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Citations for "Solving the Present Crisis and Managing the Leverage Cycle"

by John Geanakoplos

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  1. Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
  2. Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo Group Munich.
  3. Dewally, Michaël & Shao, Yingying, 2013. "Leverage, wholesale funding and national risk attitude," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 179-195.
  4. Georgios Kouretas & Manthos D. Delis & Christos Tsoumas, 2011. "Anxious periods and bank lending," EcoMod2011 3032, EcoMod.
  5. Seppecher, P. & Salle, I., 2014. "Deleveraging crises and deep recessions: a behavioural approach," CeNDEF Working Papers 14-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
  7. Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
  8. Kim, Myeong Hyeon & Kim, Baeho, 2014. "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 281-297.
  9. Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
  10. Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015. "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
  11. Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, 2015. "Heterogeneity and Clustering of Defaults," The Warwick Economics Research Paper Series (TWERPS) 1083, University of Warwick, Department of Economics.
  12. Daskalaki, Charoula & Skiadopoulos, George, 2016. "The effects of margin changes on commodity futures markets," Journal of Financial Stability, Elsevier, vol. 22(C), pages 129-152.
  13. Neil Bhutta & Benjamin J. Keys, 2016. "Interest Rates and Equity Extraction during the Housing Boom," American Economic Review, American Economic Association, vol. 106(7), pages 1742-74, July.
  14. Carlos Thomas & Galo Nuno, 2013. "Bank Leverage Cyles," 2013 Meeting Papers 220, Society for Economic Dynamics.
  15. Schoenmaker, Dirk & Wierts, Peter, 2015. "Regulating the financial cycle: An integrated approach with a leverage ratio," Economics Letters, Elsevier, vol. 136(C), pages 70-72.
  16. Solomon Sorin & Golo Natasa, 2013. "Minsky Financial Instability, Interscale Feedback, Percolation and Marshall–Walras Disequilibrium," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 3(3), pages 167-260, October.
  17. Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  18. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
  19. Eichler, Stefan & Hielscher, Kai, 2012. "Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 552-568.
  20. Alexis Derviz, 2013. "Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks," Working Papers 2013/11, Czech National Bank, Research Department.
  21. Gary Gorton & Guillermo Ordo?ez, 2014. "Collateral Crises," American Economic Review, American Economic Association, vol. 104(2), pages 343-78, February.
  22. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy (IfW).
  23. Christoph Basten & Catherine Koch, 2016. "The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland," BIS Working Papers 555, Bank for International Settlements.
  24. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  25. Frank Smets & Stefania Villa, 2016. "Slow recoveries: any role for corporate leverage?," BCAM Working Papers 1602, Birkbeck Centre for Applied Macroeconomics.
  26. Andrew F. Haughwout & Donghoon Lee & Joseph Tracy & Wilbert Van der Klaauw, 2011. "Real estate investors, the leverage cycle, and the housing market crisis," Staff Reports 514, Federal Reserve Bank of New York.
  27. Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  28. Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.
  29. Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2014. "Credit Supply and the Housing Boom," Working Paper Series WP-2014-21, Federal Reserve Bank of Chicago, revised 01 Mar 2014.
  30. Semmler, Willi & Bernard, Lucas, 2012. "Boom–bust cycles: Leveraging, complex securities, and asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 442-465.
  31. Hubrich, Kirstin & Tetlow, Robert J., 2015. "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 100-115.
  32. Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Working Papers 2013-18, The George Washington University, Institute for International Economic Policy.
  33. Jin, Xisong & Nadal De Simone, Francisco, 2014. "A framework for tracking changes in the intensity of investment funds' systemic risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 343-368.
  34. Jernej Copic, 2015. "Disagreement, information and welfare," 2015 Meeting Papers 1344, Society for Economic Dynamics.
  35. Sebastian Poledna & Jos\'e Luis Molina-Borboa & Seraf\'in Mart\'inez-Jaramillo & Marco van der Leij & Stefan Thurner, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Papers 1505.04276, arXiv.org.
  36. Agustin Benetrix & Barry Eichengreen & Kevin H. O'Rourke, 2011. "How Housing Slumps End," The Institute for International Integration Studies Discussion Paper Series iiisdp384, IIIS.
  37. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2016. "Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy," LEM Papers Series 2016/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  38. Ana Fostel & John Geanakoplos, 2016. "Financial Innovation, Collateral, and Investment," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 242-84, January.
  39. Tobias Adrian & Hyun Song Shin, 2011. "Financial Intermediary Balance Sheet Management," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 289-307, December.
  40. Heimer, Rawley, 2014. "Can Leverage Constraints Help Investors?," Working Paper 1433, Federal Reserve Bank of Cleveland.
  41. Zhang, Yan, 2013. "Does loan renegotiation differ by securitization status? A transition probability study," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 513-527.
  42. Olivier Bruno & André Cartapanis & Eric Nasica, 2014. "Bank Leverage, Financial Fragility and Prudential Regulation," GREDEG Working Papers 2014-12, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  43. Stijn Claessens & Laura E. Kodres, 2014. "The Regulatory Responses to the Global Financial Crisis; Some Uncomfortable Questions," IMF Working Papers 14/46, International Monetary Fund.
  44. Susan Wachter & Man Cho & Moon Joong Tcha, 2014. "The global financial crisis and housing: a new policy paradigm," Chapters, in: The Global Financial Crisis and Housing, chapter 1, pages 3-18 Edward Elgar Publishing.
  45. Koulischer, François & Struyven, Daan, 2014. "Central bank liquidity provision and collateral quality," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 113-130.
  46. Emilios Avgouleas, 2015. "Bank Leverage Ratios and Financial Stability: A Micro- and Macroprudential Perspective," Economics Working Paper Archive wp_849, Levy Economics Institute.
  47. Duca, John V., 2016. "How capital regulation and other factors drive the role of shadow banking in funding short-term business credit," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages S10-S24.
  48. Jukka Isohätälä & Feodor Kusmartsev & Alistair Milne & Donald Robertson, 2015. "Leverage Constraints and Real Interest Rates," Manchester School, University of Manchester, vol. 83, pages 83-109, December.
  49. Ranaldo, Angelo & Rupprecht, Matthias & Wrampelmeyer, Jan, 2016. "Fragility of Money Markets," Working Papers on Finance 1601, University of St. Gallen, School of Finance, revised Apr 2016.
  50. 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.
  51. Jose A. Scheinkman, 2013. "Speculation, Trading and Bubbles Third Annual Arrow Lecture," Working Papers 1458, Princeton University, Department of Economics, Econometric Research Program..
  52. F. Wang & Ting Zhang, 2014. "Financial Crisis and Credit Crunch in the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 256-276, August.
  53. Ozili, PK, 2015. "How Bank Managers Anticipate Non-Performing Loans. Evidence from Europe, US, Asia and Africa," MPRA Paper 63681, University Library of Munich, Germany.
  54. Yeon-Koo Che & Rajiv Sethi, 2014. "Credit Market Speculation and the Cost of Capital," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 1-34, November.
  55. Ashvin Ahuja & Lillian Cheung & Gaofeng Han & Nathan Porter & Wenlang Zhang, 2011. "Are Housing Prices Rising Too Fast in China?," Working Papers id:3646, eSocialSciences.
  56. John Geanakoplos, 2013. "Leverage, default, and forgiveness: lessons from the American and European crises," Special Conference Papers 27, Bank of Greece.
  57. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
  58. Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W.C. Tan, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
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