Details about Markus K. Brunnermeier

Access statistics for papers by Markus K. Brunnermeier.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pbr31

Working Papers

2009

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

2008

2. An Economic Model of the Planning Fallacy
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Carry Trades and Currency Crashes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (2008)
4. CoVaR
   Staff Reports, Federal Reserve Bank of New York
5. Deciphering the Liquidity and Credit Crunch 2007-08
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Economic Perspectives (2009)
6. Leadership, Coordination and Mission-Driven Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

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

2006

10. 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

2004

11. Clock Games: Theory and Experiments
    Levine's Bibliography, UCLA Department of Economics View citations
12. Optimal Expectation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. (2002) View citations
    FMG Discussion Papers, Financial Markets Group (2002) View citations
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations
    See also Journal Article in American Economic Review (2005)
13. Predatory Trading
    Econometric Society 2004 North American Winter Meetings, Econometric Society
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004)
    FMG Discussion Papers, Financial Markets Group (2003) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
    See also Journal Article in Journal of Finance (2005)

2002

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

1999

15. 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

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

1997

18. On Bounded Rationality and Risk Aversion
    FMG Discussion Papers, Financial Markets Group View citations
19. Prices, Price Processes, Volume and Their Information: A Literature Survey
    FMG Discussion Papers, Financial Markets Group

Journal Articles

2009

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

2008

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

2007

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

2005

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

2004

10. Hedge Funds and the Technology Bubble
    Journal of Finance, 2004, 59, (5), 2013-2040 View citations
11. 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

2003

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

2002

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

1999

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

Chapters

2008

1. Carry Trades and Currency Crashes
   A chapter in NBER Macroeconomics Annual 2008, 2008 View citations
   See also Working Paper (2008)