Search Results

Cournot Fire Sales,
Thomas Eisenbach and Gregory Phelan, from Department of Economics, Williams College (2018)
Keywords: liquidity, fire sales, overinvesment, financial regulation, macroprudential regulation

Cournot Fire Sales,
Thomas Eisenbach and Gregory Phelan, from Federal Reserve Bank of New York (2018)
Keywords: liquidity; fire sales; overinvestment; financial regulations; macroprudential regulations

Solvency Shocks, Liquidity Shocks, and Fire Sales,
Johan Hombert, from HAL (2012)
Keywords: Solvency Shocks,Liquidity Shocks,Fire Sales

Mitigating fire sales with a central clearing counterparty,
Guillaume Vuillemey, in Journal of Financial Intermediation (2023)
Keywords: Fire sales; Liquidity; Central clearing; CCP;

Mitigating Fire Sales with a Central Clearing Counterparty,
Guillaume Vuillemey, from C.E.P.R. Discussion Papers (2023)
Keywords: Fire sales; Liquidity; Central clearing; Ccp

Bank solvency stress tests with fire sales,
Thomas Breuer, Martin Summer and Branko Urošević, in Journal of Financial Stability (2023)
Keywords: Stress testing; Fire sales; Systemic risk;

Front-running of mutual fund fire-sales,
Teodor Dyakov and Marno Verbeek, in Journal of Banking & Finance (2013)
Keywords: Mutual funds; Front-running; Fire-sales; Disclosure;

Self-fulfilling fire sales and market backstops,
Harkeerit Kalsi, Nicholas Vause and Nora Wegner, from Bank of England (2023)
Keywords: Market backstops; fire sales; bond purchases

A Tale of Fire-Sales and Liquidity Hoarding,
Aleksander Berentsen and Benjamin Müller, from Swiss National Bank (2017)
Keywords: Fire-sales, lotteries, liquidity hoarding, interbank markets, indivisibility

Were there fire sales in the RMBS market?,
Craig B. Merrill, Taylor D. Nadauld, René M. Stulz and Shane M. Sherlun, in Journal of Monetary Economics (2021)
Keywords: Fire sales; RMBS; Capital requirement; Mark-to-market accounting; Subprime crisis;

Contagion and fire sales in banking networks,
Sara Cecchetti, Marco Rocco and Laura Sigalotti, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: financial networks, contagion, liquidity, fire sales, systemic risk

Fear of fire sales and the credit freeze,
Douglas Diamond, from Bank for International Settlements (2010)
Keywords: fire sales, illiquid securities, bank fragility, prudential policy

A tale of fire-sales and liquidity hoarding,
Aleksander Berentsen and Benjamin Müller, from Department of Economics - University of Zurich (2015)
Keywords: Fire-sales, lotteries, liquidity hoarding, interbank markets, indivisibility

Are Asset Managers Vulnerable to Fire Sales?,
Nicola Cetorelli, Fernando Duarte and Thomas Eisenbach, from Federal Reserve Bank of New York (2016)
Keywords: Systemic Risk; Mutual Fund; asset managers; Fire-Sales

Inequality and asset fire sales,
Shiba Suzuki, from University Library of Munich, Germany (2018)
Keywords: arbitrage opportunities; fire sales; income inequality; incomplete markets; leveraged investments; precautionary demand for assets.

Fire sales of safe assets,
Gabor Pinter, Emil Siriwardane and Danny Walker, from Bank for International Settlements
Keywords: fire sales, limits to arbitrage, slow-moving capital, non-bank financial institutions

Brokers and Order Flow Leakage: Evidence from Fire Sales,
Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni and Augustin Landier, from Swiss Finance Institute (2018)
Keywords: Predatory Trading, Back Running, Fire Sales, Brokers

Magnifying the Risk of Fire Sales in the Tri-Party Repo Market,
Leyla Alkan, Vic Chakrian, Adam Copeland, Isaac Davis and Antoine Martin, from Federal Reserve Bank of New York (2013)
Keywords: systemic risk; tri-party repos; fire sales

Financial Covenants and Fire Sales in Closed-End Funds,
Shohini Kundu, in Management Science (2024)
Keywords: closed-end funds, covenants, fire sales, CLOs, leveraged loans

Simulating fire sales in a system of banks and asset managers,
Susanna Calimani, Grzegorz Halaj and Dawid Żochowski, from European Central Bank (2020)
Keywords: agent-based model, asset managers, contagion, fire sales, systemic risk

Simulating fire sales in a system of banks and asset managers,
Susanna Calimani, Grzegorz Halaj and Dawid Żochowski, in Journal of Banking & Finance (2022)
Keywords: Fire sales; Contagion; Systemic risk; Asset managers; Agent-based model;

Simulating fire-sales in a banking and shadow banking system,
Susanna Calimani, Grzegorz Halaj and Dawid Żochowski, from European Systemic Risk Board (2017)
Keywords: agent based model, asset managers, contagion, fire sales, systemic risk

Equity fire sales and herding behavior in pension funds,
Jaime Bastías and José L. Ruiz, in Research in International Business and Finance (2022)
Keywords: Herding behavior; Fire sales; Institutional investors; Pension funds; Regulatory shocks;

Regulatory pressure and fire sales in the corporate bond market,
Andrew Ellul, Chotibhak Jotikasthira and Christian Lundblad, in Journal of Financial Economics (2011)
Keywords: Fire sales Regulation Price pressure Liquidity Corporate bonds Insurance companies

Corporate bond mutual funds and asset fire sales,
Jaewon Choi, Saeid Hoseinzade, Sean Seunghun Shin and Hassan Tehranian, in Journal of Financial Economics (2020)
Keywords: Corporate bond mutual funds; Liquidity management; Asset fire sales;

Systemic risk in banking, fire sales, and macroeconomic disasters,
Spiros Bougheas, David I. Harvey, Alan Kirman and Douglas Nelson, in Journal of Economic Dynamics and Control (2024)
Keywords: Systemic risk; Fire sales; Banking network; Macroeconomic shocks;

Information Externalities, Funding Liquidity, and Fire Sales,
Levent Altinoglu and Jin-Wook Chang, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Beliefs; Learning; Fire sales; Liquidity; Asset prices; Information asymmetry

Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters,
Spiros Bougheas, David I. Harvey, Alan Kirman, Douglas Nelson, Alan P. Kirman and Douglas R. Nelson, from CESifo (2024)
Keywords: systemic risk, fire sales, banking network, macroeconomic shocks

Systemic risk in banking, fire sales, and macroeconomic disasters,
Spiros Bougheas, David I Harvey, Alan Kirman and Douglas Nelson, from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2024)
Keywords: Systemic risk; Fire sales; Banking network; Macroeconomic shocks.

Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević),
Thomas Breuer, Martin Summer and Branko Urošević, from Oesterreichische Nationalbank (Austrian Central Bank) (2021)
Keywords: Stress Testing, Fire Sales, Deleveraging, Systemic Risk

Liquidity, bank runs, and fire sales under local thinking,
Hyun Woong Park and Thomas Bernardin, in The North American Journal of Economics and Finance (2018)
Keywords: Bank runs; Fire sales; Bank liquidity; Banking crises; Local thinking;

The externalities of fire sales: evidence from collateralized loan obligations,
Shohini Kundu, from European Systemic Risk Board (2023)
Keywords: CLOs, closed-end funds, contracting frictions, covenants, externalities, fire sales

Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors,
Axelle Arquié, from CEPII research center (2023)
Keywords: Fire Sales;Liquidity ratios;Bank Run;Saving Allocation

Taking regulation seriously: fire sales under solvency and liquidity constraints,
Jamie Coen, Caterina Lepore and Eric Schaanning, from Bank of England (2019)
Keywords: Banks; financial regulation; fire sales; stress testing; systemic risk

Fire Sales Forensics: Measuring Endogenous Risk,
Rama Cont and Lakshithe Wagalath, from HAL (2012)
Keywords: fire sales,endogenous risk,systemic risk,liquidity,financial econometrics,correlation,volatility

Variation margins, fire sales, and information-constrained optimality,
Bruno Biais, Florian Heider and Marie Hoerova, from European Central Bank (2018)
Keywords: constrained efficiency, fire sales, macro-prudential regulation, pecuniary externalities, variation margins

Variation margins, fire sales, and information-constrained optimality,
Florian Heider, Bruno Biais and Marie Hoerova, from C.E.P.R. Discussion Papers (2018)
Keywords: Variation margins; Fire sales; Pecuniary externalities; Constrained efficiency; Macro-prudential regulation

Variation Margins, Fire Sales, and Information-constrained Optimality,
Bruno Biais, Florian Heider and Marie Hoerova, in The Review of Economic Studies (2021)
Keywords: Variation margins, Fire sales, Pecuniary externality, Moral hazard, Constrained efficiency, Regulation

Variation margins, fire-sales and information-constrained optimality,
Bruno Biais, Florian Heider and Marie Hoerova, from Toulouse School of Economics (TSE) (2022)
Keywords: variation margins; fire sales; pecuniary externality; moral hazard, con-strained efficiency; regulation

Fire Sales and House Prices: Evidence from Estate Sales Due to Sudden Death,
Steffen Andersen and Kasper Meisner Nielsen, in Management Science (2017)
Keywords: fire sales; discount; real estate; financial constraints; sudden death

Fire sales of safe assets,
Gabor Pinter, Emil Siriwardane and Danny Walker, from Bank of England (2024)
Keywords: Crisis; fire sale; operational frictions; LDI; government bonds

Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction,
Domenico Di Gangi, Fabrizio Lillo and Davide Pirino, in Journal of Economic Dynamics and Control (2018)
Keywords: Systemic risk; Maximum entropy; Fire sales; Financial networks; Liquidity;

The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks,
Feinstein Zachary and El-Masri Fatena, in Statistics & Risk Modeling (2017)
Keywords: Systemic risk, financial contagion, fire sales, leverage requirements, financial network

Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach,
Spiros Bougheas and Adam Spencer, from National Institute of Economic and Social Research (2022)
Keywords: Networks, Fire Sales, Systemic Risk Premia, Risk Assessment

Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach,
Spiros Bougheas and Adam Hal Spencer, from CESifo (2022)
Keywords: networks, fire sales, systemic risk premia, risk assessment

Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach,
Spiros Bougheas and Adam Hal Spencer, from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2022)
Keywords: Networks; Fire Sales; Systemic Risk Premia; Risk Assessment

Fire Sales, the LOLR, and Bank Runs with Continuous Asset Liquidity,
Edoardo Lanari, in Journal of Financial Crises (2022)
Keywords: asset liquidity, bank intermediation spreads, bank run, capital structure, collateral, fire sales, lender of last resort

Fire Sales and Information Advantage: When Informed Investor Helps,
Massimo Massa and Lei Zhang, from C.E.P.R. Discussion Papers (2015)
Keywords: Bank-affiliation; Fire sales; Global asset managers; International crisis; International liquidity.; Transmission

Conflicting fiduciary duties and fire sales of VC-backed start-ups,
Bo Bian, Yingxiang Li and Casimiro A. Nigro, from Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin) (2022)
Keywords: Acquisitions, Corporate Governance, Fiduciary Duties, Fire Sales, Liquidation Preferences, Trados, Venture Capital

Strategic fire-sales and price-mediated contagion in the banking system,
Yann Braouezec and Lakshithe Wagalath, from IESEG School of Management (2018)
Keywords: Fire sales, price-mediated contagion, Nash equilibrium with strategic complemen-tarities, CCAR 2015, macro-prudential stress-tests

Fire sales by euro area banks and funds: what is their asset price impact?,
Harun Mirza, Diego Moccero, Spyros Palligkinis and Cosimo Pancaro, from European Central Bank (2020)
Keywords: banks, financial contagion, financial stability, fire sales, investment funds, second-round price effects

Fire sales by euro area banks and funds: What is their asset price impact?,
Harun Mirza, Diego Moccero, Spyros Palligkinis and Cosimo Pancaro, in Economic Modelling (2020)
Keywords: Investment funds; Banks; Fire sales; Second-round price effects; Financial contagion; Financial stability;

Assessing and mitigating fire sales risk under partial information,
Raymond Ka-Kay Pang and Luitgard Anna Maria Veraart, in Journal of Banking & Finance (2023)
Keywords: Systemic risk; Fire sales; Stress testing; Financial networks; Matrix reconstruction; Policy interventions;

Assessing and mitigating fire sales risk under partial information,
Raymond Ka-Kay Pang and Luitgard A. M. Veraart, from London School of Economics and Political Science, LSE Library (2023)
Keywords: Systemic risk; fire sales; stress testing; financial networks; matrix reconstruction; policy interventions; PhD Studentship

Fire Sales in Frozen Markets,
Ehsan Ebrahimy, from International Monetary Fund (2019)
Keywords: WP;equilibrium price;asset market;asset price; asset Markets1; inefficient fire-sale; price impact; fire-sale equilibrium; decentralized asset Markets1; Asset liquidity; Asset prices; Liquidity; Securities markets

BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY,
T. R. Hurd, in International Journal of Theoretical and Applied Finance (IJTAF) (2018)
Keywords: Systemic risk, banking network, stock flow consistency, asset liability symmetry, cascade, interbank exposure, funding liquidity, insolvency, indirect contagion, asset fire sales, bank panics

On Fire-Sale Externalities, TARP Was Close to Optimal,
Fernando Duarte and Thomas Eisenbach, from Federal Reserve Bank of New York (2014)
Keywords: Systemic risk; Fire sales; TARP

Automatic bankruptcy auctions and fire-sales,
Bjorn Eckbo and Karin Thorburn, in Journal of Financial Economics (2008)
Keywords: Bankruptcy Auction Going-concern sale Piecemeal liquidation Fire-sale

Whose asset sales matter?,
Rhys Bidder, Jamie Coen, Caterina Lepore and Laura Silvestri, from Bank of England (2024)
Keywords: Fire sales; liquidity; fixed income; financial stability

The risk of fire sales in the tri-party repo market,
Brian Begalle, Antoine Martin, James McAndrews and Susan McLaughlin, from Federal Reserve Bank of New York (2013)
Keywords: fire sale; repo market

Individual investors' responses to mutual fund fire sales and sell-side analysts' price-correcting revisions,
Jinglin Jiang and Weiwei Wang, in International Journal of Managerial Finance (2021)
Keywords: Fire sales, Underpricing, Individual investor behavior, Analysts’ price-correcting forecasts, G14, G30, M41

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions,
Agostino Capponi, Paul Glasserman and Marko Weber, in Management Science (2020)
Keywords: mutual funds; first-mover advantage; swing price; fire sales; financial stability

Preventing Price-Mediated Contagion Due to Fire Sales Externalities: Strategic Foundations of Macroprudential Regulation,
Yann Braouézec and Keyvan Kiani, from HAL (2024)
Keywords: Financial Engineering,price-mediated contagion,fire sales externalities,generalized games,microprudential regulation,macroprudential regulation

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs,
Agostino Capponi, Paul Glasserman and Marko Weber, from Office of Financial Research, US Department of the Treasury (2018)
Keywords: mutual funds, first-mover advantage, swing price, fire sales, financial stability

Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales,
Yuliya Baranova, Graeme Douglas and Laura Silvestri, from Bank of England (2019)
Keywords: Corporate bond market; fire-sales; open-ended investment funds; pension funds; insurance companies; dealers; stress simulation

Distressed sales and liquidity in OTC markets,
Cemil Selcuk, from University Library of Munich, Germany (2012)
Keywords: fire sales, predation, liquidity, boom and bust cycles

Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market,
Giovanni Favara and Mariassunta Giannetti, from C.E.P.R. Discussion Papers (2015)
Keywords: House prices; Foreclosures; Bank concentration; Fire sales

Fire-sale FDI,
Hyun Song Shin, Viral Acharya and Tanju Yorulmazer, from C.E.P.R. Discussion Papers (2007)
Keywords: Capital flight; Fdi flows; Financial crises; Fire sales; Foreign takeovers

Endogenous Asset Fire Sales and Bank Lending Incentives,
Zhongzhi Song, in Quarterly Journal of Finance (QJF) (2020)
Keywords: Endogenous fire sale, bank lending, liquidity shock, government policy

Liquidation, fire sales, and acquirers’ private information,
Michi Nishihara and Takashi Shibata, in Journal of Economic Dynamics and Control (2019)
Keywords: Real options; Screening game; Fire sale; M&A; Intertemporal price discrimination;

Liquidation, fire sales, and acquirers' private information,
Michi Nishihara and Takashi Shibata, from Osaka University, Graduate School of Economics (2018)
Keywords: real options; screening game; fire sale; M&A; intertemporal price discrimi- nation.

How Vulnerable Is The Canadian Banking System To Fire-sales?,
Robert McKeown, from Economics Department, Queen's University (2017)
Keywords: Bank, Stress Test, Fire-Sale, Liquidity, Commercial Banks, Financial Intermediaries, Financial Regulation, Canada, Canadian

Interbank asset-liability networks with fire sale management,
Zachary Feinstein and Grzegorz Hałaj, from European Central Bank (2023)
Keywords: fire sales, interbank contagion, optimal portfolio, systemic risk

Fire sale risk and expected stock returns,
George O. Aragon and Min S. Kim, in Journal of Financial Economics (2023)
Keywords: Fire sales; Stock returns; Ownership; Mutual fund; Fund flows;

Financing, fire sales, and the stockholder wealth effects of asset divestiture announcements,
William Finlay, Andrew Marshall and Patrick McColgan, in Journal of Corporate Finance (2018)
Keywords: Financial distress; Fire sale; Financing; Asset divestment;

Asset fire sales in equity markets: Evidence from a quasi-natural experiment,
Borja Larrain, Daniel Muñoz and José Tessada, in Journal of Financial Intermediation (2017)
Keywords: Fire sale; Pension funds; Liquidity; Limits to arbitrage;

Modelling fire sale contagion across banks and non-banks,
Fabio Caccioli, Gerardo Ferrara and Amanah Ramadiah, in Journal of Financial Stability (2024)
Keywords: Common asset holdings; Fire sales; Financial contagion; Systemic risk;

Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities,
Nicola Cetorelli, Mattia Landoni and Lina Lu, from Federal Reserve Bank of Boston (2023)
Keywords: fire sales; network externalities; financial stability; nonbanks; monitoring

Modelling fire sale contagion across banks and non-banks,
Fabio Caccioli, Gerardo Ferrara and Amanah Ramadiah, from Bank of England (2021)
Keywords: Common asset holdings; fire sales; financial contagion; systemic risk

Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities,
Nicola Cetorelli, Mattia Landoni and Lina Lu, from Federal Reserve Bank of New York (2023)
Keywords: fire sales; externalities; network; financial stability; nonbanks; monitoring

Fire Sale Risk and Credit,
Wolf Wagner, Dion Bongaerts and Francesco Mazzola, from C.E.P.R. Discussion Papers (2021)
Keywords: Fire sales; Credit supply; Foreclosure laws; Creditor concentration; Joint liquidation risk; Collateral

Fires,
Eric L. Jones, from Palgrave Macmillan (2020)
Keywords: Fire disasters, Manual pumps, Decrease in fire losses, The ‘fire gap’, Improvement Acts, Thatched roofs replaced by tile

Fire-sale FDI or business as usual?,
Ron Alquist, Rahul Mukherjee and Linda Tesar, in Journal of International Economics (2016)
Keywords: Fire sales; Foreign direct investment; Cross-border mergers and acquisitions; Financial crises; Flipping;

Fire-Sale FDI or Business as Usual?,
Ron Alquist, Rahul Mukherjee and Linda L. Tesar, from Research Seminar in International Economics, University of Michigan (2015)
Keywords: Fire sales; foreign direct investment; cross-border mergers and acquisitions; nancial crises; flipping

Fire-sale risk in the leveraged loan market,
Redouane Elkamhi and Yoshio Nozawa, in Journal of Financial Economics (2022)
Keywords: Collateralized loan obligation; Fire sales; Leveraged loan; Shadow banking; Stress test; Systemic risk;

Sales,
Jed Hallam, from Palgrave Macmillan (2013)
Keywords: Social Technology, Sales Force, Sales Promotion, Sales Department, Social Platform

Whose Asset Sales Matter?,
Rhys Bidder, Jamie Coen, Caterina Lepore and Laura Silvetri, from International Monetary Fund (2024)
Keywords: fire sales; liquidity; fixed income; financial stability; asset sale; price impact; traders' sale; sales by dealer; noise trader; pressure measure; Bonds; Hedge funds; Mutual funds; Sovereign bonds

The fire-sale channels of universal banks in the European sovereign debt crisis,
Giulio Bagattini, Falko Fecht and Patrick Weber, from Deutsche Bundesbank (2019)
Keywords: fire sales, sovereign bonds, own account trading, bankaffiliated mutual funds, conflict of interest

Sales,
Linda M. Orr and Dave J. Orr, from Springer (2014)
Keywords: Customer Relationship Management, Sales Manager, Sales Productivity, Sales Force, Customer Lifetime Value

Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads,
Vikram Nanda, Wei Wu and Xing Zhou, from Board of Governors of the Federal Reserve System (U.S.) (2017)
Keywords: Capital constraints; Corporate bonds; Credit rating; Fire sales; Insurance companies; Regulation; yield spreads