Abbassi, P., R. Iyer, J. Peydro, and F. Tous. (2016) “Securities trading by banks and credit supply: Micro-evidence from the crisis”, Journal of Financial Economics, forthcoming.
Allen, F., E. Carletti, and R. Marquez. (December 2015) “Deposits and bank capital structure”, Journal of Financial Economics, Volume 118, Issue 3, Pp 601–619.
Biais, B., J. Rochet, and P. Woolley. (February 2015) “Dynamics of Innovation and Risk”, Review of Financial Studies, 28 (5), 1353-1380.
Biais, B., F. Heider, and M. Hoerova. (August 2016) “Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins”, Journal of Finance, Volume 71, Issue 4, pp 1479–1921.
Bolton, P., L. Gambacorta, X. Freixas, and P. Mistrulli. (2016) “Relationship and Transaction Lending in a Crisis”, Review of Financial Studies, forthcoming.
Bouton, L., A. Llorente-Saguer and F. Malherbe. (August 2016) “Get Rid of Unanimity Rule: The Superiority of Majority Rules with Veto Power”, Journal of Political Economy, forthcoming.
Choi, D., T. Eisenbach, and T. Yorulmazer. (May 2016) “Sooner or Later:Timing of Monetary Policy with Heterogeneous Risk-Taking”, American Economic Review, vol. 106, no. 5, pp 490-95.
Coculescu, D. and J. Rochet. (2016) “Shareholder Risk Measures”, Mathematical Finance, forthcoming.
Collard, F., M. Habib, and J. Rochet. (June 2015) “Sovereign Debt Sustainability in Advanced Economies”, Journal of the European Economic Association, Volume 13, Issue 3, pp 381–420.
Garcia, C., F. Heider, M. Hoerova, and S. Manganelli. (2016) “Lending-of-last-resort is as lending-of-last-resort-does: Central bank liquidity provision and interbank market functioning in the euro area”, Journal of Financial Intermediation, forthcoming.
Heider, F. and A. Ljungqvist. (December 2015) “As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes”, Journal of Financial Economics, Volume 118, Issue 3, pp 684–712
Heider, F., M. Hoerova, and C. Holthausen. (November 2015) “Liquidity hoarding and interbank market rates: The role of counterparty risk”, Journal of Financial Economics, Volume 118, Issue 2, pp 336-354
Henriet, D. and N. Klimenko, and J. Rochet. (March 2016) “The Dynamics of Insurance Prices”, Geneva Risk and Insurance Review, Volume 41, Issue 1, pp 2-18.
Ippolito, F., J. Peydro, A. Polo, and E. Sette. (2016) “Double bank runs and liquidity risk management”, Journal of Financial Economics, forthcoming,
Jiménez, G., S. Ongena, J. Peydro, and J. Saurina. (2016) “Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments”, Journal of Political Economy, forthcoming.
Josephson, J. and J. Shapiro. (March 2016) “Costly Interviews”, International Journal of Industrial Organization, 45. pp 10-15
Klimenko, N., S. Pfeil, and J. Rochet. (2016) “A Simple Macroeconomic Model with Extreme Financial Frictions”, Journal of Mathematical Economics, forthcoming.
Magill, M., M. Quinzii, and J. Rochet. (September 2015) “A Theory of the Stakeholder Corporation”, Econometrica Volume 83, Issue 5, pp 1685–1725.
Malherbe, F. (April 2014) "Self-fulfilling liquidity dry-ups", Journal of Finance 69, 947-970.
Mariathasan, M., and O. Merrouche. (July 2014) "The manipulation of Basel risk-weights", Journal of Financial Intermediation 23, 300-321.
Martin, A., J. McAndrews, and D. Skeie (2016) "Bank Lending in Times of Large Bank Reserves", International Journal of Central Banking, forthcoming.
Rey, H. (April 2016) "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma", IMF Economic Review Vol 64. pp 6-35
Rochet, J. and G. Roger. (June 2016) "Risk Utilities", Economic Theory, June 2016, Volume 62, Issue 1, pp 361-382
Shapiro, J. and D. Skeie. (August 2015) "Information Management in Banking Crises" , Review of Financial Studies, 28 (8). pp 2322-2363
Last update: July 29, 2016 (SH)