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Details about Markus K. Brunnermeier

E-mail:
Homepage:http://scholar.princeton.edu/markus
Postal address:Department of Economics, Bendheim Center for Finance, Princeton University, 26 Prospect Avenue, Princeton, NJ 08540 USA
Workplace:Department of Economics, Princeton University, (more information at EDIRC)
Bendheim Center for Finance, Department of Economics, Princeton University, (more information at EDIRC)
CEPR
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 2014-01-15. Update your information in the RePEc Author Service.

Short-id: pbr31


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Working Papers

2014

  1. Bubbles and Central Banks: Historical Perspectives
    Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz Downloads

2013

  1. Predatory Short Selling
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The I-Theory of Money
    2013 Meeting Papers, Society for Economic Dynamics Downloads
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads

2012

  1. A Macroeconomic Model with a Financial Sector
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (12)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (19)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (7)
  2. Bubbles, Financial Crises, and Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  3. Macroeconomics with Financial Frictions: A Survey
    Levine's Working Paper Archive, David K. Levine Downloads View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (69)

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

2010

  1. The Maturity Rat Race
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Finance (2013)

2009

  1. A Note on Liquidity Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in American Economic Review (2009)

2008

  1. An Economic Model of the Planning Fallacy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Carry Trades and Currency Crashes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (86)
    See also Chapter (2009)
  3. Deciphering the Liquidity and Credit Crunch 2007-08
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (72)
  4. Leadership, Coordination and Mission-Driven Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2007

  1. Market Liquidity and Funding Liquidity
    FMG Discussion Papers, Financial Markets Group Downloads View citations (91)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (44)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (49)

    See also Journal Article in Review of Financial Studies (2009)
  2. Money Illusion and Housing Frenzies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (3)

    See also Journal Article in Review of Financial Studies (2008)
  3. Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (24)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) Downloads View citations (23)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (21)

    See also Journal Article in American Economic Review (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 (3)
    Also in Levine's Bibliography, UCLA Department of Economics (2004) Downloads View citations (7)

    See also Journal Article in Games and Economic Behavior (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 (22)

2004

  1. Optimal Expectation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (9)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (4)
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. (2002) Downloads View citations (1)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (11)

    See also Journal Article in American Economic Review (2005)
  2. Predatory Trading
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (1)
    FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2005)

2002

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

1998

  1. Buy on Rumours - Sell on News: A Manipulative Trading Strategy
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Disclosure Requirements and Stock Exchange Listing Choice in an International Context
    FMG Discussion Papers, Financial Markets Group Downloads View citations (6)
    See also Journal Article in Journal of Accounting and Economics (1999)

1997

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

Journal Articles

2013

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

2012

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

2010

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

2009

  1. A Note on Liquidity Risk Management
    American Economic Review, 2009, 99, (2), 578-83 Downloads View citations (4)
    See also Working Paper (2009)
  2. Deciphering the Liquidity and Credit Crunch 2007-2008
    Journal of Economic Perspectives, 2009, 23, (1), 77-100 Downloads View citations (392)
  3. Market Liquidity and Funding Liquidity
    Review of Financial Studies, 2009, 22, (6), 2201-2238 Downloads View citations (425)
    See also Working Paper (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 (27)
  2. Money Illusion and Housing Frenzies
    Review of Financial Studies, 2008, 21, (1), 135-180 Downloads View citations (68)
    See also Working Paper (2007)

2007

  1. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
    American Economic Review, 2007, 97, (2), 159-165 Downloads View citations (25)
    See also Working Paper (2007)

2005

  1. Information Leakage and Market Efficiency
    Review of Financial Studies, 2005, 18, (2), 417-457 Downloads View citations (9)
  2. Optimal Expectations
    American Economic Review, 2005, 95, (4), 1092-1118 Downloads View citations (69)
    See also Working Paper (2004)
  3. Predatory Trading
    Journal of Finance, 2005, 60, (4), 1825-1863 Downloads View citations (94)
    See also Working Paper (2004)

2004

  1. Hedge Funds and the Technology Bubble
    Journal of Finance, 2004, 59, (5), 2013-2040 Downloads View citations (128)
  2. 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 (2)

2003

  1. Bubbles and Crashes
    Econometrica, 2003, 71, (1), 173-204 Downloads View citations (192)
    See also Working Paper (2002)

2002

  1. Synchronization risk and delayed arbitrage
    Journal of Financial Economics, 2002, 66, (2-3), 341-360 Downloads View citations (68)

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 (40)
    See also Working Paper (1998)

Books

2014

  1. Risk Topography: Systemic Risk and Macro Modeling
    NBER Books, National Bureau of Economic Research, Inc

2001

  1. Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding
    OUP Catalogue, Oxford University Press View citations (125)

Edited books

2014

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

Chapters

2013

  1. Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 1-12 Downloads
  2. Liquidity Mismatch Measurement
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 99-112 Downloads View citations (1)
  3. Measuring the Stock of Human Capital for International and Intertemporal Comparisons
    A chapter in Measuring Economic Sustainability and Progress, 2013, pp 493-544 Downloads

2011

  1. Front matter, table of contents, acknowledgments
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2011
  2. Hedge Fund Tail Risk
    A chapter in Quantifying Systemic Risk, 2011, pp 155-172 Downloads View citations (3)
  3. Risk Topography
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 149-176 Downloads View citations (5)
    See also Journal Article in NBER Macroeconomics Annual (2012)

2009

  1. Carry Trades and Currency Crashes
    A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 313-347 Downloads View citations (71)
    See also Working Paper (2008)
 
Page updated 2014-11-24