Research classified by Journal of Economic Literature (JEL) codes

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• Nye, Alexander, 2022, "The Rescue of the US Auto Industry, Module C: Restructuring Chrysler through Bankruptcy," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 120-184, April.
• Nygaard, Kaleb, 2022, "The Rescue of the US Auto Industry, Module D: Emergency Assistance to Ally Financial (formerly GMAC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 185-220, April.
• Nye, Alexander, 2022, "The Rescue of the US Auto Industry, Module E: Emergency Assistance for Chrysler Financial," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 221-255, April.
• Matsumoto, Riki, 2022, "The Rescue of the US Auto Industry, Module F: Auto Supplier Support Program," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 256-281, April.
• Henken, Benjamin, 2022, "The Rescue of the US Auto Industry, Module G: The Auto Warranty Commitment Program," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 282-299, April.
• Metrick, Andrew, 2022, "The Rescue of the US Auto Industry, Module Z:Overview," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 1, pages 300-367, April.
• Barth, Daniel & Schreft, Stacey, 0, "Black Swans and Financial Stability: A Framework for Building Resilience," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 1-29.
• Kelly, Steven, 0, "How the FDIC Sourced Crisis-Time Fed Funding through the Failed Banks of 2023," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 30-55.
• Wiggins, Rosalind, 0, "Lessons Learned: Christos Gortsos," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 56-58.
• Hoffner, Benjamin, 0, "Lessons Learned: Eugen Radulescu," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 59-64.
• Cardona, Mercedes & Hoffner, Benjamin, 0, "Lessons Learned: Masaaki Shirakawa," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 65-69.
• Cardona, Mercedes, 0, "Lessons Learned: Ignazio Visco," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 8, issue 1, pages 70-73.
• Revoredo-Giha, Cesar & Zuppiroli, Marco, 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 2, issue 3, pages 1-19, December, DOI: 10.22004/ag.econ.162073.
• Juan Brichetti & Daniel Heymann & Pedro Juarros & Gustavo Montero, 2019, "Expectations, Coordination Failures and Macro Crises," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2019-46, Jul.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009, "Leverage Causes Fat Tails and Clustered Volatility," Papers, arXiv.org, number 0908.1555, Aug, revised Jan 2010.
• Madalina Ecaterina Andreica & Mugurel Ionut Andreica & Marin Andreica, 2010, "Using Financial Ratios to Identify Romanian Distressed Companies," Papers, arXiv.org, number 1001.1446, Jan.
• Claudio Albanese & Damiano Brigo & Frank Oertel, 2011, "Restructuring Counterparty Credit Risk," Papers, arXiv.org, number 1112.1607, Dec, revised May 2012.
• Daniel Kapp & Marco Vega, 2012, "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers, arXiv.org, number 1201.0967, Jan, revised May 2012.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers, arXiv.org, number 1207.5269, Jul.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
• Fariba Karimi & Matthias Raddant, 2013, "Cascades in real interbank markets," Papers, arXiv.org, number 1310.1634, Oct, revised Dec 2014.
• Hongzhong Zhang & Tim Leung & Olympia Hadjiliadis, 2013, "Stochastic Modeling and Fair Valuation of Drawdown Insurance," Papers, arXiv.org, number 1310.3860, Oct.
• Teruyoshi Kobayashi, 2013, "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers, arXiv.org, number 1312.6804, Dec, revised Apr 2014.
• Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann, 2021, "COVID-19 Crisis: Lessons Learned for Future Policy Research," Discussion Papers, Bank of Canada, number 2021-2, Feb, DOI: 10.34989/sdp-2021-2.
• José Eduardo Gómez-Gomzález & Inés paola Orozco Hinojosa, 2009, "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 565, May, DOI: 10.32468/be.565.
• Fernando Pineda G. & Hernán Piñeros G., 2009, "El indicador financiero único como mecanismo de alerta temprana: una nueva versión," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 039, Mar, DOI: 10.32468/tef.39.
• Carlos Madeira, 2024, "The impact of financial crises on industrial growth: lessons from the last 40 years," BIS Working Papers, Bank for International Settlements, number 1214, Sep.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," BIS Working Papers, Bank for International Settlements, number 1233, Dec.
• Mathias Drehmann & Mikael Juselius & Sarah Quincy, 2024, "Aggregate debt servicing and the limit on private credit," BIS Working Papers, Bank for International Settlements, number 1235, Dec.
• Ludwig Straub & Robert Ulbricht, 2020, "Endogenous Uncertainty and Credit Crunches," Boston College Working Papers in Economics, Boston College Department of Economics, number 1036, Jun, revised 13 Jan 2023.
• Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018, "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers, Bank of Greece, number 243, Mar.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & George S. Tavlas, 2019, "On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve," Working Papers, Bank of Greece, number 270, Sep.
• Didier SORNETTE & Ryan WOODARD, 2009, "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-15, May.
• Giovanni BARONE-ADESI & Giuseppe CORVASCE, 2009, "Financial Crisis: Estimating the Risk of Assets in Balance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-21, Sep.
• Rüdiger FAHLENBRACH & René M. STULZ, 2009, "Bank CEO Incentives and the Credit Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-27, Jul.
• Seraina GRUENEWALD & Alexander F. WAGNER & Rolf H. WEBER, 2009, "Short Selling Regulation after the Financial Crisis – First Principles Revisited," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-28, Jul, revised Oct 2009.
• Didier SORNETTE, 2009, "Dragon-Kings, Black Swans and the Prediction of Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-36, Sep.
• Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS, 2009, "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-39, Sep.
• Christian EWERHART & Patricia FEUBLI, 2010, "Lemons and Money Market?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-04, Jan.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010, "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-15, Mar.
• Rüdiger FAHLENBRACH & Robert PRILMEIER & René M. STULZ, 2011, "This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-19, May.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011, "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-26, Jul.
• Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011, "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-29, Aug.
• Giovanni BARONE-ADESI & Loriano MANCINI & Hersh SHEFRIN, 2011, "Systemic Risk and Sentiment Chapter Contribution to Handbook on Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-50, Oct.
• Markus LEIPPOLD & Lujing SU, 2011, "Collateral Smile," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-51, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-60, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-61, Nov.
• Didier SORNETTE & Susanne VON DER BECKE, 2011, "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-63, Aug.
• Vladimir Filimonov & Didier Sornette, 2012, "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-02, Feb.
• Andreas Bloechlinger & Markus Leippold, 2012, "Are Ratings the Worst Form of Credit Assessment Apart from All the Others?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-09, Feb.
• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Peter Cauwels & Didier Sornette, 2012, "The Illusion of the Perpetual Money Machine," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-40, Oct.
• Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012, "Systemic Risk in Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-45, Dec.
• Susanne VON DER BECKE & Didier SORNETTE, 2014, "Toward a Unified Framework of Credit Creation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-07, Jan.
• Didier SORNETTE, 2014, "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-25, Apr.
• Didier SORNETTE & Peter CAUWELS, 2014, "Financial Bubbles: Mechanisms and Diagnostics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-28, Apr.
• Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
• Vladimir FILIMONOV & Didier SORNETTE, 2014, "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-48, Jul, revised Apr 2015.
• Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
• Hamed AMINI & Damir FILIPOVIC & Andreea MINCA, 2014, "To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-63, Nov, revised Jun 2015.
• Matthias EFFING, 2014, "Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-65, Nov, revised Dec 2015.
• Paul Kosmetatos, 2014, "Financial contagion and market intervention in the 1772-3 credit crisis," Working Papers, Department of Economic and Social History at the University of Cambridge, number 21, Aug.
• Nicolas Petrosky-Nadeau & Lu Zhang, , "Unemployment Crises," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2013-E5.
• Marek Dabrowski, , "CEE Economies in the New Millennium: Their Strengths, Vulnerabilities and Forthcoming Challenges," IRMO Occasional Papers, Institute for Development and International Relations, Zagreb, number 4.
• Joshua Aizenman & Mahir Binici, , "Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_005.
• Sven Steinkamp & Frank Westermann, 2018, "Systemic crisis and growth revisited: Has the global financial crisis marked a new era," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_005, May.
• Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.

None

• Biondi Yuri, 2011, "Disagreement-Based Trading and Speculation: Implications for Financial Regulation and Economic Theory," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-8, January, DOI: 10.2202/2152-2820.1017.
• Stout Lynn A., 2011, "Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-15, January, DOI: 10.2202/2152-2820.1004.
• Yuan Mingzhe & Liu Huifeng, 2011, "The Economic Consequences of Fair Value Accounting," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 2, pages 1-44, April, DOI: 10.2202/2152-2820.1010.
• Jovanovic Mario & Zimmermann Tobias, 2010, "Stock Market Uncertainty and Monetary Policy Reaction Functions of the Federal Reserve Bank," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-19, July, DOI: 10.2202/1935-1690.2045.
• Dalla Pellegrina Lucia & Saraceno Margherita, 2011, "Securities Class Actions: A Helping Hand for Bank Regulators in Trouble?," Review of Law & Economics, De Gruyter, volume 7, issue 1, pages 214-242, July, DOI: 10.2202/1555-5879.1459.
• Maggi Bernardo & Cavallaro Eleonora & Mulino Marcella, 2012, "The Macrodynamics of External Overborrowing and Systemic Instability in a Small Open Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-27, April, DOI: 10.1515/1558-3708.1932.
• Gene Ambrocio, 2020, "Rational exuberance booms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 263-282, January, DOI: 10.1016/j.red.2019.07.002.
• Zachary Stangebye, 2023, "Long-Term Sovereign Debt: A Steady State Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 107-131, April, DOI: 10.1016/j.red.2022.03.002.
• Hao Jin & Hewei Shen, 2020, "Foreign Asset Accumulation among Emerging Market Economies: a Case for Coordination," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 54-73, January, DOI: 10.1016/j.red.2019.04.006.
• Luis Araujo & Qingqing Cao & Raoul Minetti & Pierluigi Murro, 2019, "Credit Crunches, Asset Prices and Technological Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 32, pages 153-179, April, DOI: 10.1016/j.red.2019.02.001.
• Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020, "Financial constraints and collateral crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 38, pages 238-250, October, DOI: 10.1016/j.red.2020.04.006.
• Josef Schroth, 2021, "On the Distributional Effects of Bank Bailouts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 252-277, April, DOI: 10.1016/j.red.2020.09.010.
• Ryuichiro Izumi, 2021, "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 146-169, April, DOI: 10.1016/j.red.2020.09.007.
• Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020, "Credit Booms, Financial Crises, and Macroprudential Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 8-33, August, DOI: 10.1016/j.red.2020.06.004.
• Dario Bonciani & David Gauthier & Derrick Kanngiesser, 2023, "Slow Recoveries, Endogenous Growth and Macro-prudential Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 698-715, December, DOI: 10.1016/j.red.2023.07.001.
• William Chen & Gregory Phelan, 2023, "Should Monetary Policy Target Financial Stability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 181-200, July, DOI: 10.1016/j.red.2022.08.002.
• James Peck & Abolfazi Setayesh, 2023, "Bank Runs and the Optimality of Limited Banking," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 100-110, January, DOI: 10.1016/j.red.2022.01.003.
• Deyan Radev, None, "Assessing systemic fragility: a probabilistic perspective," Journal of Risk, Journal of Risk.
• Jürg Mägerle & Thomas Nellen, None, "Interoperability between central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• Daniel Felix Ahelegbey, None, "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• J. Piplack & S. Straetmans, 2009, "Comovements of Different Asset Classes During Market Stress," Working Papers, Utrecht School of Economics, number 09-09, May.
• M.I. Droes & W.H.J. Hassink, 2010, "Sale Price Risk and the Hedging Benefits of Homeownership," Working Papers, Utrecht School of Economics, number 10-10.
• P.O. van der Meer & Y.K. Grift, 2012, "An exploratory study on firm performance during the credit crunch: what do bankers think?," Working Papers, Utrecht School of Economics, number 12-25.