus K Brunnermeier, 1999. "Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy," FMG Discussion Papers dp329, Financial Markets Group.
- Markus K Brunnermeier, 1998. "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers dp309, Financial Markets Group.
- John S. Hughes & Steven Huddart & Markus K Brunnermeier, 1998.
"Disclosure Requirements and Stock Exchange Listing Choice in an International Context,"
FMG Discussion Papers
dp282, Financial Markets Group.
- Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999. "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 237-269, January.
- Markus K Brunnermeier, 1997. "On Bounded Rationality and Risk Aversion," FMG Discussion Papers dp255, Financial Markets Group.
- Markus K Brunnermeier, 1997. "Prices, Price Processes, Volume and Their Information: A Literature Survey," FMG Discussion Papers dp270, Financial Markets Group.
Articles
- Markus K. Brunnermeier & Patrick Cheridito, 2019. "Measuring and Allocating Systemic Risk," Risks, MDPI, Open Access Journal, vol. 7(2), pages 1-19, April.
- Brunnermeier, Markus K. & Niepelt, Dirk, 2019.
"On the equivalence of private and public money,"
Journal of Monetary Economics, Elsevier, vol. 106(C), pages 27-41.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," Diskussionsschriften dp1903, Universitaet Bern, Departement Volkswirtschaft.
- Brunnermeier, Markus K & Niepelt, Dirk, 2019. "On the Equivalence of Private and Public Money," CEPR Discussion Papers 13778, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," CESifo Working Paper Series 7741, CESifo.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," NBER Working Papers 25877, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," Working Papers 19.05, Swiss National Bank, Study Center Gerzensee.
- Markus Brunnermeier, 2017. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 92-99.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017.
"ESBies: safety in the tranches,"
Economic Policy, CEPR;CES;MSH, vol. 32(90), pages 175-219.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies: Safety in the tranches," Discussion Papers 1627, Centre for Macroeconomics (CFM).
- Brunnermeier, Markus K & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the Tranches," CEPR Discussion Papers 11537, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk, 2016. "ESBies: Safety in the Tranches," CSEF Working Papers 453, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," CFS Working Paper Series 537, Center for Financial Studies (CFS).
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," ESRB Working Paper Series 21, European Systemic Risk Board.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2017. "ESBies: safety in the tranches," LSE Research Online Documents on Economics 74320, London School of Economics and Political Science, LSE Library.
- Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies - Safety in the tranches," EIEF Working Papers Series 1614, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2016.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016. "ESBies: safety in the tranches," LSE Research Online Documents on Economics 86221, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017.
"China's Gradualistic Economic Approach and Financial Markets,"
American Economic Review, American Economic Association, vol. 107(5), pages 608-613, May.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," NBER Working Papers 23194, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016.
"On the Optimal Inflation Rate,"
American Economic Review, American Economic Association, vol. 106(5), pages 484-489, May.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016. "On the Optimal Inflation Rate," NBER Working Papers 22133, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016.
"The Sovereign-Bank Diabolic Loop and ESBies,"
American Economic Review, American Economic Association, vol. 106(5), pages 508-512, May.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CSEF Working Papers 427, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 18 Jun 2016.
- Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CEPR Discussion Papers 11317, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers 1617, Centre for Macroeconomics (CFM).
- Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," NBER Working Papers 21993, National Bureau of Economic Research, Inc.
- Thesmar, David & Brunnermeier , Markus K & Garicano , Luis & Lane, Philip R & Pagano , Marco & Reis, Ricardo & Santos , Tano & Van Nieuwerburgh , Stijn & Vayanos , Dimitri, 2016. "The Sovereign-Bank Diabolic Loop and Esbies," HEC Research Papers Series 1133, HEC Paris.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CEP Discussion Papers dp1414, Centre for Economic Performance, LSE.
- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 66429, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerberg, Stijn & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 65863, London School of Economics and Political Science, LSE Library.
- Marcus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," EIEF Working Papers Series 1603, Einaudi Institute for Economics and Finance (EIEF), revised May 2016.
- Markus Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and Esbies," Working Papers hal-01993425, HAL.
- Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 86230, London School of Economics and Political Science, LSE Library.
- Tobias Adrian & Markus K. Brunnermeier, 2016.
"CoVaR,"
American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
- Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
- Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2015.
"International Credit Flows and Pecuniary Externalities,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
- Markus K. Brunnermeier & Yuliy Sannikov, 2013. "International Credit Flows and Pecuniary Externalities," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2014. "International Credit Flows and Pecuniary Externalities," NBER Working Papers 20803, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Sannikov, Yuliy, 2015. "International Credit Flows and Pecuniary Externalities," CEPR Discussion Papers 10339, C.E.P.R. Discussion Papers.
- Markus Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series 5170, CESifo.
- Markus K. Brunnermeier & Yuliy Sannikov, 2014.
"A Macroeconomic Model with a Financial Sector,"
American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
- Yuliy Sannikov & Markus K. Brunnermeier, 2010. "A Macroeconomic Model with a Financial Sector," 2010 Meeting Papers 1114, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yuliy Sannikov, 2012. "A macroeconomic model with a financial sector," Working Paper Research 236, National Bank of Belgium.
- Yuliy Sannikov & Markus Brunnermeier, 2012. "A Macroeconomic Model with a Financial Sector," 2012 Meeting Papers 507, Society for Economic Dynamics.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014.
"A Welfare Criterion For Models With Distorted Beliefs,"
The Quarterly Journal of Economics, Oxford University Press, vol. 129(4), pages 1753-1797.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers 20691, National Bureau of Economic Research, Inc.
- Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.
- Markus K. Brunnermeier & Martin Oehmke, 2014.
"Predatory Short Selling,"
Review of Finance, European Finance Association, vol. 18(6), pages 2153-2195.
- Markus K. Brunnermeier & Martin Oehmke, 2013. "Predatory Short Selling," NBER Working Papers 19514, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Oehmke, Martin, 2014. "Predatory short selling," LSE Research Online Documents on Economics 84517, London School of Economics and Political Science, LSE Library.
- Brunnermeier Markus K., 2014. "„Das letzte Kapitel ist noch nicht geschrieben“," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(3), pages 234-245, October.
- Markus K. Brunnermeier & Martin Oehmke, 2013.
"The Maturity Rat Race,"
Journal of Finance, American Finance Association, vol. 68(2), pages 483-521, April.
- Markus K. Brunnermeier & Martin Oehmke, 2010. "The Maturity Rat Race," NBER Working Papers 16607, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Laura Veldkamp, 2013. "Leadership, Coordination, and Corporate Culture," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 512-537.
- Brunnermeier, M. & Clerc, L. & Scheicher, M., 2013. "Assessing contagion risks in the CDS market," Financial Stability Review, Banque de France, issue 17, pages 123-134, April.
- Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2012.
"Risk Topography,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 149-176.
- Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2011. "Risk Topography," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 149-176, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2012. "Redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 331-384.
- Brunnermeier, Markus K. & Morgan, John, 2010.
"Clock games: Theory and experiments,"
Games and Economic Behavior, Elsevier, vol. 68(2), pages 532-550, March.
- Brunnermeier, Markus K & Morgan, John, 2006. "Clock Games: Theory and Experiments," Competition Policy Center, Working Paper Series qt9c11m09n, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
- Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics.
- Morgan, John, 2004. "Clock Games: Theory and Experiments," Santa Cruz Department of Economics, Working Paper Series qt81m0r0jj, Department of Economics, UC Santa Cruz.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009.
"Market Liquidity and Funding Liquidity,"
Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
- Markus K. Brunnermeier & Motohiro Yogo, 2009.
"A Note on Liquidity Risk Management,"
American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
- Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Christian Julliard, 2008.
"Money Illusion and Housing Frenzies,"
Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
- Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
- Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers dp579, Financial Markets Group.
- Markus K. Brunnermeier & Stefan Nagel, 2008. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals," American Economic Review, American Economic Association, vol. 98(3), pages 713-736, June.
- Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007.
"Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns,"
American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
- Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers 429, Institut d'Économie Industrielle (IDEI), Toulouse.
- Brunnermeier, Markus K & Gollier, Christian & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers 12940, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2005.
"Predatory Trading,"
Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
- Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
- Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
- Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Jonathan A. Parker, 2005.
"Optimal Expectations,"
American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
- Markus K. Brunnermeier & Jonathan A. Parker, 2004. "Optimal Expectations," NBER Working Papers 10707, National Bureau of Economic Research, Inc.
- Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group.
- Jonathan A. Parker & Markus K. Brunnermeier, 2004. "Optimal Expectations," Econometric Society 2004 North American Winter Meetings 426, Econometric Society.
- Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Brunnermeier, Markus K. & Parker, Jonathan A., 2002. "Optimal expectations," LSE Research Online Documents on Economics 24954, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier, 2005. "Information Leakage and Market Efficiency," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 417-457.
- Markus K. Brunnermeier, 2004. "Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory," Journal of the European Economic Association, MIT Press, vol. 2(1), pages 98-114, March.
- Dilip Abreu & Markus K. Brunnermeier, 2003.
"Bubbles and Crashes,"
Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
- Markus K Brunnermeier, 2002. "Bubbles and Crashes," FMG Discussion Papers dp401, Financial Markets Group.
- Abreu, Dilip & Brunnermeier, Markus K., 2002. "Bubbles and crashes," LSE Research Online Documents on Economics 24905, London School of Economics and Political Science, LSE Library.
- Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
- Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999.
"Disclosure requirements and stock exchange listing choice in an international context,"
Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 237-269, January.
- John S. Hughes & Steven Huddart & Markus K Brunnermeier, 1998. "Disclosure Requirements and Stock Exchange Listing Choice in an International Context," FMG Discussion Papers dp282, Financial Markets Group.
Chapters
- Álvaro Aguirre & Markus Brunnermeier & Diego Saravia, 2019. "Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications – An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 1, pages 001-011, Central Bank of Chile.
- Markus K. Brunnermeier & Lunyang Huang, 2019.
"A Global Safe Asset for and from Emerging Market Economies,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 5, pages 111-167,
Central Bank of Chile.
- Markus K. Brunnermeier & Lunyang Huang, 2018. "A Global Safe Asset for and from Emerging Market Economies," NBER Working Papers 25373, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Huang, Lunyang, 2018. "A Global Safe Asset for and from Emerging Market Economies," CEPR Discussion Papers 13387, C.E.P.R. Discussion Papers.
- Markus Brunnermeier, 2018. "The Euro Crisis," Book Chapters, in: Michael D. Bordo & John H. Cochrane (ed.), The Structural Foundations of Monetary Policy, chapter 7, Hoover Institution, Stanford University.
- Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2016. "Introduction," Introductory Chapters, in: The Euro and the Battle of Ideas, Princeton University Press.
- Markus K. Brunnermeier, 2016. "Comment on "The Analytics of the Greek Crisis"," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 92-99, National Bureau of Economic Research, Inc.
- Brunnermeier, M.K. & Sannikov, Y., 2016. "Macro, Money, and Finance," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1497-1545, Elsevier.
- Gang Liu, 2014. "Measuring the Stock of Human Capital for International and Intertemporal Comparisons," NBER Chapters, in: Measuring Economic Sustainability and Progress, pages 493-544, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Markus Brunnermeier & Arvind Krishnamurthy, 2013. "Introduction to "Risk Topography: Systemic Risk and Macro Modeling"," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 1-12, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2013.
"International Credit Flows and Pecuniary Externalities,"
NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy,
National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
- Markus K. Brunnermeier & Yuliy Sannikov, 2014. "International Credit Flows and Pecuniary Externalities," NBER Working Papers 20803, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K & Sannikov, Yuliy, 2015. "International Credit Flows and Pecuniary Externalities," CEPR Discussion Papers 10339, C.E.P.R. Discussion Papers.
- Markus Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series 5170, CESifo.
- Markus Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2013. "Liquidity Mismatch Measurement," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 99-112, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2011.
"Risk Topography,"
NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 149-176,
National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2012. "Risk Topography," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 149-176.
- Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen, 2011. "Hedge Fund Tail Risk," NBER Chapters, in: Quantifying Systemic Risk, pages 155-172, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009.
"Carry Trades and Currency Crashes,"
NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347,
National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
Books
- Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2016.
"The Euro and the Battle of Ideas,"
Economics Books,
Princeton University Press,
edition 1, number 10828.
- Brunnermeier, Markus & James, Harold & Landau, Jean-Pierre, 2016. "The Euro and the Battle of Ideas," VfS Annual Conference 2016 (Augsburg): Demographic Change 145852, Verein für Socialpolitik / German Economic Association.
- Markus Brunnermeier & Arvind Krishnamurthy, 2014. "Risk Topography: Systemic Risk and Macro Modeling," NBER Books, National Bureau of Economic Research, Inc, number brun11-1.
- Brunnermeier, Markus & Krishnamurthy, Arvind (ed.), 2014. "Risk Topography," National Bureau of Economic Research Books, University of Chicago Press, number 9780226077734, March.
- Brunnermeier, Markus K., 2001. "Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding," OUP Catalogue, Oxford University Press, number 9780198296980.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 75 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (38) 2005-02-13 2007-01-13 2007-03-24 2008-08-21 2008-11-11 2009-01-03 2012-03-14 2012-06-13 2012-10-20 2013-04-13 2013-12-29 2014-11-17 2015-04-11 2016-03-29 2016-04-09 2016-06-18 2016-07-02 2016-08-28 2016-08-28 2016-10-09 2016-10-09 2017-02-12 2017-03-05 2017-10-29 2018-04-30 2019-01-07 2019-01-21 2019-05-06 2019-06-10 2019-06-10 2019-07-08 2019-07-15 2019-08-12 2019-09-16 2019-10-07 2019-10-14 2020-01-13 2020-05-25. Author is listed
- NEP-MON: Monetary Economics (19) 2007-03-24 2012-06-13 2013-12-29 2014-11-17 2015-04-11 2016-04-09 2016-06-18 2016-07-02 2016-08-28 2016-10-09 2019-01-07 2019-06-10 2019-06-17 2019-07-08 2019-07-15 2019-08-12 2019-09-16 2019-10-07 2020-05-25. Author is listed
- NEP-DGE: Dynamic General Equilibrium (15) 2012-03-14 2012-06-13 2012-10-20 2013-04-13 2013-12-29 2015-01-19 2015-02-11 2016-04-09 2016-08-28 2016-10-09 2018-01-22 2018-08-20 2019-01-07 2019-06-17 2019-07-08. Author is listed
- NEP-CBA: Central Banking (14) 2007-01-13 2008-08-21 2008-11-11 2011-10-15 2012-09-22 2014-11-17 2015-04-11 2016-04-09 2016-10-09 2019-01-07 2019-06-10 2019-07-08 2019-10-07 2020-01-13. Author is listed
- NEP-BAN: Banking (10) 2011-10-15 2012-06-13 2012-09-22 2012-10-20 2013-04-13 2013-10-18 2016-02-04 2016-08-28 2019-01-07 2019-07-08. Author is listed
- NEP-OPM: Open Economy Macroeconomics (10) 2015-01-19 2015-02-11 2015-04-11 2016-02-04 2016-03-29 2016-05-14 2016-06-18 2017-02-12 2018-08-20 2019-01-07. Author is listed
- NEP-PAY: Payment Systems & Financial Technology (9) 2016-08-28 2019-01-07 2019-03-04 2019-06-10 2019-06-17 2019-06-17 2019-07-15 2019-08-12 2019-10-07. Author is listed
- NEP-RMG: Risk Management (8) 2007-03-24 2008-11-04 2009-02-22 2011-10-15 2012-09-22 2017-10-29 2019-05-06 2019-06-10. Author is listed
- NEP-CFN: Corporate Finance (7) 2004-08-16 2007-03-03 2007-03-24 2009-02-22 2015-04-11 2017-10-29 2019-06-10. Author is listed
- NEP-IFN: International Finance (7) 2008-11-11 2015-01-19 2015-02-11 2015-04-11 2019-01-07 2019-01-21 2020-06-22. Author is listed
- NEP-HIS: Business, Economic & Financial History (5) 2012-09-22 2014-11-17 2015-04-11 2017-02-12 2019-06-10. Author is listed
- NEP-URE: Urban & Real Estate Economics (5) 2007-01-13 2007-03-24 2009-01-03 2017-10-29 2019-06-10. Author is listed
- NEP-EEC: European Economics (4) 2016-02-04 2016-09-25 2017-02-12 2019-09-09
- NEP-FMK: Financial Markets (4) 2002-04-25 2005-02-13 2017-10-29 2019-05-06
- NEP-MST: Market Microstructure (3) 2007-03-03 2007-03-24 2008-11-11
- NEP-PKE: Post Keynesian Economics (3) 2014-11-17 2015-04-11 2016-05-08
- NEP-BEC: Business Economics (2) 2008-09-20 2009-02-22
- NEP-CNA: China (2) 2017-03-05 2020-06-22
- NEP-EVO: Evolutionary Economics (2) 2004-09-30 2005-02-13
- NEP-FDG: Financial Development & Growth (2) 2019-09-09 2020-01-13
- NEP-MIC: Microeconomics (2) 2019-01-07 2019-03-04
- NEP-TRA: Transition Economics (2) 2017-03-05 2020-06-22
- NEP-CBE: Cognitive & Behavioural Economics (1) 2008-08-21
- NEP-CMP: Computational Economics (1) 2016-10-09
- NEP-CTA: Contract Theory & Applications (1) 2015-01-19
- NEP-ETS: Econometric Time Series (1) 2011-10-15
- NEP-EXP: Experimental Economics (1) 2004-09-05
- NEP-FOR: Forecasting (1) 2011-10-15
- NEP-GEO: Economic Geography (1) 2007-03-24
- NEP-GER: German Papers (1) 2016-07-16
- NEP-HPE: History & Philosophy of Economics (1) 2016-08-28
- NEP-INO: Innovation (1) 2018-08-20
- NEP-NET: Network Economics (1) 2016-06-25
- NEP-ORE: Operations Research (1) 2020-01-13
- NEP-PPM: Project, Program & Portfolio Management (1) 2008-08-21
- NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Markus K. Brunnermeier should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.