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JEL Code: G01

1,211,003 Total downloads

Viewing: 51 - 100 of 5,604 papers

51.

Hedge Fund Stock Trading in the Financial Crisis of 2007-2009

AFA 2011 Denver Meetings Paper, Charles A. Dice Center Working Paper No. 2010-2, Fisher College of Business Working Paper No. 2010-03-002, Swiss Finance Institute Research Paper No. 11-08
Number of pages: 83 Posted: 09 Feb 2010 Last Revised: 14 Sep 2011
Working Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 2,389
52.

Banks’ Non-Interest Income and Systemic Risk

AFA 2012 Chicago Meetings Paper
Number of pages: 33 Posted: 23 Mar 2011 Last Revised: 03 Apr 2015
Working Paper Series
Princeton University - Department of Economics, Boston College - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 2,371
53.

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of pages: 69 Posted: 14 Aug 2009 Last Revised: 13 Oct 2013
Accepted Paper Series
USI Lugano - Institute of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 2,338
54.

Costly External Finance, Corporate Investment, and the Subprime Mortgage Credit Crisis

Journal of Financial Economics (JFE), Forthcoming, Marshall School of Business Working Paper No. MKT 01-09, Ross School of Business Paper No. 1121
Number of pages: 47 Posted: 18 Oct 2008 Last Revised: 06 Dec 2009
Accepted Paper Series
Boston College - Carroll School of Management, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Vanderbilt University - Finance
Downloads 2,335
55.

Shadow Banking

FRB of New York Staff Report No. 458
Number of pages: 81 Posted: 20 Jul 2010 Last Revised: 09 Aug 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch

Multiple version iconThere are 3 versions of this paper

Downloads 2,334
56.

VPIN and the Flash Crash

Journal of Financial Markets, Vol. 17, pp. 1-46, 2014
Number of pages: 44 Posted: 09 Jul 2011 Last Revised: 18 Feb 2014
Accepted Paper Series
Northwestern University - Kellogg School of Management and University of Illinois at Chicago - Department of Finance
Downloads 2,258
57.

Crashes and High Frequency Trading

Swiss Finance Institute Research Paper No. 11-63
Number of pages: 29 Posted: 24 Dec 2011
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads 2,241
58.

Credit and Economic Recovery: Demystifying Phoenix Miracles

Number of pages: 25 Posted: 24 May 2010
Working Paper Series
Deutsche Bank, London, Centre for European Policy Studies (CEPS) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 2,233
59.

The Regulation of Hedge Funds and Private Equity: A Case Study in the Development of the EU’s Regulatory Response to the Financial Crisis

University of Cambridge Faculty of Law Research Paper No. 10/2011, ECGI - Law Working Paper No. 176/2011
Number of pages: 38 Posted: 15 Feb 2011 Last Revised: 18 May 2011
Working Paper Series
University of Cambridge - Faculty of Law
Downloads 2,232
60.

The Ordoliberal Variety of Neoliberalism

Suzanne Konzelmann and Marc Fovargue-Davies (eds.), Banking Systems in the Crisis: The Faces of Liberal Capitalism, Abingdon: Routledge, 2013, pages 250-268.
Number of pages: 29 Posted: 07 Sep 2012 Last Revised: 29 Jan 2014
Accepted Paper Series
Loughborough University London - Institute for International Management and European University Institute (EUI)
Downloads 2,203
61.

Systemic Risk in Europe

Review of Finance (2015) 19(1), 145-190
Number of pages: 55 Posted: 22 Dec 2012 Last Revised: 09 Feb 2016
Accepted Paper Series
New York University (NYU) - Department of Finance, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 2,105
62.

Disclosure and the Cost of Capital: Evidence from Firms' Response to the Enron Shock

Chicago Booth School of Business Research Paper No. 08-26
Number of pages: 65 Posted: 23 Dec 2008 Last Revised: 03 May 2018
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - Accounting Department
Downloads 2,054
63.

The Great Depression(s) of 1929-1933 and 2007-2009? Parallels, Differences and Policy Lessons

Hungarian Academy of Science MTA-ELTE Crisis History Working Paper No. 2
Number of pages: 53 Posted: 31 May 2015 Last Revised: 04 Jul 2015
Working Paper Series
University of Vienna - Department of Economic and Social History and University of Vienna
Downloads 2,048
64.

The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?

Charles A. Dice Center Working Paper No. 2010-5, Fisher College of Business Working Paper No. 2010-03-005
Number of pages: 43 Posted: 16 Mar 2010 Last Revised: 14 Feb 2011
Working Paper Series
Bocconi University - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 2,042
65.

Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists

Number of pages: 30 Posted: 03 Mar 2017 Last Revised: 31 Aug 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 2,038
66.

Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis

Number of pages: 45 Posted: 13 Oct 2011
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance, Wiserfunding and University of St. Gallen
Downloads 2,023
67.

Can Soft Law Bodies be Effective? Soft Systemic Risk Oversight Bodies and the Special Case of the European Systemic Risk Board

University of Cambridge Faculty of Law Research Paper No. 36/2011
Number of pages: 34 Posted: 13 Sep 2010 Last Revised: 28 Jun 2011
Working Paper Series
University of Cambridge - Faculty of Law and University of Zurich
Downloads 2,015
68.

Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis

Swiss Finance Institute Research Paper No. 09-15
Number of pages: 54 Posted: 12 Jun 2009
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich

Multiple version iconThere are 2 versions of this paper

Downloads 2,007
69.

Global Recession and Microfinance in Developing Countries: Threats and Opportunities

Number of pages: 34 Posted: 22 Dec 2008 Last Revised: 04 Jan 2014
Working Paper Series
Università Cattolica del Sacro Cuore - Department of Business Administration
Downloads 2,000
70.

LIBOR: Origins, Economics, Crisis, Scandal, and Reform

FRB of New York Staff Report No. 667
Number of pages: 20 Posted: 12 Apr 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and University of Warwick - Warwick Business School
Downloads 1,975
71.

The Lehman Brothers Bankruptcy A: Overview

Yale Program on Financial Stability Case Study 2014-3A-V1
Number of pages: 23 Posted: 07 Apr 2015
Working Paper Series
Yale Program on Financial Stability, Government of the United States of America - Office of Financial Research and Yale School of Management
Downloads 1,971
72.

The Euro Area Crisis: Politics Over Economics

MIT Sloan Research Paper No. 5091-14
Number of pages: 35 Posted: 11 Jun 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,970
73.

The Lehman Brothers Bankruptcy D: The Role of Ernst & Young

Yale Program on Financial Stability Case Study 2014-3D-V1
Number of pages: 22 Posted: 07 Apr 2015
Working Paper Series
Yale Program on Financial Stability, FDIC, Division of Insurance and Research and Yale School of Management
Downloads 1,956
74.

JPMorgan Chase London Whale C: Risk Limits, Metrics, and Models

Yale Program on Financial Stability Case Study 2014-2C-V1
Number of pages: 16 Posted: 18 Mar 2015
Working Paper Series
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 1,919
75.

Where the Risks Lie: A Survey on Systemic Risk

HEC Paris Research Paper No. FIN-2015-1088
Number of pages: 58 Posted: 15 Mar 2015 Last Revised: 09 Feb 2016
Working Paper Series
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 1,888
76.

Safer Ratios, Riskier Portfolios: Banks’ Response to Government Aid

Journal of Financial Economics (JFE), 113, 1-28 (2014)
Number of pages: 87 Posted: 12 Sep 2011 Last Revised: 27 May 2014
Accepted Paper Series
Boston College - Carroll School of Management and Arizona State University
Downloads 1,870
77.

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Working Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 1,861
78.

Macroprudential Regulation and Policy

BIS Paper No. 60
Number of pages: 155 Posted: 14 Feb 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,854
79.

The Relevance of Relationship Lending in Times of Crisis

Number of pages: 46 Posted: 09 Oct 2020 Last Revised: 12 Nov 2020
Working Paper Series
Tel Aviv University - Coller School of Management and Tel Aviv University - Coller School of Management
Downloads 1,853
80.

The Illusion of the Perpetual Money Machine

Swiss Finance Institute Research Paper No. 12-40
Number of pages: 30 Posted: 21 Dec 2012
Working Paper Series
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,852
81.

Crash Sensitivity and the Cross-Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94 Posted: 27 Feb 2012 Last Revised: 12 Jun 2017
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 1,837
82.

Short Selling Regulation after the Financial Crisis - First Principles Revisited

International Journal of Disclosure and Regulation, Vol. 7, No. 2, pp. 108-135 , Swiss Finance Institute Research Paper No. 09-28
Number of pages: 54 Posted: 27 Jul 2009 Last Revised: 02 Jun 2010
Accepted Paper Series
Radboud University Nijmegen, University of Zurich - Department of Banking and Finance and University of Zurich - Faculty of Law
Downloads 1,815
83.

The Rise and Fall of the Market Economy

Review of Islamic Economics, Vol. 14, No. 2, 2010, pp. 123-155
Number of pages: 33 Posted: 06 Sep 2012
Accepted Paper Series
PIDE
Downloads 1,815
84.

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

Journal of Financial Economics (JFE), 118, 336-354 (2015)
Number of pages: 53 Posted: 22 Mar 2009 Last Revised: 24 May 2016
Accepted Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 1,782
85.

The Interaction of Bankers' Asset and Liability Management with Liquidity Concerns

Number of pages: 65 Posted: 15 Apr 2020 Last Revised: 07 Jan 2021
Working Paper Series
University of Chicago
Downloads 1,780
86.

Central Bank Digital Currencies: Preliminary Legal Observations

Journal of Banking Regulation (2019)
Number of pages: 30 Posted: 17 Feb 2019 Last Revised: 31 Mar 2020
Accepted Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance
Downloads 1,769
87.

Statistical Modeling of Credit Default Swap Portfolios

Number of pages: 43 Posted: 14 Apr 2011 Last Revised: 25 Apr 2011
Working Paper Series
University of Oxford and Bloomberg Tradebook
Downloads 1,747
88.

Real Estate Prices During the Roaring Twenties and the Great Depression

UC Davis Graduate School of Management Research Paper No. 18-09
Number of pages: 44 Posted: 08 Sep 2009 Last Revised: 24 Mar 2011
Working Paper Series
Harvard University - Entrepreneurial Management Unit and Brandeis University

Multiple version iconThere are 2 versions of this paper

Downloads 1,741
89.

Shadow Banking: A Review of the Literature

FRB of New York Staff Report No. 580
Number of pages: 38 Posted: 13 Nov 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York
Downloads 1,740
90.

Dragon-Kings, Black Swans and the Prediction of Crises

Swiss Finance Institute Research Paper No. 09-36
Number of pages: 21 Posted: 08 Sep 2009
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

Multiple version iconThere are 2 versions of this paper

Downloads 1,700
91.

COVID-19 Pandemic, Oil Prices, Stock Market, Geopolitical Risk and Policy Uncertainty Nexus in the US Economy: Fresh Evidence from the Wavelet-Based Approach

Number of pages: 24 Posted: 15 Apr 2020 Last Revised: 30 Apr 2020
Working Paper Series
University Utara Malaysia, Prince Sultan University - College of Business Administration and University of Southampton - Southampton Business School
Downloads 1,697
92.

Household Debt: Implications for Monetary Policy and Financial Stability

BIS Paper No. 46
Number of pages: 171 Posted: 28 Jun 2009
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,693
93.

Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model

Swiss Finance Institute Research Paper No. 18-22
Number of pages: 22 Posted: 16 Mar 2018 Last Revised: 22 Mar 2018
Working Paper Series
ETH Zürich, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich, ETH Zürich and D ONE Solutions AG
Downloads 1,689
94.

Household Leverage and the Recession of 2007 to 2009

Number of pages: 51 Posted: 28 Aug 2009 Last Revised: 19 Oct 2009
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,686
95.

The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market

Journal of Finance, Forthcoming
Number of pages: 55 Posted: 22 Mar 2009 Last Revised: 12 Apr 2012
Accepted Paper Series
Board of Governors of the Federal Reserve System, Brookings Institution and Board of Governors of the Federal Reserve System
Downloads 1,654
96.

The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong

Rock Center for Corporate Governance Working Paper No. 30, NBER Working Paper No. w14631
Number of pages: 32 Posted: 12 Feb 2009 Last Revised: 29 Sep 2009
Working Paper Series
Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,654
97.

The Impact of Government Interventions on CDS and Equity Markets

AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69 Posted: 23 Mar 2010 Last Revised: 19 Nov 2012
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,634
98.

Learning from History: Volatility and Financial Crises

Review of Financial Studies, Forthcoming, FEDS Working Paper No. 2016-093
Number of pages: 47 Posted: 21 Nov 2016
Accepted Paper Series
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,624
99.

Shadow Banking Regulation

FRB of New York Staff Report No. 559
Number of pages: 64 Posted: 20 Apr 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 1,579
100.

The Politics of Government Investment

Journal of Financial Economics (JFE), Vol. 106, No. 1, 2012
Number of pages: 54 Posted: 01 Jul 2009 Last Revised: 15 Sep 2013
Accepted Paper Series
Boston College - Carroll School of Management and Arizona State University
Downloads 1,571