Details about Markus K. Brunnermeier

Access statistics for papers by Markus K. Brunnermeier.

Last updated 2013-04-08. Update your information in the RePEc Author Service.

Short-id: pbr31

Working Papers

2012

1. A Macroeconomic Model with a Financial Sector
   2012 Meeting Papers, Society for Economic Dynamics View citations (2)
   Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (9)
   Working Paper Research, National Bank of Belgium (2012) View citations (7)
2. Bubbles, Financial Crises, and Systemic Risk
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Macroeconomics with Financial Frictions: A Survey
   Levine's Working Paper Archive, David K. Levine View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (20)
4. The I Theory of Money
   2012 Meeting Papers, Society for Economic Dynamics

2011

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

2010

6. The Maturity Rat Race
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2009

7. A Note on Liquidity Risk Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article in American Economic Review (2009)

2008

8. An Economic Model of the Planning Fallacy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
9. Carry Trades and Currency Crashes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
   See also Chapter (2009)
10. Deciphering the Liquidity and Credit Crunch 2007-08
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (52)
11. Leadership, Coordination and Mission-Driven Management
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2007

12. Market Liquidity and Funding Liquidity
    FMG Discussion Papers, Financial Markets Group View citations (85)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (42)
    See also Journal Article in Review of Financial Studies (2009)
13. Money Illusion and Housing Frenzies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in FMG Discussion Papers, Financial Markets Group (2006) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (3)
    See also Journal Article in Review of Financial Studies (2008)
14. Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (15)
    See also Journal Article in American Economic Review (2007)

2006

15. Clock Games: Theory and Experiments
    Competition Policy Center, Working Paper Series, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley View citations (5)
    Also in Levine's Bibliography, UCLA Department of Economics (2004) View citations (8)
    See also Journal Article in Games and Economic Behavior (2010)
16. Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2004

17. Optimal Expectation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (8)
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. (2002) View citations (2)
    FMG Discussion Papers, Financial Markets Group (2002) View citations (3)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (11)
    See also Journal Article in American Economic Review (2005)
18. Predatory Trading
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (1)
    FMG Discussion Papers, Financial Markets Group (2003) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (1)
    See also Journal Article in Journal of Finance (2005)

2002

19. Bubbles and Crashes
    FMG Discussion Papers, Financial Markets Group View citations (12)
    See also Journal Article in Econometrica (2003)

1999

20. Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy
    FMG Discussion Papers, Financial Markets Group

1998

21. Buy on Rumours - Sell on News: A Manipulative Trading Strategy
    FMG Discussion Papers, Financial Markets Group View citations (1)
22. Disclosure Requirements and Stock Exchange Listing Choice in an International Context
    FMG Discussion Papers, Financial Markets Group View citations (5)
    See also Journal Article in Journal of Accounting and Economics (1999)

1997

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

Journal Articles

2010

1. Clock games: Theory and experiments
   Games and Economic Behavior, 2010, 68, (2), 532-550 View citations (5)
   See also Working Paper (2006)

2009

2. A Note on Liquidity Risk Management
   American Economic Review, 2009, 99, (2), 578-83 View citations (2)
   See also Working Paper (2009)
3. Deciphering the Liquidity and Credit Crunch 2007-2008
   Journal of Economic Perspectives, 2009, 23, (1), 77-100 View citations (132)
4. Market Liquidity and Funding Liquidity
   Review of Financial Studies, 2009, 22, (6), 2201-2238 View citations (155)
   See also Working Paper (2007)

2008

5. Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals
   American Economic Review, 2008, 98, (3), 713-36 View citations (18)
6. Money Illusion and Housing Frenzies
   Review of Financial Studies, 2008, 21, (1), 135-180 View citations (51)
   See also Working Paper (2007)

2007

7. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
   American Economic Review, 2007, 97, (2), 159-165 View citations (9)
   See also Working Paper (2007)

2005

8. Information Leakage and Market Efficiency
   Review of Financial Studies, 2005, 18, (2), 417-457 View citations (4)
9. Optimal Expectations
   American Economic Review, 2005, 95, (4), 1092-1118 View citations (50)
   See also Working Paper (2004)
10. Predatory Trading
    Journal of Finance, 2005, 60, (4), 1825-1863 View citations (59)
    See also Working Paper (2004)

2004

11. Hedge Funds and the Technology Bubble
    Journal of Finance, 2004, 59, (5), 2013-2040 View citations (86)
12. Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory
    Journal of the European Economic Association, 2004, 2, (1), 98-114 View citations (2)

2003

13. Bubbles and Crashes
    Econometrica, 2003, 71, (1), 173-204 View citations (134)
    See also Working Paper (2002)

2002

14. Synchronization risk and delayed arbitrage
    Journal of Financial Economics, 2002, 66, (2-3), 341-360 View citations (42)

1999

15. Disclosure requirements and stock exchange listing choice in an international context
    Journal of Accounting and Economics, 1999, 26, (1-3), 237-269 View citations (27)
    See also Working Paper (1998)

Books

2001

1. Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding
   OUP Catalogue, Oxford University Press View citations (62)

Chapters

2013

1. Measuring the Stock of Human Capital for Comparative Analysis: An Application of the Lifetime Income Approach to Selected Countries
   A chapter in Measuring Economic Sustainability and Progress, 2013

2012

2. Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012
3. Liquidity Mismatch Measurement
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012

2011

4. Front matter, table of contents, acknowledgments
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2011
5. Hedge Fund Tail Risk
   A chapter in Quantifying Systemic Risk, 2011, pp 155-172 View citations (1)
6. Risk Topography
   A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 149-176 View citations (3)

2009

7. Carry Trades and Currency Crashes
   A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 313-347 View citations (31)
   See also Working Paper (2008)