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Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Taking the **Sock** out of FSOC
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-10-29 12:24:21

Citations

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Cited by:

  1. Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2025. "Life insurance convexity," Journal of Banking & Finance, Elsevier, vol. 178(C).
  2. 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..
  3. W. Scott Frame, 2016. "The federal home loan bank system and U.S. housing finance," FRB Atlanta Working Paper 2016-2, Federal Reserve Bank of Atlanta.
  4. Qi Chen & Itay Goldstein & Zeqiong Huang & Rahul Vashishtha, 2020. "Liquidity Transformation and Fragility in the US Banking Sector," NBER Working Papers 27815, National Bureau of Economic Research, Inc.
  5. Stéphane Verani & Pei Cheng Yu, 2024. "What’s Wrong with Annuity Markets?," Journal of the European Economic Association, European Economic Association, vol. 22(4), pages 1981-2024.
  6. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
  7. Anna Paulson & Richard Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
  8. Wei, Bin & Yue, Vivian Z., 2020. "Liquidity backstops and dynamic debt runs," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  9. Harold H. Zhang & Feng Zhao & Xiaofei Zhao, 2024. "Neglected Risks in the Communication of Residential Mortgage‐Backed Securities Offerings," Journal of Finance, American Finance Association, vol. 79(1), pages 129-172, February.
  10. Giovanni Bonaccolto & Nicola Borri & Andrea Consiglio & Giorgio Di Giorgio, 2025. "Systemic Risk in the European Insurance Sector," Papers 2505.02635, arXiv.org.
  11. Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2021. "Banks funding, leverage, and investment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 148-171.
  12. Nathan Foley-Fisher & Borghan Narajabad & Stephane Verani, 2016. "Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry," NBER Working Papers 22774, National Bureau of Economic Research, Inc.
  13. Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
  14. Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
  15. Sultanum, Bruno, 2018. "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
  16. repec:ptu:bdpart:e201609 is not listed on IDEAS
  17. E. Panetti & LG Deidda, 2018. "Banks' Liquidity Management and Financial Fragility," Working Paper CRENoS 201809, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  18. E. Panetti & LG Deidda, 2017. "Banks' Liquidity Management and Systemic Risk," Working Paper CRENoS 201705, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  19. Mark Egan & Shan Ge & Johnny Tang, 2022. "Conflicting Interests and the Effect of Fiduciary Duty: Evidence from Variable Annuities," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5334-5386.
  20. Li, Zongyuan & Li, Jingya & Chang, Xiao, 2024. "Market uncertainties and too-big-to-fail perception: Evidence from Chinese P2P registration requirements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
  21. Marco Cipriani & Thomas M. Eisenbach & Anna Kovner, 2024. "Tracing Bank Runs in Real Time," Staff Reports 1104, Federal Reserve Bank of New York.
  22. Panetti, Ettore, 2022. "Banks’ liquidity provision and panic runs with recursive preferences," Finance Research Letters, Elsevier, vol. 47(PA).
  23. Elena Mattana & Ettore Panetti, 2021. "The Welfare Costs of Self‐Fulfilling Bank Runs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 401-440, March.
  24. Chia‐Chun Chiang & Greg Niehaus, 2020. "Correlated Trading by Life Insurers and Its Impact on Bond Prices," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 597-625, September.
  25. Bruno Sultanum, 2016. "Nonparametric Estimation of the Diamond-Dybvig Banking Model," Economic Quarterly, Federal Reserve Bank of Richmond, issue Q4, pages 261-279.
  26. Düll, Robert & König, Felix & Ohls, Jana, 2017. "On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1," LSE Research Online Documents on Economics 83195, London School of Economics and Political Science, LSE Library.
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