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Rollover risk as market discipline: A two-sided inefficiency

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Cited by:

  1. Gur Huberman & Rafael Repullo, 2013. "Moral Hazard and Debt Maturity," Working Papers wp2013_1311, CEMFI.
  2. Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2018. "Government guarantees and financial stability," Journal of Economic Theory, Elsevier, vol. 177(C), pages 518-557.
  3. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
  4. Kristian Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," NBER Working Papers 29753, National Bureau of Economic Research, Inc.
  5. Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2023. "Loan guarantees, bank underwriting policies and financial stability," Journal of Financial Economics, Elsevier, vol. 149(2), pages 260-295.
  6. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2015. "Safe, or not safe? Covered bonds and Bank Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112875, Verein für Socialpolitik / German Economic Association.
  7. Naoto Okahara, 2019. "Banks’ disclosure of information and financial stability regulations," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 91-115, June.
  8. Schilling, Linda, 2017. "Optimal Forbearance of Bank Resolution," MPRA Paper 112409, University Library of Munich, Germany.
  9. Lin, Chunpeng & Yang, Jinqiang, 2022. "Entrepreneur’s incentives for risk-taking and short-term debt," International Review of Financial Analysis, Elsevier, vol. 84(C).
  10. Ahnert, Toni & Hoffmann, Peter & Leonello, Agnese & Porcellacchia, Davide, 2023. "Central Bank Digital Currency and financial stability," Working Paper Series 2783, European Central Bank.
  11. Toni Ahnert & Kartik Anand & Philipp Johann König, 2024. "Real Interest Rates, Bank Borrowing, and Fragility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1545-1571, September.
  12. Ahnert, Toni & Elamin, Mahmoud, 2020. "Bank runs, portfolio choice, and liquidity provision," Journal of Financial Stability, Elsevier, vol. 50(C).
  13. Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
  14. Ahnert, Toni & Martinez-Miera, David, 2021. "Bank Runs, Bank Competition and Opacity," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242348, Verein für Socialpolitik / German Economic Association.
  15. Schilling, Linda, 2023. "Smooth versus Harsh Regulatory Interventions and Policy Equivalence," CEPR Discussion Papers 17996, C.E.P.R. Discussion Papers.
  16. Rihab Grassa & Nejia Moumen & M. Kabir Hassan & Khaled Hussainey, 2022. "Market discipline and capital buffers in Islamic and conventional banks in the MENA region," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 139-167, March.
  17. Zhou, Yimin & Wei, Xu, 2023. "Bond liquidity, debt maturity and bond risk premium," Finance Research Letters, Elsevier, vol. 54(C).
  18. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
  19. Szkup, Michal, 2020. "Multiplier effect and comparative statics in global games of regime change," Theoretical Economics, Econometric Society, vol. 15(2), May.
  20. Zou, Jingxian & Shen, Guangjun & Gong, Yaxian, 2019. "The effect of value-added tax on leverage: Evidence from China’s value-added tax reform," China Economic Review, Elsevier, vol. 54(C), pages 135-146.
  21. Emanuele Brancati & Marco Macchiavelli, 2015. "The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession," Finance and Economics Discussion Series 2015-79, Board of Governors of the Federal Reserve System (U.S.).
  22. Choi, Dong Beom & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2021. "Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission," Journal of Financial Intermediation, Elsevier, vol. 47(C).
  23. Toni Ahnert, 2016. "Rollover Risk, Liquidity and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1753-1785, December.
  24. Linda Schilling, 2018. "Optimal Forbearance of Bank Resolution," Working Papers 2018-15, Becker Friedman Institute for Research In Economics.
  25. Philipp Johann König, 2015. "Liquidity Requirements: A Double-Edged Sword," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 129-168, December.
  26. Ikeda, Daisuke, 2024. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, vol. 72(C).
  27. Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin, 2023. "Spillover effects between liquidity risks through endogenous debt maturity," Journal of Financial Markets, Elsevier, vol. 64(C).
  28. Gong, Yaxian & Wei, Xu, 2019. "Asset quality, debt maturity, and market liquidity," Finance Research Letters, Elsevier, vol. 31(C).
  29. Schilling, Linda, 2024. "Smooth Regulatory Intervention," MPRA Paper 120041, University Library of Munich, Germany.
  30. Sophia Chen, 2015. "Uncertainty and Investment: The Financial Intermediary Balance Sheet Channel," IMF Working Papers 2015/065, International Monetary Fund.
  31. Anderson, Haelim & Copeland, Adam, 2023. "Information management in times of crisis," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 35-49.
  32. Alan D. Morrison & Ansgar Walther, 2020. "Market Discipline and Systemic Risk," Management Science, INFORMS, vol. 66(2), pages 764-782, February.
  33. Passmore, Wayne & Temesvary, Judit, 2022. "How investor demands for safety influence bank capital and liquidity trade-offs," Journal of Financial Stability, Elsevier, vol. 60(C).
  34. Della Seta, Marco & Morellec, Erwan & Zucchi, Francesca, 2020. "Short-term debt and incentives for risk-taking," Journal of Financial Economics, Elsevier, vol. 137(1), pages 179-203.
  35. Xuewen Liu, 2018. "Diversification and Systemic Bank Runs," 2018 Meeting Papers 739, Society for Economic Dynamics.
  36. Ugur, Mehmet & Solomon, Edna & Zeynalov, Ayaz, 2022. "Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs," Economic Modelling, Elsevier, vol. 108(C).
  37. Elena Carletti & Itay Goldstein & Agnese Leonello, 2019. "The interdependence of bank capital and liquidity," BAFFI CAREFIN Working Papers 19128, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  38. Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman & Philip StrahanEditor, 2019. "Asset Encumbrance, Bank Funding, and Fragility," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2422-2455.
  39. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
  40. Leonello, Agnese & Mendicino, Caterina & Panetti, Ettore & Porcellacchia, Davide, 2022. "Savings, efficiency and bank runs," Working Paper Series 2636, European Central Bank.
  41. Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2021. "How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery," Journal of Corporate Finance, Elsevier, vol. 69(C).
  42. Morrison, Alan & Walther, Ansgar, 2018. "Market Discipline and Systemic Risk," CEPR Discussion Papers 12689, C.E.P.R. Discussion Papers.
  43. Mahieux, Lucas, 2024. "Fair value accounting, illiquid assets, and financial stability," Other publications TiSEM 5dd826be-1379-4456-a9c2-e, Tilburg University, School of Economics and Management.
  44. Gong, Yaxian & Wei, Xu, 2022. "Asset quality, financing structure, and bank regulations," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1061-1075.
  45. Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
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