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Details about Markus K. Brunnermeier
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| Homepage: | http://www.princeton.edu/~markus
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| Phone: | (609) 258 4050 |
| Postal address: | Department of Economics, Bendheim Center for Finance, Princeton University, 26 Prospect Avenue, Princeton, NJ 08540 USA |
| Workplace: | Bendheim Center for Finance, Department of Economics, Princeton University, (more information at EDIRC) Department of Economics, Princeton University, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC) CESifo, (more information at EDIRC)
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Access statistics for papers by Markus K. Brunnermeier.
Last updated 2009-11-04. Update your information in the RePEc Author Service.
Short-id: pbr31
Jump to Journal Articles Chapters
Working Papers
2009
- 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
- An Economic Model of the Planning Fallacy
NBER Working Papers, National Bureau of Economic Research, Inc
- Carry Trades and Currency Crashes
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Chapter (2008)
- CoVaR
Staff Reports, Federal Reserve Bank of New York
- 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)
- Leadership, Coordination and Mission-Driven Management
NBER Working Papers, National Bureau of Economic Research, Inc View citations
2007
- 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)
- 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)
- 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
- 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
- Clock Games: Theory and Experiments
Levine's Bibliography, UCLA Department of Economics View citations
- 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)
- 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
- Bubbles and Crashes
FMG Discussion Papers, Financial Markets Group View citations
See also Journal Article in Econometrica (2003)
1999
- 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
- Buy on Rumours - Sell on News: A Manipulative Trading Strategy
FMG Discussion Papers, Financial Markets Group View citations
- 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
- On Bounded Rationality and Risk Aversion
FMG Discussion Papers, Financial Markets Group View citations
- Prices, Price Processes, Volume and Their Information: A Literature Survey
FMG Discussion Papers, Financial Markets Group
Journal Articles
2009
- A Note on Liquidity Risk Management
American Economic Review, 2009, 99, (2), 578-83 View citations
See also Working Paper (2009)
- Deciphering the Liquidity and Credit Crunch 2007-2008
Journal of Economic Perspectives, 2009, 23, (1), 77-100 View citations
See also Working Paper (2008)
- Market Liquidity and Funding Liquidity
Review of Financial Studies, 2009, 22, (6), 2201-2238 View citations
See also Working Paper (2007)
2008
- Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals
American Economic Review, 2008, 98, (3), 713-36 View citations
- Money Illusion and Housing Frenzies
Review of Financial Studies, 2008, 21, (1), 135-180 View citations
See also Working Paper (2007)
2007
- 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
- Information Leakage and Market Efficiency
Review of Financial Studies, 2005, 18, (2), 417-457
- Optimal Expectations
American Economic Review, 2005, 95, (4), 1092-1118 View citations
See also Working Paper (2004)
- Predatory Trading
Journal of Finance, 2005, 60, (4), 1825-1863 View citations
See also Working Paper (2004)
2004
- Hedge Funds and the Technology Bubble
Journal of Finance, 2004, 59, (5), 2013-2040 View citations
- 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
- Bubbles and Crashes
Econometrica, 2003, 71, (1), 173-204 View citations
See also Working Paper (2002)
2002
- Synchronization risk and delayed arbitrage
Journal of Financial Economics, 2002, 66, (2-3), 341-360 View citations
1999
- 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
- Carry Trades and Currency Crashes
A chapter in NBER Macroeconomics Annual 2008, 2008 View citations
See also Working Paper (2008)
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