dc.description.tableofcontents | 1. An Introduction to Liquidity and Crises; FRANKLIN ALLEN, ELENA CARLETTI, JAN PIETER KRAHNEN, AND MARCEL TYRELL; SECTION 1: LIQUIDITY AND INTERBANK MARKETS; 2. Preference Shocks, Liquidity and Central Bank Policy; SUDIPTO BHATTACHARYA/DOUGLAS GALE (LONDON SCHOOL OF ECONOMICS/NEW YORK UNIVERSITY); W. BARNETT AND K. SINGLETON, EDS., NEW APPROACHES TO MONETARY ECONOMICS, CAMBRIDGE UNIVERSITY PRESS, 1987, PP. 69-88; 3. Endogenous Liquidity in Asset Markets; ANDREA EISFELDT (NORTHWESTERN UNIVERSITY); JOURNAL OF FINANCE, FEBRUARY 2004, 59, PP.1-30; 4. Financial Intermediaries and Markets; FRANKLIN ALLEN/DOUGLAS GALE (THE WHARTON SCHOOL, UNIVERSITY OF PENNSYLVANIA/NEW YORK UNIVERSITY); ECONOMETRICA, 72(4), JULY 2004, PP. 1023-106.1; 5. Financial Fragility, Liquidity and Asset Prices; FRANKLIN ALLEN/DOUGLAS GALE (THE WHARTON SCHOOL, UNIVERSITY OF PENNSYLVANIA/NEW YORK UNIVERSITY); JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION, 2(6), DECEMBER 2004, PP. 1015-1048; 6. Interbank Market Integration under Asymmetric Information; XAVIER FREIXAS/CORNELIA HOLTHAUSEN (UNIVERSITAT POMPEU FABRA, BARCELONA/EUROPEAN CENTRAL BANK, FRANKFURT); REVIEW OF FINANCIAL STUDIES, 18(2), SUMMER 2005, PP. 459-90; 7. Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Markets; CRAIG FURFINE (FEDERAL RESERVE BANK OF CHICAGO); JOURNAL OF BUSINESS, JANUARY 2001, 74, 33-57; SECTION 2: PUBLIC PROVISION OF LIQUIDITY AND REGULATION; 8. Private and Public Supply of Liquidity; BENGT HOLMSTROM/JEAN TIROLE (MIT/ UNIVERSITE SCIENCES SOCIALES, TOULOUSE); JOURNAL OF POLITICAL ECONOMY, FEBRUARY 1998, 106, PP.1-40; 9. Liquidity, Efficiency and Bank Bailouts; GARY GORTON/LIXIN HUANG (THE WHARTON SCHOOL, UNIVERSITY OF PENNSYLVANIA/GEORGIA STATE UNIVERSITY); AMERICAN ECONOMIC REVIEW, 94(3), JUNE 2004, PP. 455-483; 10. Financial Crises, Payments System Problem and Discount Window Lending; MARK FLANNERY (UNIVERSITY OF FLORIDA); JOURNAL OF MONEY, CREDIT AND BANKING, NOVEMBER 1996, 28(4), PP. 804-824; 11. Liquidity, Risk Taking, and the Lender of Last Resort; RAFAEL REPULLO (CEMFI); INTERNATIONAL JOURNAL OF CENTRAL BANKING, 1, DECEMBER 2005, PP. 47-80; 12. Coordination Failures and the Lender of Last Resort: Was Bagehot Right after all?; JEAN-CHARLES ROCHET/XAVIER VIVES (UNIVERSITY SCIENCES SOCIALES, TOULOUSE/IESE, UNIVERSITY OF NAVARRA); JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION, 2(6), DECEMBER 2004, PP. 1116-47; 13. Competition among Regulators and Credit Market Integration; GIOVANNI DELL'ARICCIA/ROBERT MARQUEZ (IMF/ARIZONA STATE UNIVERSITY); JOURNAL OF FINANCIAL ECONOMICS, 79(2), FEBRUARY 2006, PP. 401-30; SECTION 3: MONEY, LIQUIDITY CRISES AND ASSET PRICES; 14. Money in a Theory of Banking; DOUGLAS DIAMOND/RAGHURAM RAJAN (UNIVERSITY OF CHICAGO); AMERICAN ECONOMIC REVIEW, 96(1), MARCH 2006, PP. 30-53; 15. Liquidity and Asset Prices; NOBUHIRO KIYOTAKI/JOHN MOORE (PRINCETON UNIVERSITY/UNIVERSITY OF EDINBURGH); INTERNATIONAL ECONOMIC REVIEW, 46(2), MAY 2005, PP. 317-49; 16. Collateral Constraints in a Monetary Economy; JUAN CORDOBA/MARLA RIPOLL (RICE UNIVERSITY/UNIVERSITY OF PITTSBURGH); JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION, 2(6), DECEMBER 2004, PP. 1172-1205; 17. Inefficient Credit Booms; GUIDO LORENZONI (MIT); REVIEW OF ECONOMIC STUDIES, 75(3), JULY 2008, PP. 809-833; SECTION 4: CONTAGION EFFECTS IN FINANCIAL CRISES; 18. Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics; AMIL DASGUPTA (LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE); JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION, 2(6), DECEMBER 2004, PP. 1049-84; 19. Information Contagion and Bank Herding; VIRAL V. ACHARYA/TANJU YORULMAZER (LONDON BUSINESS SCHOOL/FEDERAL RESERVE BANK OF NEW YORK); JOURNAL OF MONEY, CREDIT AND BANKING, FEBRUARY 2008, 40(1), PP. 215-231; 20. Cash-in-the-market Pricing and Optimal Resolution of Bank Failures; VIRAL V. ACHARYA/TANJU YORULMAZER (LONDON BUSINESS SCHOOL/FEDERAL RESERVE BANK OF NEW YORK); REVIEW OF FINANCIAL STUDIES, NOVEMBER 2008, 21, PP. 2705-2742; 21. Credit Risk Transfer and Contagion; FRANKLIN ALLEN/ELENA CARLETTI (THE WHARTON SCHOOL, UNIVERSITY OF PENNSYLVANIA/ J.W. GOETHE-UNIVERSITAT FRANKFURT AND CFS); JOURNAL OF MONETARY ECONOMICS, 2008, 53, 89-111; 22. Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?; CHRISTIAN UPPER/ANDREAS WORMS (BANK FOR INTERNATIONAL SETTLEMENTS/DEUTSCHE BUNDESBANK); EUROPEAN ECONOMIC REVIEW, 48(4), AUGUST 2004, PP. 827-49; SECTION 5: FINANCIAL CRISES AND CURRENCY CRISES; 23. Asset Market Linkages in Crisis Periods; PHILIPP HARTMANN/STEFAN STRAETMANS/CASPER DE VRIES (EUROPEAN CENTRAL BANK/MAASTRICHT) | en |