Details about Toni Ahnert

Access statistics for papers by Toni Ahnert.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pah162

Working Papers

2024

1. Bank fragility and the incentives to manage risk
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
2. Information Technology in Banking and Entrepreneurship
   CESifo Working Paper Series, CESifo View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   Working Paper Series, European Central Bank (2024) View citations (1)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024) View citations (1)

2023

3. Anticipated Financial Contagion
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in 2019 Meeting Papers, Society for Economic Dynamics (2019)
4. Central Bank Digital Currency and Financial Stability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2023)
5. Real Interest Rates, Bank Borrowing, and Fragility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2022)
   Discussion Papers, Deutsche Bundesbank (2022)
   See also Journal Article Real Interest Rates, Bank Borrowing, and Fragility, Journal of Money, Credit and Banking, Blackwell Publishing (2024) (2024)
6. Trading for bailouts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Working Papers, Bank of Canada (2020)

2022

7. A Wake-Up Call Theory of Contagion
   Working Paper Series, European Central Bank View citations (7)
   Also in Staff Working Papers, Bank of Canada (2015) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   See also Journal Article A Wake-Up Call Theory of Contagion*, Review of Finance, European Finance Association (2022) View citations (7) (2022)
8. Cyber Risk and Security Investment
   Staff Working Papers, Bank of Canada View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
9. Does IT help? Information technology in banking and entrepreneurship
   BIS Working Papers, Bank for International Settlements View citations (4)
   Also in IMF Working Papers, International Monetary Fund (2021) View citations (7)
10. Government Loan Guarantees, Market Liquidity, and Lending Standards
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Working Paper Series, European Central Bank (2022) View citations (1)
    See also Journal Article Government Loan Guarantees, Market Liquidity, and Lending Standards, Management Science, INFORMS (2024) (2024)
11. Payments and privacy in the digital economy
    Working Paper Series, European Central Bank View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
12. Safety First: A Theory of Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
13. The economics of central bank digital currency
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Paper Series, European Central Bank (2022) View citations (45)

2021

14. Bank Runs, Bank Competition and Opacity
    VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
    Staff Working Papers, Bank of Canada (2021) View citations (1)

2020

15. Loan insurance, market liquidity, and lending standards
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    Also in Staff Working Papers, Bank of Canada (2019) View citations (3)

2019

16. Bank Runs, Portfolio Choice, and Liquidity Provision
    Staff Working Papers, Bank of Canada
    See also Journal Article Bank runs, portfolio choice, and liquidity provision, Journal of Financial Stability, Elsevier (2020) View citations (1) (2020)
17. Loan Insurance, Adverse Selection and Screening
    VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association

2018

18. Asset encumbrance, bank funding and fragility
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (3)
    See also Journal Article Asset Encumbrance, Bank Funding, and Fragility, The Review of Financial Studies, Society for Financial Studies (2019) View citations (15) (2019)
19. Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    Also in Staff Working Papers, Bank of Canada (2018) View citations (28)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (40)
    Bank of England working papers, Bank of England (2018) View citations (28)
    See also Journal Article Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?, Journal of Financial Economics, Elsevier (2021) View citations (50) (2021)
20. Seeking Safety
    Staff Working Papers, Bank of Canada View citations (1)
21. Should Bank Capital Regulation Be Risk Sensitive?
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article Should bank capital regulation be risk sensitive?, Journal of Financial Intermediation, Elsevier (2021) View citations (3) (2021)

2017

22. Information Contagion and Systemic Risk
    Staff Working Papers, Bank of Canada View citations (13)
    See also Journal Article Information contagion and systemic risk, Journal of Financial Stability, Elsevier (2018) View citations (25) (2018)

2016

23. Asset Encumbrance, Bank Funding and Financial Fragility
    Staff Working Papers, Bank of Canada View citations (3)
    Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (3)
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (4)
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015)
24. Opaque Assets and Rollover Risk
    Staff Working Papers, Bank of Canada View citations (2)

2015

25. Cheap But Flighty: How Global Imbalances Create Financial Fragility
    Staff Working Papers, Bank of Canada View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (2)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (6)

2014

26. A wake-up call: information contagion and strategic uncertainty
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (8)
27. Information, Amplification and Financial Crisis
    Staff Working Papers, Bank of Canada View citations (2)
    See also Journal Article Information Choice and Amplification of Financial Crises, The Review of Financial Studies, Society for Financial Studies (2017) View citations (19) (2017)
28. Rollover Risk, Liquidity and Macroprudential Regulation
    Staff Working Papers, Bank of Canada View citations (3)
    Also in Working Paper Series, European Central Bank (2014) View citations (1)
    See also Journal Article Rollover Risk, Liquidity and Macroprudential Regulation, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (14) (2016)
29. The Effect of Safe Assets on Financial Fragility in a Bank-Run Model
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (5)

Journal Articles

2024

1. Government Loan Guarantees, Market Liquidity, and Lending Standards
   Management Science, 2024, 70, (7), 4502-4532
   See also Working Paper Government Loan Guarantees, Market Liquidity, and Lending Standards, CEPR Discussion Papers (2022) View citations (2) (2022)
2. Real Interest Rates, Bank Borrowing, and Fragility
   Journal of Money, Credit and Banking, 2024, 56, (6), 1545-1571
   See also Working Paper Real Interest Rates, Bank Borrowing, and Fragility, CEPR Discussion Papers (2023) (2023)

2022

3. A Wake-Up Call Theory of Contagion*
   (Asymmetric business cycles: theory and time-series evidence)
   Review of Finance, 2022, 26, (4), 829-854 View citations (7)
   See also Working Paper A Wake-Up Call Theory of Contagion, Working Paper Series (2022) View citations (7) (2022)
4. Cold hard (digital) cash: the economics of central bank digital currency
   Research Bulletin, 2022, 100 View citations (12)

2021

5. Cheap but flighty: A theory of safety-seeking capital flows
   Journal of Banking & Finance, 2021, 131, (C) View citations (11)
6. Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?
   Journal of Financial Economics, 2021, 140, (1), 145-174 View citations (50)
   See also Working Paper Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?, NBER Working Papers (2018) View citations (28) (2018)
7. Should bank capital regulation be risk sensitive?
   Journal of Financial Intermediation, 2021, 46, (C) View citations (3)
   See also Working Paper Should Bank Capital Regulation Be Risk Sensitive?, Staff Working Papers (2018) View citations (1) (2018)

2020

8. Bank runs, portfolio choice, and liquidity provision
   Journal of Financial Stability, 2020, 50, (C) View citations (1)
   See also Working Paper Bank Runs, Portfolio Choice, and Liquidity Provision, Staff Working Papers (2019) (2019)

2019

9. Asset Encumbrance, Bank Funding, and Fragility
   The Review of Financial Studies, 2019, 32, (6), 2422-2455 View citations (15)
   See also Working Paper Asset encumbrance, bank funding and fragility, LSE Research Online Documents on Economics (2018) (2018)

2018

10. Information contagion and systemic risk
    Journal of Financial Stability, 2018, 35, (C), 159-171 View citations (25)
    See also Working Paper Information Contagion and Systemic Risk, Staff Working Papers (2017) View citations (13) (2017)

2017

11. Information Choice and Amplification of Financial Crises
    The Review of Financial Studies, 2017, 30, (6), 2130-2178 View citations (19)
    See also Working Paper Information, Amplification and Financial Crisis, Staff Working Papers (2014) View citations (2) (2014)

2016

12. Rollover Risk, Liquidity and Macroprudential Regulation
    Journal of Money, Credit and Banking, 2016, 48, (8), 1753-1785 View citations (14)
    See also Working Paper Rollover Risk, Liquidity and Macroprudential Regulation, Staff Working Papers (2014) View citations (3) (2014)