Citations for "The Maturity Rat Race"
by Markus K. Brunnermeier & Martin Oehmke
- Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2010.
"Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive,"
2065, Stanford University, Graduate School of Business.
- Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2010_42, Max Planck Institute for Research on Collective Goods.
- Teodora Paligorova & João Santos, 2014. "Rollover Risk and the Maturity Transformation Function of Banks," Working Papers 14-8, Bank of Canada.
- Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
- Tiago Severo, 2012. "Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance," IMF Working Papers 12/194, International Monetary Fund.
- Wang, Zigan & Zhu, Youwei, 2011. "A dynamic model of house price," MPRA Paper 34395, University Library of Munich, Germany, revised 29 Oct 2011.
- Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2012.
"The common drivers of default risk,"
36/2012, Deutsche Bundesbank, Research Centre.
- Natalya Martynova & Lev Ratnovski & Razvan Vlahu, 2014. "Franchise value and risk-taking in modern banks," DNB Working Papers 430, Netherlands Central Bank, Research Department.
- Hryckiewicz, Aneta, 2014. "Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?," MPRA Paper 55118, University Library of Munich, Germany.
- Gale, Douglas & Yorulmazer, Tanju, 2013.
Econometric Society, vol. 8(2), May.
- Dirk Niepelt, 2008.
"Debt Maturity without Commitment,"
CESifo Working Paper Series
2500, CESifo Group Munich.
- Acharya, Viral V & Gale, Douglas M & Yorulmazer, Tanju, 2009.
"Rollover Risk and Market Freezes,"
CEPR Discussion Papers
7122, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Martin Oehmke, 2013. "Predatory Short Selling," NBER Working Papers 19514, National Bureau of Economic Research, Inc.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012.
"Rollover risk, network structure and systemic financial crises,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(8), pages 1088-1100.
- Kartik Anand & Prasanna Gai & Matteo Marsili, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers SFB649DP2011-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013.
"Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry,"
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79733, Verein für Socialpolitik / German Economic Association.
- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market timing, maturity mismatch, and risk management: Evidence from the banking industry," Discussion Papers 56/2013, Deutsche Bundesbank, Research Centre.
- Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
- Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
- S. Gabrieli & C.-P. Georg, 2014.
"A network view on interbank market freezes,"
531, Banque de France.
- repec:dgr:uvatin:20140035 is not listed on IDEAS
- de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
- Zhiguo He & Wei Xiong, 2010. "Financing Speculative Booms," Levine's Working Paper Archive 661465000000000327, David K. Levine.
- Max Bruche & Anatoli Segura, 2013.
"Debt Maturity And The Liquidity Of Secondary Debt Markets,"
- Max Bruche & Anatoli Segura, 2013. "Debt Maturity and the Liquidity of Secondary Debt Markets," FMG Discussion Papers dp726, Financial Markets Group.
- Max Bruche & Anatoli Segura, 2013. "Debt maturity and the liquidity of secondary debt markets," LSE Research Online Documents on Economics 55404, London School of Economics and Political Science, LSE Library.
- De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012.
"Capital regulation, liquidity requirements and taxation in a dynamic model of banking,"
10/2012, Deutsche Bundesbank, Research Centre.
- Gianni De NicolÃ³ & Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers 12/72, International Monetary Fund.
- : Gianni De Nicolo & Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Working Papers wpn12-04, Warwick Business School, Finance Group.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
- de la Torre, Augusto & Ize, Alain, 2013. "The rhyme and reason for macroprudential policy : four guideposts to find your bearings," Policy Research Working Paper Series 6576, The World Bank.
- Antonio Bianco & Paolo M. Piacentini, 2013. "The sustainability of a creative-finance-led economy," Working papers wpaper07, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Hombert, Johan & Thesmar, David, 2014. "Overcoming limits of arbitrage: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 111(1), pages 26-44.
- Konstantin Milbradt & Martin Oehmke, 2014. "Maturity Rationing and Collective Short-Termism," NBER Working Papers 19946, National Bureau of Economic Research, Inc.
- Kobayashi, Mami & Osano, Hiroshi, 2012. "Nonrecourse financing and securitization," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 659-693.
- Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
- Lucyna Gornicka, 2014. "Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees," Tinbergen Institute Discussion Papers 14-035/VI/DSF74, Tinbergen Institute, revised 16 Jun 2014.