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Details about Markus K. Brunnermeier

Homepage:http://scholar.princeton.edu/markus
Postal address:Department of Economics, Bendheim Center for Finance, Princeton University, Julis-Romo-Rabinowitz Building, Princeton, NJ 08544 USA
Workplace:Department of Economics, Princeton University, (more information at EDIRC)
Bendheim Center for Finance, Department of Economics, Princeton University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
CESifo, (more information at EDIRC)

Access statistics for papers by Markus K. Brunnermeier.

Last updated 2023-09-08. Update your information in the RePEc Author Service.

Short-id: pbr31


Jump to Journal Articles Books Edited books Chapters

Working Papers

2024

  1. Systemic Risk Measures: Taking Stock from 1927 to 2023
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2023

  1. Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Mobile Money, Interoperability and Financial Inclusion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2023) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2023) Downloads View citations (1)
  3. Strategic Money and Credit Ledgers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  4. The Debt-Inflation Channel of the German Hyperinflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2022

  1. Blockchain Economics
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (38)
    Working Papers, Princeton University. Economics Department. (2019) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (40)
  2. Debt as Safe Asset
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Papers, Princeton University. Economics Department. (2021) Downloads
    CESifo Working Paper Series, CESifo (2021) Downloads View citations (3)
  3. How (Un-)Informed Are Depositors in a Banking Panic? A Lesson from History
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Platforms, Tokens, and Interoperability
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)
  5. The Reversal Interest Rate
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (180)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2019) Downloads View citations (54)

    See also Journal Article The Reversal Interest Rate, American Economic Review, American Economic Association (2023) Downloads View citations (15) (2023)
  6. Who Can Tell Which Banks Will Fail?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (3)
    Working Papers, Princeton University. Economics Department. (2022) Downloads View citations (2)

2021

  1. The digitalization of money
    BIS Working Papers, Bank for International Settlements Downloads View citations (14)
    Also in Working Papers, Princeton University. Economics Department. (2019) Downloads View citations (23)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (76)

2020

  1. A Safe Asset Perspective for an Integrated Policy Framework
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)
    See also Chapter A Safe-Asset Perspective for an Integrated Policy Framework, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2021) Downloads (2021)
  2. China's Model of Managing the Financial System
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article China’s Model of Managing the Financial System, The Review of Economic Studies, Review of Economic Studies Ltd (2022) Downloads View citations (3) (2022)
  3. China’s Model of Managing the Financial System
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)
  4. Corporate Debt Overhang and Credit Policy
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (39)
  5. Inverse Selection
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)
  6. Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931
    Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. Downloads View citations (3)
  7. The Covid-19 pandemic and business law: a series of posts from the Oxford business law blog
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  8. The Fiscal Theory of Price Level with a Bubble
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    Also in Working Papers, Princeton University. Economics Department. (2020) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (24)
    CESifo Working Paper Series, CESifo (2020) Downloads View citations (24)

2019

  1. A Crash Course on the Euro Crisis
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (17)
    Working Papers, Princeton University. Economics Department. (2019) Downloads View citations (3)
    Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. (2019) Downloads View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (17)
  2. Asset Price Bubbles and Systemic Risk
    CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (6)

    See also Journal Article Asset Price Bubbles and Systemic Risk, The Review of Financial Studies, Society for Financial Studies (2020) Downloads View citations (50) (2020)
  3. Feedbacks: Financial Markets and Economic Activity
    Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. Downloads View citations (10)
    See also Journal Article Feedbacks: Financial Markets and Economic Activity, American Economic Review, American Economic Association (2021) Downloads View citations (36) (2021)
  4. International Monetary Theory: A Risk Perspective
    Working Papers, Princeton University. Economics Department. Downloads
  5. On the Equivalence of Private and Public Money
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (165)
    Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2019) Downloads View citations (161)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2019) Downloads View citations (165)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (165)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (162)

    See also Journal Article On the equivalence of private and public money, Journal of Monetary Economics, Elsevier (2019) Downloads View citations (136) (2019)
  6. The I Theory of Money
    Working Papers, Princeton University. Economics Department. Downloads
    Also in Research Papers, Stanford University, Graduate School of Business (2016) Downloads View citations (52)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (5)
    2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (54)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (52)

2018

  1. A Global Safe Asset for and from Emerging Market Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (10)

    See also Chapter A Global Safe Asset for and from Emerging Market Economies, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2019) Downloads View citations (5) (2019)
  2. Consumption-led Growth
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2017

  1. China's Gradualistic Economic Approach and Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article China's Gradualistic Economic Approach and Financial Markets, American Economic Review, American Economic Association (2017) Downloads View citations (8) (2017)
  2. ESBies: safety in the tranches
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (63)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (10)
    ESRB Working Paper Series, European Systemic Risk Board (2016) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (11)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016) Downloads View citations (11)
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016) Downloads View citations (21)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2016) Downloads View citations (11)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (9)

    See also Journal Article ESBies: safety in the tranches, Economic Policy, CEPR, CESifo, Sciences Po (2017) Downloads View citations (68) (2017)

2016

  1. Macro, Money and Finance: A Continuous Time Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (16)
  2. On the Optimal Inflation Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article On the Optimal Inflation Rate, American Economic Review, American Economic Association (2016) Downloads View citations (15) (2016)
  3. The Euro and the Battle of Ideas
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads View citations (158)
    See also Book The Euro and the Battle of Ideas, Economics Books, Princeton University Press (2016) View citations (158) (2016)
  4. The Sovereign-Bank Diabolic Loop and ESBies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in HEC Research Papers Series, HEC Paris (2016) Downloads View citations (23)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (1)
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016) Downloads View citations (20)
    Working Papers, HAL (2016) View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (15)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2016) Downloads View citations (23)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (19)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (23)

    See also Journal Article The Sovereign-Bank Diabolic Loop and ESBies, American Economic Review, American Economic Association (2016) Downloads View citations (121) (2016)

2015

  1. Bubbles and Central Banks: Historical Perspectives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2014) Downloads View citations (10)
  2. International Credit Flows and Pecuniary Externalities
    CESifo Working Paper Series, CESifo Downloads View citations (55)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (14)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (55)

    See also Journal Article International Credit Flows and Pecuniary Externalities, American Economic Journal: Macroeconomics, American Economic Association (2015) Downloads View citations (56) (2015)
    Chapter International Credit Flows and Pecuniary Externalities, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (2) (2013)

2014

  1. A Welfare Criterion for Models with Distorted Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (124)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (117)

    See also Journal Article A Welfare Criterion For Models With Distorted Beliefs, The Quarterly Journal of Economics, President and Fellows of Harvard College (2014) Downloads View citations (124) (2014)
  2. Is Europe Overbanked?
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads View citations (30)
  3. Pecuniary Externalities and Capital Controls
    2014 Meeting Papers, Society for Economic Dynamics View citations (6)
  4. Predatory short selling
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (28)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (8)

    See also Journal Article Predatory Short Selling, Review of Finance, European Finance Association (2014) Downloads View citations (34) (2014)

2013

  1. Assessing contagion risks from the CDS market
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (27)
  2. The consequences of the single supervisory mechanism for Europe's macro-prudential policy framework
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads

2012

  1. A Macroeconomic Model with a Financial Sector
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (77)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (73)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (75)

    See also Journal Article A Macroeconomic Model with a Financial Sector, American Economic Review, American Economic Association (2014) Downloads View citations (923) (2014)
  2. Banks and cross-border capital flows: challenges and regulatory responses
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (19)
  3. Bubbles, Financial Crises, and Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (103)
    See also Chapter Bubbles, Financial Crises, and Systemic Risk, Handbook of the Economics of Finance, Elsevier (2013) Downloads View citations (143) (2013)
  4. Forbearance, resolution and deposit insurance
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads
  5. Macroeconomics with Financial Frictions: A Survey
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (207)
    Also in Levine's Working Paper Archive, David K. Levine (2012) Downloads View citations (232)

2011

  1. CoVaR
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads

    See also Journal Article CoVaR, American Economic Review, American Economic Association (2016) Downloads View citations (319) (2016)

2010

  1. The Maturity Rat Race
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article The Maturity Rat Race, Journal of Finance, American Finance Association (2013) Downloads View citations (150) (2013)

2009

  1. A Note on Liquidity Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (35)
    See also Journal Article A Note on Liquidity Risk Management, American Economic Review, American Economic Association (2009) Downloads View citations (35) (2009)
  2. Computational Complexity and Information Asymmetry in Financial Products
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)

2008

  1. An Economic Model of the Planning Fallacy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. Carry Trades and Currency Crashes
    Working Papers, Princeton University. Economics Department. Downloads View citations (53)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (495)

    See also Chapter Carry Trades and Currency Crashes, NBER Chapters, National Bureau of Economic Research, Inc (2009) Downloads View citations (271) (2009)
  3. Deciphering the Liquidity and Credit Crunch 2007-08
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (141)
  4. Leadership, Coordination and Mission-Driven Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)

2007

  1. Market Liquidity and Funding Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (101)
    Also in FMG Discussion Papers, Financial Markets Group (2007) Downloads View citations (142)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (76)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (108)

    See also Journal Article Market Liquidity and Funding Liquidity, The Review of Financial Studies, Society for Financial Studies (2009) Downloads View citations (2272) (2009)
  2. Money Illusion and Housing Frenzies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (7)
    FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (6)

    See also Journal Article Money Illusion and Housing Frenzies, The Review of Financial Studies, Society for Financial Studies (2008) Downloads View citations (204) (2008)
  3. Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (186)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (187)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) Downloads View citations (187)

    See also Journal Article Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns, American Economic Review, American Economic Association (2007) Downloads View citations (191) (2007)

2006

  1. Clock Games: Theory and Experiments
    Competition Policy Center, Working Paper Series, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley Downloads View citations (14)
    Also in Levine's Bibliography, UCLA Department of Economics (2004) Downloads View citations (10)

    See also Journal Article Clock games: Theory and experiments, Games and Economic Behavior, Elsevier (2010) Downloads View citations (52) (2010)
  2. Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2004

  1. Optimal Expectation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (13)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (11)
    Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics (2002) Downloads

    See also Journal Article Optimal Expectations, American Economic Review, American Economic Association (2005) Downloads View citations (377) (2005)
  2. Predatory Trading
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (1)
    FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads

    See also Journal Article Predatory Trading, Journal of Finance, American Finance Association (2005) Downloads View citations (143) (2005)

2002

  1. Bubbles and Crashes
    FMG Discussion Papers, Financial Markets Group Downloads View citations (12)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (11)

    See also Journal Article Bubbles and Crashes, Econometrica, Econometric Society (2003) View citations (498) (2003)

1999

  1. Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999) Downloads

1998

  1. Buy on Rumours - Sell on News: A Manipulative Trading Strategy
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) Downloads
  2. Disclosure Requirements and Stock Exchange Listing Choice in an International Context
    FMG Discussion Papers, Financial Markets Group Downloads View citations (8)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) Downloads

    See also Journal Article Disclosure requirements and stock exchange listing choice in an international context, Journal of Accounting and Economics, Elsevier (1999) Downloads View citations (82) (1999)

1997

  1. On Bounded Rationality and Risk Aversion
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
  2. Prices, Price Processes, Volume and Their Information: A Literature Survey
    FMG Discussion Papers, Financial Markets Group Downloads

Journal Articles

2023

  1. The Reversal Interest Rate
    American Economic Review, 2023, 113, (8), 2084-2120 Downloads View citations (15)
    See also Working Paper The Reversal Interest Rate, Working Papers (2022) Downloads View citations (8) (2022)

2022

  1. China’s Model of Managing the Financial System
    The Review of Economic Studies, 2022, 89, (6), 3115-3153 Downloads View citations (3)
    See also Working Paper China's Model of Managing the Financial System, NBER Working Papers (2020) Downloads View citations (8) (2020)

2021

  1. Feedbacks: Financial Markets and Economic Activity
    American Economic Review, 2021, 111, (6), 1845-79 Downloads View citations (36)
    See also Working Paper Feedbacks: Financial Markets and Economic Activity, Working Papers (2019) Downloads View citations (10) (2019)
  2. Review Article: Perspectives on the Future of Asset Pricing
    (Do survey expectations of stock returns reflect risk-adjustments?)
    The Review of Financial Studies, 2021, 34, (4), 2126-2160 Downloads View citations (16)

2020

  1. Asset Price Bubbles and Systemic Risk
    The Review of Financial Studies, 2020, 33, (9), 4272-4317 Downloads View citations (50)
    See also Working Paper Asset Price Bubbles and Systemic Risk, CRC TR 224 Discussion Paper Series (2019) Downloads View citations (6) (2019)
  2. Banks’ Noninterest Income and Systemic Risk
    (A theory of systemic risk and design of prudential bank regulation)
    The Review of Corporate Finance Studies, 2020, 9, (2), 229-255 Downloads View citations (10)
  3. The Macroeconomics of Corporate Debt
    The Review of Corporate Finance Studies, 2020, 9, (3), 656-665 Downloads View citations (20)

2019

  1. Measuring and Allocating Systemic Risk
    Risks, 2019, 7, (2), 1-19 Downloads View citations (20)
  2. On the equivalence of private and public money
    Journal of Monetary Economics, 2019, 106, (C), 27-41 Downloads View citations (136)
    See also Working Paper On the Equivalence of Private and Public Money, NBER Working Papers (2019) Downloads View citations (165) (2019)

2017

  1. China's Gradualistic Economic Approach and Financial Markets
    American Economic Review, 2017, 107, (5), 608-13 Downloads View citations (8)
    See also Working Paper China's Gradualistic Economic Approach and Financial Markets, NBER Working Papers (2017) Downloads View citations (8) (2017)
  2. Comment
    NBER Macroeconomics Annual, 2017, 31, (1), 92 - 99 Downloads
  3. ESBies: safety in the tranches
    Economic Policy, 2017, 32, (90), 175-219 Downloads View citations (68)
    See also Working Paper ESBies: safety in the tranches, LSE Research Online Documents on Economics (2017) Downloads View citations (63) (2017)
  4. Optimal Time-Inconsistent Beliefs: Misplanning, Procrastination, and Commitment
    Management Science, 2017, 63, (5), 1318-1340 Downloads View citations (7)

2016

  1. CoVaR
    American Economic Review, 2016, 106, (7), 1705-41 Downloads View citations (319)
    See also Working Paper CoVaR, NBER Working Papers (2011) Downloads View citations (1) (2011)
  2. On the Optimal Inflation Rate
    American Economic Review, 2016, 106, (5), 484-89 Downloads View citations (15)
    See also Working Paper On the Optimal Inflation Rate, NBER Working Papers (2016) Downloads View citations (16) (2016)
  3. The Sovereign-Bank Diabolic Loop and ESBies
    American Economic Review, 2016, 106, (5), 508-12 Downloads View citations (121)
    See also Working Paper The Sovereign-Bank Diabolic Loop and ESBies, CEPR Discussion Papers (2016) Downloads View citations (23) (2016)

2015

  1. International Credit Flows and Pecuniary Externalities
    American Economic Journal: Macroeconomics, 2015, 7, (1), 297-338 Downloads View citations (56)
    See also Chapter International Credit Flows and Pecuniary Externalities, NBER Chapters, 2013 (2013) View citations (2) (2013)
    Working Paper International Credit Flows and Pecuniary Externalities, CESifo Working Paper Series (2015) Downloads View citations (55) (2015)

2014

  1. A Macroeconomic Model with a Financial Sector
    American Economic Review, 2014, 104, (2), 379-421 Downloads View citations (923)
    See also Working Paper A Macroeconomic Model with a Financial Sector, 2012 Meeting Papers (2012) Downloads View citations (77) (2012)
  2. A Welfare Criterion For Models With Distorted Beliefs
    The Quarterly Journal of Economics, 2014, 129, (4), 1753-1797 Downloads View citations (124)
    See also Working Paper A Welfare Criterion for Models with Distorted Beliefs, NBER Working Papers (2014) Downloads View citations (124) (2014)
  3. Predatory Short Selling
    Review of Finance, 2014, 18, (6), 2153-2195 Downloads View citations (34)
    See also Working Paper Predatory short selling, LSE Research Online Documents on Economics (2014) Downloads View citations (28) (2014)
  4. „Das letzte Kapitel ist noch nicht geschrieben“: Ein Gespräch mit Markus K. Brunnermeier, Princeton University, über die Lehren aus der Finanzkrise und der Großen Rezession
    Perspektiven der Wirtschaftspolitik, 2014, 15, (3), 234-245 Downloads View citations (1)

2013

  1. Assessing contagion risks in the CDS market
    Financial Stability Review, 2013, (17), 123-134 Downloads View citations (44)
  2. Leadership, Coordination, and Corporate Culture
    The Review of Economic Studies, 2013, 80, (2), 512-537 Downloads View citations (38)
  3. The Maturity Rat Race
    Journal of Finance, 2013, 68, (2), 483-521 Downloads View citations (150)
    See also Working Paper The Maturity Rat Race, NBER Working Papers (2010) Downloads View citations (20) (2010)

2012

  1. Redistributive monetary policy
    Proceedings - Economic Policy Symposium - Jackson Hole, 2012, 331-384 Downloads View citations (19)
  2. Risk Topography
    NBER Macroeconomics Annual, 2012, 26, (1), 149 - 176 Downloads View citations (9)
    See also Chapter Risk Topography, NBER Chapters, 2011, 149-176 (2011) Downloads View citations (15) (2011)

2010

  1. Clock games: Theory and experiments
    Games and Economic Behavior, 2010, 68, (2), 532-550 Downloads View citations (52)
    See also Working Paper Clock Games: Theory and Experiments, Competition Policy Center, Working Paper Series (2006) Downloads View citations (14) (2006)

2009

  1. A Note on Liquidity Risk Management
    American Economic Review, 2009, 99, (2), 578-83 Downloads View citations (35)
    See also Working Paper A Note on Liquidity Risk Management, NBER Working Papers (2009) Downloads View citations (35) (2009)
  2. Deciphering the Liquidity and Credit Crunch 2007-2008
    Journal of Economic Perspectives, 2009, 23, (1), 77-100 Downloads View citations (1451)
  3. Market Liquidity and Funding Liquidity
    The Review of Financial Studies, 2009, 22, (6), 2201-2238 Downloads View citations (2272)
    See also Working Paper Market Liquidity and Funding Liquidity, CEPR Discussion Papers (2007) Downloads View citations (101) (2007)

2008

  1. Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals
    American Economic Review, 2008, 98, (3), 713-36 Downloads View citations (291)
  2. Money Illusion and Housing Frenzies
    The Review of Financial Studies, 2008, 21, (1), 135-180 Downloads View citations (204)
    See also Working Paper Money Illusion and Housing Frenzies, CEPR Discussion Papers (2007) Downloads View citations (22) (2007)

2007

  1. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
    American Economic Review, 2007, 97, (2), 159-165 Downloads View citations (191)
    See also Working Paper Optimal Beliefs, Asset Prices and the Preference for Skewed Returns, CEPR Discussion Papers (2007) Downloads View citations (186) (2007)

2005

  1. Information Leakage and Market Efficiency
    The Review of Financial Studies, 2005, 18, (2), 417-457 Downloads View citations (62)
  2. Optimal Expectations
    American Economic Review, 2005, 95, (4), 1092-1118 Downloads View citations (377)
    See also Working Paper Optimal Expectation, CEPR Discussion Papers (2004) Downloads View citations (17) (2004)
  3. Predatory Trading
    Journal of Finance, 2005, 60, (4), 1825-1863 Downloads View citations (143)
    See also Working Paper Predatory Trading, NBER Working Papers (2004) Downloads View citations (1) (2004)

2004

  1. Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory
    Journal of the European Economic Association, 2004, 2, (1), 98-114 Downloads View citations (6)

2003

  1. Bubbles and Crashes
    Econometrica, 2003, 71, (1), 173-204 View citations (498)
    See also Working Paper Bubbles and Crashes, FMG Discussion Papers (2002) Downloads View citations (12) (2002)

2002

  1. Synchronization risk and delayed arbitrage
    Journal of Financial Economics, 2002, 66, (2-3), 341-360 Downloads View citations (182)

1999

  1. Disclosure requirements and stock exchange listing choice in an international context
    Journal of Accounting and Economics, 1999, 26, (1-3), 237-269 Downloads View citations (82)
    See also Working Paper Disclosure Requirements and Stock Exchange Listing Choice in an International Context, FMG Discussion Papers (1998) Downloads View citations (8) (1998)

Books

2016

  1. The Euro and the Battle of Ideas
    Economics Books, Princeton University Press View citations (158)
    See also Working Paper The Euro and the Battle of Ideas, VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) Downloads View citations (158) (2016)

2014

  1. Risk Topography: Systemic Risk and Macro Modeling
    NBER Books, National Bureau of Economic Research, Inc View citations (50)

2001

  1. Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding
    OUP Catalogue, Oxford University Press View citations (279)

Edited books

2014

  1. Risk Topography
    National Bureau of Economic Research Books, University of Chicago Press

Chapters

2021

  1. A Safe-Asset Perspective for an Integrated Policy Framework
    Chapter 8 in THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, 2021, pp 302-332 Downloads
    See also Working Paper A Safe Asset Perspective for an Integrated Policy Framework, Princeton University. Economics Department. (2020) Downloads View citations (1) (2020)

2020

  1. Comments on “From Commodity to Fiat and Now to Crypto: What Does History Tell Us?” — Back to the Future with Cryptocurrencies
    Chapter 5 in DIGITAL CURRENCY ECONOMICS AND POLICY, 2020, pp 40-42 Downloads View citations (1)
  2. Digital Money: Private versus Public
    Chapter 6 in DIGITAL CURRENCY ECONOMICS AND POLICY, 2020, pp 43-50 Downloads

2019

  1. A Global Safe Asset for and from Emerging Market Economies
    Chapter 05 in Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, 2019, vol. 26, pp 111-167 Downloads View citations (5)
    See also Working Paper A Global Safe Asset for and from Emerging Market Economies, National Bureau of Economic Research, Inc (2018) Downloads View citations (10) (2018)
  2. Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications – An Overview
    Chapter 01 in Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, 2019, vol. 26, pp 001-011 Downloads View citations (1)

2018

  1. The Euro Crisis
    Chapter 7 in The Structural Foundations of Monetary Policy, 2018 Downloads View citations (1)

2016

  1. Comment on "The Analytics of the Greek Crisis"
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 92-99
  2. Introduction
    A chapter in The Euro and the Battle of Ideas, 2016 Downloads
  3. Macro, Money, and Finance
    Elsevier Downloads View citations (17)

2014

  1. Measuring the Stock of Human Capital for International and Intertemporal Comparisons
    A chapter in Measuring Economic Sustainability and Progress, 2014, pp 493-544 Downloads

2013

  1. Bubbles, Financial Crises, and Systemic Risk
    Elsevier Downloads View citations (143)
    See also Working Paper Bubbles, Financial Crises, and Systemic Risk, National Bureau of Economic Research, Inc (2012) Downloads View citations (103) (2012)
  2. International Credit Flows and Pecuniary Externalities
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (2)
    See also Working Paper International Credit Flows and Pecuniary Externalities, CESifo (2015) Downloads View citations (55) (2015)
    Journal Article International Credit Flows and Pecuniary Externalities, American Economic Association (2015) Downloads View citations (56) (2015)
  3. Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 1-12 Downloads View citations (3)
  4. Liquidity Mismatch Measurement
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 99-112 Downloads View citations (22)

2011

  1. Hedge Fund Tail Risk
    A chapter in Quantifying Systemic Risk, 2011, pp 155-172 Downloads View citations (6)
  2. Risk Topography
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 149-176 Downloads View citations (15)
    See also Journal Article Risk Topography, University of Chicago Press (2012) Downloads View citations (9) (2012)

2009

  1. Carry Trades and Currency Crashes
    A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 313-347 Downloads View citations (271)
    See also Working Paper Carry Trades and Currency Crashes, Princeton University. Economics Department. (2008) Downloads View citations (53) (2008)
 
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