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Bruno Sultanum

Personal Details

First Name:Bruno
Middle Name:
Last Name:Sultanum
Suffix:
RePEc Short-ID:psu420
http://sultanum.com
Research Department, Federal Reserve Bank of Richmond, 701 E Byrd St., Richmond, VA 23219
8144703723
Terminal Degree:2015 Department of Economics; Pennsylvania State University (from RePEc Genealogy)

Affiliation

Economic Research Division
Federal Reserve Bank of Richmond

Richmond, Virginia (United States)
http://www.richmondfed.org/research/
RePEc:edi:efrbrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Bruno Sultanum, 2021. "The Cost of Information in the Blockchain: A Discussion of Routledge and Zetlin-Jones," Working Paper 21-02, Federal Reserve Bank of Richmond.
  2. Douglas Davis & Oleg Korenok & Peter Norman & Bruno Sultanum & Randall Wright, 2019. "Playing with Money," Working Paper 19-2, Federal Reserve Bank of Richmond.
  3. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.
  4. Nicholas Trachter & Bruno Sultanum & Zachary Bethune, 2017. "(In)efficiency and Intervention in Over-The-Counter Markets," 2017 Meeting Papers 1450, Society for Economic Dynamics.
  5. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.
  6. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond.
  7. David Andolfatto & Ed Nosal & Bruno Sultanum, 2014. "Preventing bank runs," Working Papers 2014-21, Federal Reserve Bank of St. Louis.
  8. Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.
  9. Bruno Sultanum & Bruno Salcedo & Ruilin Zhou, 2013. "Avoidance and Mitigation of Public Harm," 2013 Meeting Papers 1110, Society for Economic Dynamics.

Articles

  1. Gaston Chaumont & Grey Gordon & Bruno Sultanum, 2021. "GameStop, AMC and the Self-Fulfilling Beliefs of Stock Buyers," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(13), April.
  2. Lawrence Jia & Bruno Sultanum & Elliot Tobin, 2020. "Sovereign CDS Market: The Role of Dealers in Credit Events," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 3, pages 97-113.
  3. John Mullin & Bruno Sultanum, 2020. "Sovereign CDS Dealers as Market Stabilizers," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20(13), pages 1-6., December.
  4. Erica Paulos & Bruno Sultanum & Elliot Tobin, 2019. "CDS Auctions: An Overview," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 105-132.
  5. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 4-29, July.
  6. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
  7. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2018. "Inefficiency in a Simple Model of Production and Bilateral Trade," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 137-151.
  8. Andolfatto, David & Nosal, Ed & Sultanum, Bruno, 2017. "Preventing bank runs," Theoretical Economics, Econometric Society, vol. 12(3), September.
  9. Bruno Sultanum, 2016. "Nonparametric Estimation of the Diamond-Dybvig Banking Model," Economic Quarterly, Federal Reserve Bank of Richmond, issue Q4, pages 261-279.
  10. Sultanum, Bruno, 2014. "Optimal Diamond–Dybvig mechanism in large economies with aggregate uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 95-102.

Software components

  1. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "Code and data files for "Asset Issuance in Over-the-Counter Markets"," Computer Codes 18-275, Review of Economic Dynamics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Douglas Davis & Oleg Korenok & Peter Norman & Bruno Sultanum & Randall Wright, 2019. "Playing with Money," Working Paper 19-2, Federal Reserve Bank of Richmond.

    Cited by:

    1. Johar Arrieta & David Florián & Kristian López & Valeria Morales, 2020. "Policies for Transactional De-Dollarization: A Laboratory Study," Working Papers 172, Peruvian Economic Association.

  2. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.

    Cited by:

    1. Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
    2. Jérôme Dugast & Semih Üslü & Pierre-Olivier Weil, 2019. "A Theory of Participation in OTC and Centralized Markets," Working Papers hal-02303959, HAL.
    3. Miroslav Gabrovski & Ioannis Kospentaris, 2020. "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers 202017, University of Hawaii at Manoa, Department of Economics.
    4. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.

  3. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.

    Cited by:

    1. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.
    2. Arseneau, David M. & Rappoport W., David E. & Vardoulakis, Alexandros P., 0. "Private and public liquidity provision in over-the-counter markets," Theoretical Economics, Econometric Society.
    3. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2018. "Inefficiency in a Simple Model of Production and Bilateral Trade," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 137-151.
    4. Julian Kozlowski, 2017. "Long-Term Finance and Investment with Frictional Asset Markets," Working Papers 2018-12, Federal Reserve Bank of St. Louis.
    5. Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
    6. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
    7. Lebeau, Lucie, 2020. "Credit frictions and participation in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 189(C).

  4. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond.

    Cited by:

    1. Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-52, Swiss Finance Institute.
    2. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
    3. Chung-Yi Tse & Yujing Xu, 2021. "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 220-257, January.
    4. Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019. "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers 1905, Research Institute for Market Economy, Sogang University.
    5. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.
    6. Julian Kozlowski, 2017. "Long-Term Finance and Investment with Frictional Asset Markets," Working Papers 2018-12, Federal Reserve Bank of St. Louis.
    7. Julian Kozlowski, 2017. "Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets," 2017 Meeting Papers 699, Society for Economic Dynamics.
    8. Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021. "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, vol. 132(C).

  5. David Andolfatto & Ed Nosal & Bruno Sultanum, 2014. "Preventing bank runs," Working Papers 2014-21, Federal Reserve Bank of St. Louis.

    Cited by:

    1. David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," FRB Atlanta Working Paper 2020-14, Federal Reserve Bank of Atlanta.
    2. Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.
    3. Huberto M. Ennis & Todd Keister, 2015. "Optimal Banking Contracts and Financial Fragility," Working Paper 15-6, Federal Reserve Bank of Richmond.
    4. Hubert J. Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-Garcia, 2021. "Experimental Bank Runs," ThE Papers 21/03, Department of Economic Theory and Economic History of the University of Granada..
    5. David Andolfatto & Ed Nosal, 2017. "Bank Panics and Scale Economies," Working Papers 2017-9, Federal Reserve Bank of St. Louis.
    6. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
    7. Donaldson, Jason Roderick & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
    8. David Andolfatto & Ed Nosal, 2018. "Bank Runs without Sequential Service," FRB Atlanta Working Paper 2018-6, Federal Reserve Bank of Atlanta.
    9. Markus Kinateder & Hubert Janos Kiss & Agnes Pinter, 2015. "Would depositors like to show others that they do not withdraw? Theory and Experiment," CERS-IE WORKING PAPERS 1553, Institute of Economics, Centre for Economic and Regional Studies.
    10. Natalia V. Koshel, 2018. "More than Supervision: Identifying Opportunistic Bank Behavior through Marketing Tools," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 144-157.
    11. Bucher, Monika & Dietrich, Diemo & Tvede, Mich, 2018. "Coordination failures, bank runs and asset prices," Discussion Papers 39/2018, Deutsche Bundesbank.
    12. Fernando Martin & Aleksander Berentsen & David Andolfatto, 2016. "Financial Fragility in Monetary Economies," 2016 Meeting Papers 1626, Society for Economic Dynamics.
    13. Simas Kucinskas, 2015. "Liquidity Creation without Banks," Tinbergen Institute Discussion Papers 15-101/VI, Tinbergen Institute.
    14. Simas Kucinskas, 2015. "Liquidity creation without banks," DNB Working Papers 482, Netherlands Central Bank, Research Department.
    15. Bruno Sultanum, 2021. "The Cost of Information in the Blockchain: A Discussion of Routledge and Zetlin-Jones," Working Paper 21-02, Federal Reserve Bank of Richmond.
    16. Roberto Robatto, 2015. "Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking," 2015 Meeting Papers 483, Society for Economic Dynamics.
    17. Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.
    18. Zhen Zhou & Deepal Basak, 2015. "Diffusing Coordination Risk," 2015 Meeting Papers 1350, Society for Economic Dynamics.
    19. Kučinskas, Simas, 2019. "Aggregate risk and efficiency of mutual funds," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 1-11.

  6. Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.

    Cited by:

    1. Donaldson, Jason Roderick & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
    2. Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
    3. Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.

Articles

  1. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 4-29, July.
    See citations under working paper version above.
  2. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
    See citations under working paper version above.
  3. Andolfatto, David & Nosal, Ed & Sultanum, Bruno, 2017. "Preventing bank runs," Theoretical Economics, Econometric Society, vol. 12(3), September.
    See citations under working paper version above.
  4. Sultanum, Bruno, 2014. "Optimal Diamond–Dybvig mechanism in large economies with aggregate uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 95-102.

    Cited by:

    1. Todd Keister & Vijay Narasiman, 2016. "Expectations vs. Fundamentals- driven Bank Runs: When Should Bailouts be Permitted?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 89-104, July.
    2. Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.
    3. Huberto M. Ennis & Todd Keister, 2015. "Optimal Banking Contracts and Financial Fragility," Working Paper 15-6, Federal Reserve Bank of Richmond.
    4. Gergely Horváth & Hubert János Kiss, 2016. "Correlated Observations, the Law of Small Numbers and Bank Runs," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-29, April.
    5. Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," CRC TR 224 Discussion Paper Series crctr224_2020_091, University of Bonn and University of Mannheim, Germany.
    6. Bucher, Monika & Dietrich, Diemo & Tvede, Mich, 2018. "Coordination failures, bank runs and asset prices," Discussion Papers 39/2018, Deutsche Bundesbank.
    7. Simas Kucinskas, 2015. "Liquidity Creation without Banks," Tinbergen Institute Discussion Papers 15-101/VI, Tinbergen Institute.
    8. Simas Kucinskas, 2015. "Liquidity creation without banks," DNB Working Papers 482, Netherlands Central Bank, Research Department.
    9. Bruno Sultanum, 2016. "Nonparametric Estimation of the Diamond-Dybvig Banking Model," Economic Quarterly, Federal Reserve Bank of Richmond, issue Q4, pages 261-279.
    10. Kučinskas, Simas, 2019. "Aggregate risk and efficiency of mutual funds," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 1-11.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 9 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.
  1. NEP-BAN: Banking (6) 2014-08-16 2015-01-14 2015-02-28 2016-05-14 2017-12-18 2021-04-05. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2014-08-16 2014-12-24 2015-01-14 2016-05-14 2019-02-18. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (3) 2015-02-28 2016-05-14 2017-12-18. Author is listed
  4. NEP-MIC: Microeconomics (3) 2014-08-16 2015-01-14 2015-02-28. Author is listed
  5. NEP-EXP: Experimental Economics (1) 2019-02-18
  6. NEP-FMK: Financial Markets (1) 2016-05-14
  7. NEP-MON: Monetary Economics (1) 2019-02-18
  8. NEP-MST: Market Microstructure (1) 2017-01-01
  9. NEP-PAY: Payment Systems & Financial Technology (1) 2021-04-05

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