Details about Philipp Schnabl

Access statistics for papers by Philipp Schnabl.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: psc789

Working Papers

2023

1. Deposit Franchise Runs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2. Do Banks Hedge Using Interest Rate Swaps?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2019

3. How Monetary Policy Shaped the Housing Boom
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2018

4. Banking on Deposits: Maturity Transformation without Interest Rate Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (72)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (75)
5. The Role of Technology in Mortgage Lending
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (39)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (33)
   Staff Reports, Federal Reserve Bank of New York (2018) View citations (55)
   See also Journal Article The Role of Technology in Mortgage Lending, The Review of Financial Studies, Society for Financial Studies (2019) View citations (276) (2019)

2017

6. Specialization in Bank Lending: Evidence from Exporting Firms
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (63)
   Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2017) View citations (66)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (63)
   NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (46)

2016

7. The Deposits Channel of Monetary Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
   See also Journal Article The Deposits Channel of Monetary Policy, The Quarterly Journal of Economics, President and Fellows of Harvard College (2017) View citations (380) (2017)

2015

8. Comparative Advantage and Specialization in Bank Lending
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)
9. Dissecting the effect of credit supply on trade: evidence from matched credit-export data
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (184)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (97)
   Working Papers, Banco Central de Reserva del Perú (2010) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (116)
   See also Journal Article Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data, The Review of Economic Studies, Review of Economic Studies Ltd (2015) View citations (246) (2015)

2014

10. A Model of Monetary Policy and Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
    See also Journal Article A Model of Monetary Policy and Risk Premia, Journal of Finance, American Finance Association (2018) View citations (89) (2018)

2012

11. Securitization Without Risk Transfer
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (74)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (65)
    See also Journal Article Securitization without risk transfer, Journal of Financial Economics, Elsevier (2013) View citations (402) (2013)

2011

12. A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (187)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (176)
    See also Journal Article A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk, Journal of Finance, American Finance Association (2014) View citations (661) (2014)
13. Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
14. Informational Rents, Macroeconomic Rents, and Efficient Bailouts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (4)

2010

15. Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (148)

2009

16. Efficient Recapitalization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (18)
    See also Journal Article Efficient Recapitalization, Journal of Finance, American Finance Association (2013) View citations (101) (2013)
17. When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (74)
    See also Journal Article When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009, Journal of Economic Perspectives, American Economic Association (2010) View citations (149) (2010)

2008

18. New evidence on the international bank lending channel
    Proceedings, Federal Reserve Bank of Chicago

Journal Articles

2019

1. The Role of Technology in Mortgage Lending
   The Review of Financial Studies, 2019, 32, (5), 1854-1899 View citations (276)
   See also Working Paper The Role of Technology in Mortgage Lending, CEPR Discussion Papers (2018) View citations (39) (2018)

2018

2. A Model of Monetary Policy and Risk Premia
   Journal of Finance, 2018, 73, (1), 317-373 View citations (89)
   See also Working Paper A Model of Monetary Policy and Risk Premia, NBER Working Papers (2014) View citations (36) (2014)
3. Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy
   Annual Review of Financial Economics, 2018, 10, (1), 309-328 View citations (8)

2017

4. The Deposits Channel of Monetary Policy
   The Quarterly Journal of Economics, 2017, 132, (4), 1819-1876 View citations (380)
   See also Working Paper The Deposits Channel of Monetary Policy, NBER Working Papers (2016) View citations (24) (2016)

2016

5. Who Borrows from the Lender of Last Resort?
   Journal of Finance, 2016, 71, (5), 1933-1974 View citations (190)

2015

6. Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data
   The Review of Economic Studies, 2015, 82, (1), 333-359 View citations (246)
   See also Working Paper Dissecting the effect of credit supply on trade: evidence from matched credit-export data, LSE Research Online Documents on Economics (2015) View citations (184) (2015)

2014

7. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
   Journal of Finance, 2014, 69, (6), 2689-2739 View citations (661)
   See also Working Paper A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk, NBER Working Papers (2011) View citations (187) (2011)

2013

8. Efficient Recapitalization
   Journal of Finance, 2013, 68, (1), 1-42 View citations (101)
   See also Working Paper Efficient Recapitalization, CEPR Discussion Papers (2009) View citations (16) (2009)
9. How Safe Are Money Market Funds?
   The Quarterly Journal of Economics, 2013, 128, (3), 1073-1122 View citations (131)
10. Securitization without risk transfer
    Journal of Financial Economics, 2013, 107, (3), 515-536 View citations (402)
    See also Working Paper Securitization Without Risk Transfer, CEPR Discussion Papers (2012) View citations (74) (2012)

2012

11. A tale of two overhangs:the nexus of fi nancial sector and sovereign credit risks
    Financial Stability Review, 2012, (16), 51-56 View citations (12)

2010

12. Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09
    IMF Economic Review, 2010, 58, (1), 37-73 View citations (182)
13. When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009
    Journal of Economic Perspectives, 2010, 24, (1), 29-50 View citations (149)
    See also Working Paper When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009, NBER Working Papers (2009) View citations (74) (2009)

Chapters

2010

1. Does Less Market Entry Regulation Generate More Entrepreneurs? Evidence from a Regulatory Reform in Peru
   A chapter in International Differences in Entrepreneurship, 2010, pp 159-177 View citations (19)