Details about Tanju Yorulmazer

Access statistics for papers by Tanju Yorulmazer.

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

Short-id: pyo66

Working Papers

2023

1. Contagion Effects of the Silicon Valley Bank Run
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)

2015

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

2014

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

2011

6. Liquidity Hoarding
   FMG Discussion Papers, Financial Markets Group View citations (7)
   Also in Staff Reports, Federal Reserve Bank of New York (2011) View citations (12)
   See also Journal Article Liquidity hoarding, Theoretical Economics, Econometric Society (2013) View citations (30) (2013)

2010

7. Rollover Risk and Market Freezes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (62)
   See also Journal Article Rollover Risk and Market Freezes, Journal of Finance, American Finance Association (2011) View citations (205) (2011)

2009

8. A Theory of Slow-Moving Capital and Contagion
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
9. Crisis Resolution and Bank Liquidity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
   See also Journal Article Crisis Resolution and Bank Liquidity, The Review of Financial Studies, Society for Financial Studies (2011) View citations (151) (2011)
10. Endogenous choice of bank liquidity: the role of fire sales
    Bank of England working papers, Bank of England View citations (18)

2008

11. Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
    See also Journal Article Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking, American Economic Journal: Macroeconomics, American Economic Association (2012) View citations (151) (2012)
12. Network models and financial stability
    Bank of England working papers, Bank of England View citations (114)
    See also Journal Article Network models and financial stability, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (431) (2007)

2007

13. Cash-in-the-market pricing and optimal resolution of bank failures
    Bank of England working papers, Bank of England View citations (25)
    See also Journal Article Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures, The Review of Financial Studies, Society for Financial Studies (2008) View citations (191) (2008)
14. Fire Sales, Foreign Entry and Bank Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
15. Fire-sale FDI
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
16. Too many to fail - an analysis of time-inconsistency in bank closure policies
    Bank of England working papers, Bank of England View citations (412)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (6)
    See also Journal Article Too many to fail--An analysis of time-inconsistency in bank closure policies, Journal of Financial Intermediation, Elsevier (2007) View citations (358) (2007)

2005

17. Cash-in-the-Market Pricing and Optimal Bank Bailout Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2003

18. Herd Behavior, Bank Runs and Information Disclosure
    MPRA Paper, University Library of Munich, Germany View citations (4)
19. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)

Journal Articles

2014

1. Bank resolution concepts, trade-offs, and changes in practices
   Economic Policy Review, 2014, (Dec), 153-173 View citations (11)
2. Case studies on disruptions during the crisis
   Economic Policy Review, 2014, (Feb), 17-28 View citations (10)
3. Literature review on the stability of funding models
   Economic Policy Review, 2014, (Feb), 3-16 View citations (3)
4. Stability of funding models: an analytical framework
   Economic Policy Review, 2014, (Feb), 29-47 View citations (23)
5. What makes large bank failures so messy and what should be done about it?
   Economic Policy Review, 2014, (Dec), 229-244 View citations (4)

2013

6. Liquidity hoarding
   Theoretical Economics, 2013, 8, (2) View citations (30)
   See also Working Paper Liquidity Hoarding, FMG Discussion Papers (2011) View citations (7) (2011)

2012

7. Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
   American Economic Journal: Macroeconomics, 2012, 4, (2), 184-217 View citations (151)
   See also Working Paper Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking, CEPR Discussion Papers (2008) View citations (42) (2008)

2011

8. Crisis Resolution and Bank Liquidity
   The Review of Financial Studies, 2011, 24, (6), 2166-2205 View citations (151)
   See also Working Paper Crisis Resolution and Bank Liquidity, NBER Working Papers (2009) View citations (12) (2009)
9. Rollover Risk and Market Freezes
   Journal of Finance, 2011, 66, (4), 1177-1209 View citations (205)
   See also Working Paper Rollover Risk and Market Freezes, NBER Working Papers (2010) View citations (20) (2010)

2010

10. Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode
    Journal of Financial Services Research, 2010, 37, (2), 83-98 View citations (73)
11. Systemic risk and deposit insurance premiums
    Economic Policy Review, 2010, 16, (Aug), 89-99 View citations (35)

2009

12. On the dynamics and severity of bank runs: An experimental study
    Journal of Financial Intermediation, 2009, 18, (2), 217-241 View citations (98)

2008

13. Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
    The Review of Financial Studies, 2008, 21, (6), 2705-2742 View citations (191)
    See also Working Paper Cash-in-the-market pricing and optimal resolution of bank failures, Bank of England working papers (2007) View citations (25) (2007)
14. Information Contagion and Bank Herding
    Journal of Money, Credit and Banking, 2008, 40, (1), 215-231 View citations (170)

2007

15. Network models and financial stability
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 View citations (431)
    See also Working Paper Network models and financial stability, Bank of England working papers (2008) View citations (114) (2008)
16. Too many to fail--An analysis of time-inconsistency in bank closure policies
    Journal of Financial Intermediation, 2007, 16, (1), 1-31 View citations (358)
    See also Working Paper Too many to fail - an analysis of time-inconsistency in bank closure policies, Bank of England working papers (2007) View citations (412) (2007)