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Markus K. Brunnermeier

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Personal Details

First Name:Markus
Middle Name:K.
Last Name:Brunnermeier
Suffix:
RePEc Short-ID:pbr31
Email:
Homepage:http://scholar.princeton.edu/markus
Postal Address:Department of Economics, Bendheim Center for Finance, Princeton University, 26 Prospect Avenue, Princeton, NJ 08540 USA
Phone:

Affiliation

Location: Princeton, New Jersey (United States)
Homepage: http://www.econ.princeton.edu/
Email:
Phone: (609) 258-4000
Fax: (609) 258-6419
Postal: 001 Fisher Hall, Princeton, NJ 08544-1021
Handle: RePEc:edi:deprius (more details at EDIRC)

Location: Princeton, New Jersey (United States)
Homepage: http://www.princeton.edu/~bcf/
Email:
Phone: (609) 258-4000
Fax: (609) 258-6419
Postal: (609) 258-4000
Handle: RePEc:edi:bcprius (more details at EDIRC)

Homepage: http://www.cepr.org
Location: London, UK

Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)

Location: München, Germany
Homepage: http://www.cesifo-group.de/
Email:
Phone: +49 (89) 9224-0
Fax: +49 (89) 985369
Postal: Poschingerstrasse 5, 81679 Munich
Handle: RePEc:edi:cesifde (more details at EDIRC)

Works

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Working Papers

  1. 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.
  2. Markus K. Brunnermeier & Yuliy Sannikov, 2014. "International Credit Flows and Pecuniary Externalities," NBER Working Papers 20803, National Bureau of Economic Research, Inc.
  3. 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.
  4. Markus K. Brunnermeier & Martin Oehmke, 2013. "Predatory Short Selling," NBER Working Papers 19514, National Bureau of Economic Research, Inc.
  5. Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," Levine's Working Paper Archive 786969000000000384, David K. Levine.
  6. Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
  7. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  8. Yuliy Sannikov & Markus K. Brunnermeier, 2010. "A Macroeconomic Model with a Financial Sector," 2010 Meeting Papers 1114, Society for Economic Dynamics.
  9. Markus K. Brunnermeier & Martin Oehmke, 2010. "The Maturity Rat Race," NBER Working Papers 16607, National Bureau of Economic Research, Inc.
  10. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
  11. Patrick Bolton & Markus K. Brunnermeier & Laura Veldkamp, 2008. "Leadership, Coordination and Mission-Driven Management," NBER Working Papers 14339, National Bureau of Economic Research, Inc.
  12. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
  13. 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.
  14. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
  15. 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.
  16. Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc.
  17. 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.
  18. 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.
  19. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
  20. Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics.
  21. Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
  22. Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group.
  23. Markus K Brunnermeier, 2002. "Bubbles and Crashes," FMG Discussion Papers dp401, Financial Markets Group.
  24. 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.
  25. Markus K Brunnermeier, 1998. "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers dp309, Financial Markets Group.
  26. 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.
  27. Markus K Brunnermeier, 1997. "On Bounded Rationality and Risk Aversion," FMG Discussion Papers dp255, Financial Markets Group.
  28. Markus K Brunnermeier, 1997. "Prices, Price Processes, Volume and Their Information: A Literature Survey," FMG Discussion Papers dp270, Financial Markets Group.

Articles

  1. 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.
  2. Markus K. Brunnermeier & Martin Oehmke, 2013. "The Maturity Rat Race," Journal of Finance, American Finance Association, vol. 68(2), pages 483-521, 04.
  3. Markus K. Brunnermeier & Laura Veldkamp, 2013. "Leadership, Coordination, and Corporate Culture," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 512-537.
  4. 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.
  5. Markus K. Brunnermeier & Yuliy Sannikov, 2012. "Redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 331-384.
  6. Brunnermeier, Markus K. & Morgan, John, 2010. "Clock games: Theory and experiments," Games and Economic Behavior, Elsevier, vol. 68(2), pages 532-550, March.
  7. 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.
  8. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May.
  9. 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.
  10. 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.
  11. 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 713-36, June.
  12. 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.
  13. Markus K. Brunnermeier, 2005. "Information Leakage and Market Efficiency," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 417-457.
  14. Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
  15. Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, 08.
  16. 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, 03.
  17. Markus K. Brunnermeier & Stefan Nagel, 2004. "Hedge Funds and the Technology Bubble," Journal of Finance, American Finance Association, vol. 59(5), pages 2013-2040, October.
  18. Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
  19. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
  20. 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.

Chapters

  1. 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.
  2. Markus K. 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.
  3. Gang Liu, 2013. "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.
  4. Markus K. Brunnermeier & Arvind Krishnamurthy, 2011. "Front matter, table of contents, acknowledgments," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling National Bureau of Economic Research, Inc.
  5. 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.
  6. 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.
  7. 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.

Books

  1. Brunnermeier, Markus & Krishnamurthy, Arvind (ed.), 2014. "Risk Topography," National Bureau of Economic Research Books, University of Chicago Press, number 9780226077734, March.
  2. Markus K. Brunnermeier & Arvind Krishnamurthy, 2014. "Risk Topography: Systemic Risk and Macro Modeling," NBER Books, National Bureau of Economic Research, Inc, number brun11-1, January.
  3. Brunnermeier, Markus K., 2001. "Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding," OUP Catalogue, Oxford University Press, number 9780198296980, March.

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2011-10-15 2012-06-13 2012-09-22 2012-10-20 2013-04-13 2013-10-18. Author is listed
  2. NEP-BEC: Business Economics (2) 2008-09-20 2009-02-22
  3. NEP-CBA: Central Banking (6) 2007-01-13 2008-08-21 2008-11-11 2011-10-15 2012-09-22 2014-11-17. Author is listed
  4. NEP-CBE: Cognitive & Behavioural Economics (1) 2008-08-21
  5. NEP-CFN: Corporate Finance (4) 2004-08-16 2007-03-03 2007-03-24 2009-02-22
  6. NEP-DGE: Dynamic General Equilibrium (6) 2012-03-14 2012-06-13 2012-10-20 2013-04-13 2013-12-29 2015-01-19. Author is listed
  7. NEP-ETS: Econometric Time Series (1) 2011-10-15
  8. NEP-EVO: Evolutionary Economics (2) 2004-09-30 2005-02-13
  9. NEP-EXP: Experimental Economics (1) 2004-09-05
  10. NEP-FIN: Finance (3) 2004-09-30 2005-02-13 2005-02-13
  11. NEP-FMK: Financial Markets (1) 2005-02-13
  12. NEP-FOR: Forecasting (1) 2011-10-15
  13. NEP-GEO: Economic Geography (1) 2007-03-24
  14. NEP-HIS: Business, Economic & Financial History (2) 2012-09-22 2014-11-17
  15. NEP-IFN: International Finance (2) 2008-11-11 2015-01-19
  16. NEP-MAC: Macroeconomics (12) 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. Author is listed
  17. NEP-MON: Monetary Economics (4) 2007-03-24 2012-06-13 2013-12-29 2014-11-17
  18. NEP-MST: Market Microstructure (3) 2007-03-03 2007-03-24 2008-11-11
  19. NEP-OPM: Open Economy Macroeconomics (1) 2015-01-19
  20. NEP-PKE: Post Keynesian Economics (1) 2014-11-17
  21. NEP-PPM: Project, Program & Portfolio Management (1) 2008-08-21
  22. NEP-RMG: Risk Management (5) 2007-03-24 2008-11-04 2009-02-22 2011-10-15 2012-09-22. Author is listed
  23. NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
  24. NEP-URE: Urban & Real Estate Economics (3) 2007-01-13 2007-03-24 2009-01-03

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Number of Abstract Views in RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months
  27. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Closeness measure in co-authorship network
  30. Breadth of citations across fields
  31. Wu-Index
  32. Strength of students

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