EconPapers    
Economics at your fingertips  
 

Details about Tanju Yorulmazer

E-mail:
Homepage:http://www.newyorkfed.org/research/economists/yorulmazer/index.html
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Tanju Yorulmazer.

Last updated 2012-04-30. Update your information in the RePEc Author Service.

Short-id: pyo66


Jump to Journal Articles

Working Papers

2015

  1. Watering a lemon tree: heterogeneous risk taking and monetary policy transmission
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)

2014

  1. Factors that Affect Bank Stability
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. What Makes a Bank Stable? A Framework for Analysis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Why Large Bank Failures Are So Messy and What to Do about It?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. Liquidity Hoarding
    FMG Discussion Papers, Financial Markets Group Downloads View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (12)

    See also Journal Article in Theoretical Economics (2013)

2010

  1. Rollover Risk and Market Freezes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (57)

    See also Journal Article in Journal of Finance (2011)

2009

  1. A Theory of Slow-Moving Capital and Contagion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
  2. Crisis Resolution and Bank Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Review of Financial Studies (2011)
  3. Endogenous choice of bank liquidity: the role of fire sales
    Bank of England working papers, Bank of England Downloads View citations (14)

2008

  1. Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (42)
    See also Journal Article in American Economic Journal: Macroeconomics (2012)
  2. Network models and financial stability
    Bank of England working papers, Bank of England Downloads View citations (100)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2007

  1. Cash-in-the-market pricing and optimal resolution of bank failures
    Bank of England working papers, Bank of England Downloads View citations (23)
    See also Journal Article in Review of Financial Studies (2008)
  2. Fire Sales, Foreign Entry and Bank Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  3. Fire-sale FDI
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
  4. Too many to fail - an analysis of time-inconsistency in bank closure policies
    Bank of England working papers, Bank of England Downloads View citations (236)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (2)

    See also Journal Article in Journal of Financial Intermediation (2007)

2005

  1. Cash-in-the-Market Pricing and Optimal Bank Bailout Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

2003

  1. Herd Behavior, Bank Runs and Information Disclosure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)

Journal Articles

2014

  1. Bank resolution concepts, trade-offs, and changes in practices
    Economic Policy Review, 2014, (Dec), 153-173 Downloads View citations (6)
  2. Case studies on disruptions during the crisis
    Economic Policy Review, 2014, (Feb), 17-28 Downloads View citations (5)
  3. Literature review on the stability of funding models
    Economic Policy Review, 2014, (Feb), 3-16 Downloads View citations (3)
  4. Stability of funding models: an analytical framework
    Economic Policy Review, 2014, (Feb), 29-47 Downloads View citations (16)
  5. What makes large bank failures so messy and what should be done about it?
    Economic Policy Review, 2014, (Dec), 229-244 Downloads View citations (1)

2013

  1. Liquidity hoarding
    Theoretical Economics, 2013, 8, (2) Downloads View citations (31)
    See also Working Paper (2011)

2012

  1. Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
    American Economic Journal: Macroeconomics, 2012, 4, (2), 184-217 Downloads View citations (103)
    See also Working Paper (2008)

2011

  1. Crisis Resolution and Bank Liquidity
    Review of Financial Studies, 2011, 24, (6), 2166-2205 Downloads View citations (100)
    See also Working Paper (2009)
  2. Rollover Risk and Market Freezes
    Journal of Finance, 2011, 66, (4), 1177-1209 View citations (132)
    See also Working Paper (2010)

2010

  1. Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode
    Journal of Financial Services Research, 2010, 37, (2), 83-98 Downloads View citations (59)
  2. Systemic risk and deposit insurance premiums
    Economic Policy Review, 2010, 16, (Aug), 89-99 Downloads View citations (26)

2009

  1. On the dynamics and severity of bank runs: An experimental study
    Journal of Financial Intermediation, 2009, 18, (2), 217-241 Downloads View citations (73)

2008

  1. Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
    Review of Financial Studies, 2008, 21, (6), 2705-2742 Downloads View citations (125)
    See also Working Paper (2007)
  2. Information Contagion and Bank Herding
    Journal of Money, Credit and Banking, 2008, 40, (1), 215-231 View citations (113)

2007

  1. Network models and financial stability
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 Downloads View citations (270)
    See also Working Paper (2008)
  2. Too many to fail--An analysis of time-inconsistency in bank closure policies
    Journal of Financial Intermediation, 2007, 16, (1), 1-31 Downloads View citations (269)
    See also Working Paper (2007)
 
Page updated 2021-03-02