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Citations for "Crises and Prices: Information Aggregation, Multiplicity and Volatility"

by George-Marios Angeletos & Ivan Werning

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  1. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  2. Dong Beom Choi, 2014. "Heterogeneity and Stability: Bolster the Strong, Not the Weak," Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1830-1867.
  3. Goldstein, Itay & Razin, Assaf, 2015. "Three Branches of Theories of Financial Crises," Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
  4. Tijmen R. Daniels & Henk Jager & Franc Klaassen, 2008. "Defending against Speculative Attacks," Tinbergen Institute Discussion Papers 08-090/2, Tinbergen Institute, revised 06 Apr 2009.
  5. Jakub Steiner & Eugen Kovac, 2008. "Learning Options in Coordination Problems," 2008 Meeting Papers 848, Society for Economic Dynamics.
  6. Manuel Amador & Pierre Olivier Weill, 2008. "Learning from Prices: Public Communication and Welfare," 2008 Meeting Papers 390, Society for Economic Dynamics.
  7. Campos, Rodolfo G., 2013. "Risk-sharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1624-1658.
  8. Laurent Mathevet & Jakub Steiner, 2012. "Sand in the Wheels: A Dynamic Global-Game Approach," CERGE-EI Working Papers wp459, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  9. Ted Temzelides & Cyril Monnet & Marie Hoerova, 2008. "Public Information and Monetary Policy," 2008 Meeting Papers 5, Society for Economic Dynamics.
  10. Hüning, Hendrik & Meub, Lukas, 2015. "Optimal public information dissemination: Introducing observational learning into a generalized beauty contest," Center for European, Governance and Economic Development Research Discussion Papers 260, University of Goettingen, Department of Economics.
  11. Stephen Morris & Bernardo Guimaraes, 2004. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Yale School of Management Working Papers ysm424, Yale School of Management.
  12. Sharun Mukand, 1999. "Globalization and the "Confidence Game"," Discussion Papers Series, Department of Economics, Tufts University 9924, Department of Economics, Tufts University.
  13. Wolfgang Kuhle, 2013. "A Global Game with Heterogenous Priors," Papers 1312.7860, arXiv.org.
  14. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
  15. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper Series 29_12, The Rimini Centre for Economic Analysis.
  16. Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and aggregate demand fluctuations," Working Papers 2012-039, Federal Reserve Bank of St. Louis.
  17. Besancenot, Damien & Vranceanu, Radu, 2015. "Fear of novelty : a model of scientific discovery with strategic uncertainty," ESSEC Working Papers WP1503, ESSEC Research Center, ESSEC Business School.
  18. Bruno, Randolph Luca, 2008. "Rule of Law, Institutional Quality and Information," IZA Discussion Papers 3497, Institute for the Study of Labor (IZA).
  19. Chris Edmond, 2011. "Information Manipulation, Coordination, and Regime Change," Department of Economics - Working Papers Series 1125, The University of Melbourne.
  20. Francisco Penaranda & Jon Danielsson, 2007. "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers dp586, Financial Markets Group.
  21. Zwart, Sanne, 2007. "The mixed blessing of IMF intervention: Signalling versus liquidity support," Journal of Financial Stability, Elsevier, vol. 3(2), pages 149-174, July.
  22. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
  23. Bernardo Guimaraes, 2008. "Vulnerability of currency pegs: evidence from Brazil," LSE Research Online Documents on Economics 4909, London School of Economics and Political Science, LSE Library.
  24. Hellwig, Christian & Veldkamp, Laura, 2007. "Knowing What Others Know: Coordination Motives in Information Acquisition," CEPR Discussion Papers 6506, C.E.P.R. Discussion Papers.
  25. Eugen Kovac & Jakub Steiner, 2008. "Reversibility in Dynamic Coordination Problems," ESE Discussion Papers 183, Edinburgh School of Economics, University of Edinburgh.
  26. Andrade, Sandro C. & Bian, Jiangze & Burch, Timothy R., 2013. "Analyst Coverage, Information, and Bubbles," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(05), pages 1573-1605, October.
  27. Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and sentiment-driven equilibria," Working Papers 2013-011, Federal Reserve Bank of St. Louis.
  28. Jean-Pierre ALLEGRET & Camille CORNAND, 2006. "The pros and cons of higher transparency : the case of speculative attacks," Discussion Papers (REL - Recherches Economiques de Louvain) 2006031, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  29. Junichi Fujimoto, 2011. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-267, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  30. Sumila Tharanga Wanaguru, 2011. "Carry Trades and Financial Crisis: An Analytical Perspective," CAMA Working Papers 2011-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  31. Andrew Williams, 2014. "The effect of transparency on output volatility," Economics of Governance, Springer, vol. 15(2), pages 101-129, May.
  32. Hüning, Hendrik & Meub, Lukas, 2015. "Optimal public information dissemination: Introducing observational learning into a generalized beauty contest," HWWI Research Papers 169, Hamburg Institute of International Economics (HWWI).
  33. George-Marios Angeletos & Alessandro Pavan, 2005. "Efficiency and Welfare with Complementarities and Asymmetric Information," NBER Working Papers 11826, National Bureau of Economic Research, Inc.
  34. Edouard Challe & Edouard Chrétien, 2015. "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers hal-01180058, HAL.
  35. Stephen Morris & Hyun Song Shin, 2006. "Endogenous Public Signals and Coordination," Levine's Bibliography 122247000000001309, UCLA Department of Economics.
  36. Cheung, Yin-Wong & Friedman, Daniel, 2009. "Speculative attacks: A laboratory study in continuous time," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 1064-1082, October.
  37. Heidhues, Paul & Melissas, Nicolas, 2012. "Rational exuberance," European Economic Review, Elsevier, vol. 56(6), pages 1220-1240.
  38. Huanxing Yang, 2010. "Information aggregation and investment cycles with strategic complementarity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(2), pages 281-311, May.
  39. Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2011. "Currency crises with the threat of an interest rate defence," Journal of International Economics, Elsevier, vol. 85(1), pages 14-24, September.
  40. Edouard Challe & Edouard Chretien, 2014. "Market composition and price informativeness in a large market with endogenous order types," Working Papers hal-01060216, HAL.
  41. Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
  42. Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers 14-23, Bank of Canada.
  43. Schüder, Stefan, 2014. "Expansive monetary policy in a portfolio model with endogenous asset supply," Economic Modelling, Elsevier, vol. 41(C), pages 239-252.
  44. Aviad Heifetz & Willemien Kets, 2013. "Robust Multiplicity with a Grain of Naiveté," Discussion Papers 1573, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  45. Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," SIFR Research Report Series 38, Institute for Financial Research.
  46. Dominik Grafenhofer & Wolgang Kuhle, 2014. "Observing Each Other's Observations in the Electronic Mail Game," Papers 1501.00882, arXiv.org.
  47. Christian Hellwig, 2004. "Self-Fulfilling Currency Crises: The Role of Interest Rates (A.E.R., December 2006)," UCLA Economics Online Papers 338, UCLA Department of Economics.
  48. N. Gregory Mankiw & Ricardo Reis, 2010. "Imperfect Information and Aggregate Supply," NBER Working Papers 15773, National Bureau of Economic Research, Inc.
  49. Hüning, Hendrik & Meub, Lukas, 2016. "Optimal public information dissemination: Introducing multiplier effects into a generalized beauty contest," Center for European, Governance and Economic Development Research Discussion Papers 260 [rev.], University of Goettingen, Department of Economics.
  50. Schüder, Stefan, 2012. "Monetary Policy Trade-Offs in a Portfolio Model with Endogenous Asset Supply," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65402, Verein für Socialpolitik / German Economic Association.
  51. Michele Berardi, 2015. "Prices, fundamental values and learning," Centre for Growth and Business Cycle Research Discussion Paper Series 214, Economics, The Univeristy of Manchester.
  52. Szkup, Michal & Trevino, Isabel, 2015. "Information acquisition in global games of regime change," Journal of Economic Theory, Elsevier, vol. 160(C), pages 387-428.
  53. Péter Kondor, 2009. "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers 1018, Society for Economic Dynamics.
  54. Williams, Andrew, 2015. "A global index of information transparency and accountability," Journal of Comparative Economics, Elsevier, vol. 43(3), pages 804-824.
  55. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  56. Nikitin, Maxim & Smith, R. Todd, 2008. "Information acquisition, coordination, and fundamentals in a financial crisis," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 907-914, June.
  57. Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
  58. University of California & Giacomo Rondina, 2008. "Incomplete Information and Informative Pricing: Theory and Application," 2008 Meeting Papers 981, Society for Economic Dynamics.
  59. Schmidt, Lawrence & Timmermann, Allan G & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
  60. Yang Lu & Ernesto Pastén, 2013. "Coordination of Expectations and the Informational Role of Policy," Working Papers Central Bank of Chile 706, Central Bank of Chile.
  61. Gaballo, Gaetano, 2013. "Good luck or good policy? An expectational theory of macro volatility switches," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2755-2770.
  62. David M. Frankel, 2010. "Rent Seeking and Economic Fragility," Levine's Bibliography 661465000000000159, UCLA Department of Economics.
  63. Olivier J. Blanchard, 2008. "The State of Macro," NBER Working Papers 14259, National Bureau of Economic Research, Inc.
  64. Anais Maillet, 2015. "Food price volatility and farmers' production decisions under imperfect information," FOODSECURE Technical papers 8, LEI Wageningen UR.
  65. Prakash Kannan & Fritzi Köhler-Geib, 2009. "The Uncertainty Channel of Contagion," IMF Working Papers 09/219, International Monetary Fund.
  66. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
  67. Aloisio Araujo & Marcia Leon & Rafael Santos, 2016. "Bargained Haircuts and Debt Policy Implications," Working Papers Series 416, Central Bank of Brazil, Research Department.
  68. Christian Hellwig, . "Policy in a Global Coordination Game: Multiplicity vs. Robust Predictions (November 2006, with Marios Angeletos and Alessandro Pavan)," UCLA Economics Online Papers 401, UCLA Department of Economics.
  69. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Staff Working Papers 14-30, Bank of Canada.
  70. Xue-Zhong He & Huanhuan Zheng, 2016. "Trading Heterogeneity under Information Uncertainty," Research Paper Series 373, Quantitative Finance Research Centre, University of Technology, Sydney.
  71. Dasgupta, Amil & Steiner, Jakub & Stewart, Colin, 2012. "Dynamic coordination with individual learning," Games and Economic Behavior, Elsevier, vol. 74(1), pages 83-101.
  72. Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, Center for Economic and Financial Research (CEFIR).
  73. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
  74. José Jorge, 2016. "Sovereign Ratings and Investor Behavior," CEF.UP Working Papers 1601, Universidade do Porto, Faculdade de Economia do Porto.
  75. Nakata, Takeshi, 2010. "Interdependent bank runs under a collapsing fixed exchange rate regime," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 603-623, December.
  76. Mathevet, Laurent & Steiner, Jakub, 2013. "Tractable dynamic global games and applications," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2583-2619.
  77. Anna Zabai, 2014. "Managing Default Risk," BIS Working Papers 467, Bank for International Settlements.
  78. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
  79. George-Marios Angeletos & Alessandro Pavan, 2007. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks," Discussion Papers 1497, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  80. Giuseppe Cappelletti & Lucia Esposito, 2013. "Central bank and government in a speculative attack model," Temi di discussione (Economic working papers) 934, Bank of Italy, Economic Research and International Relations Area.
  81. Gabriel Desgranges & Maik Heinemann, 2008. "Strongly Rational Expectations Equilibria,Endogenous Acquisition of Information and the Grossman–Stiglitz Paradox," THEMA Working Papers 2008-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  82. Dominik Grafenhofer & Wolfgang Kuhle, 2015. "Observing Each Other's Observations in a Bayesian Coordination Game," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2015_18, Max Planck Institute for Research on Collective Goods.
  83. Erik O. Kimbrough & Taylor Jaworski, 2014. "Bubbles, Crashes and Endogenous Uncertainty in Linked Asset and Product Markets," Discussion Papers dp14-07, Department of Economics, Simon Fraser University.
  84. Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  85. Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
  86. Rondina, Giacomo & Shim, Myungkyu, 2015. "Financial prices and information acquisition in large Cournot markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 769-786.
  87. George-Marios Angeletos, 2008. "Private Sunspots and Idiosyncratic Investor Sentiment," NBER Working Papers 14015, National Bureau of Economic Research, Inc.
  88. Lorenzoni, Guido, 2014. "International Financial Crises," Handbook of International Economics, Elsevier.
  89. Stephen Morris & Hyun Song Shin, 2007. "Common Belief Foundations of Global Games," Levine's Bibliography 122247000000001638, UCLA Department of Economics.
  90. David P. Myatt & Chris Wallace, 2008. "On the Sources and Value of Information: Public Announcements and Macroeconomic Performance," Economics Series Working Papers 411, University of Oxford, Department of Economics.
  91. Frankel, David M., 2010. "Shocks and Crises in the Long Run," Staff General Research Papers Archive 31687, Iowa State University, Department of Economics.
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