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Collateralized Borrowing and Increasing Risk. (2015). Phelan, Gregory.
In: Department of Economics Working Papers.
RePEc:wil:wileco:2015-03.

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Cited: 8

Citations received by this document

Cites: 19

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-03.

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  2. Debt collateralization, capital structure, and maximal leverage. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Economic Theory.
    RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01222-7.

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  3. Debt Collateralization, Structured Finance, and the CDS Basis. (2019). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2019-18.

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  4. Debt Collateralization, Capital Structure, and Maximal Leverage. (2019). Phelan, Gregory ; Gong, Feixue .
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2019-07.

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  5. Debt Collateralization, Structured Finance, and the CDS Basis. (2017). Phelan, Gregory ; Feixue, Gong.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2017-06.

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  6. Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability. (2017). Phelan, Gregory ; Fostel, Ana ; Geanakoplos, John.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-12.

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  7. Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability. (2017). Phelan, Gregory ; Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2076.

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  8. Debt Collateralization, Capital Structure, and Maximal Leverage. (2016). Phelan, Gregory ; Gong, Feixue .
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-13.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ——— (2003): “Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium, ” in Advances in Economics and Econometrics: Theory and Applications, Eight World Conference, Econometric Society Monographs, vol. 2, 170–205.
    Paper not yet in RePEc: Add citation now
  2. ——— (2010): “The Leverage Cycle,” in NBER Macroeconomics Annual 2009, ed. by K. R. D. Acemoglu and M. Woodford, University of Chicago Press, vol. 24, 1–65.
    Paper not yet in RePEc: Add citation now
  3. ——— (2011): “Procyclical Leverage and Value at Risk,” Federal Reserve Bank of New York Staff Reports, N◦ 338.
    Paper not yet in RePEc: Add citation now
  4. ——— (2012): “Why Does Bad News Increase Volatility And Decrease Leverage?” Journal of Economic Theory, 147, 501–525.
    Paper not yet in RePEc: Add citation now
  5. ——— (2013): “Leverage and Default in Binomial Economies: A Complete Characterization, ” Tech. rep., Cowles Foundation for Research in Economics, Yale University.
    Paper not yet in RePEc: Add citation now

  6. Acharya, Viral V., Douglas M. Gale and T. Yorulmazer (2010): “Rollover Risk and Market Freezes,” SSRN Working Paper Series.

  7. Adrian, T. and H. Shin (2010): “Liquidity and Leverage,” Journal of Financial Intermediation, 19, 418–437.

  8. Adrian, T. and N. Boyarchenko (2012): “Intermediary leverage cycles and financial stability,” Tech. Rep. 567, Staff Report, Federal Reserve Bank of New York.

  9. Brunnermeier, M. K. and L. H. Pedersen (2009): “Market Liquidity and Funding Liquidity,” The Review of Financial Studies, 22, 2201–2238.

  10. Cao, D. (2010): “Collateral shortages, asset price and investment volatility with heterogeneous beliefs,” in 2010 Meeting Papers, Society for Economic Dynamics, 1233.

  11. Fostel, A. and J. Geanakoplos (2008): “Leverage Cycles and The Anxious Economy,” American Economic Review, 98, 1211–1244.

  12. Gˆ arleanu, N. and L. H. Pedersen (2011): “Margin-based Asset Pricing and Deviations from the Law of One Price,” Review of Financial Studies, 24, 1980–2022.

  13. Geanakoplos, J. (1997): “Promises Promises,” in Santa Fe Institute Studies in the Sciences of Complexity-proceedings volume, Addison-Wesley Publishing Co, vol. 27, 285–320.
    Paper not yet in RePEc: Add citation now

  14. Gorton, G. and A. Metrick (2012): “Securitized banking and the run on repo,” Journal of Financial Economics, 104, 425 – 451.

  15. Gorton, G. B. and G. Ordo˜ nez (2014): “Collateral Crises,” American Econmic Review, 104, 343–378.
    Paper not yet in RePEc: Add citation now
  16. Kiyotaki, N. and J. Moore (1997): “Credit Cycles,” Journal of Political Economy, 105, pp. 211–48.
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  17. Rothschild, M. and J. Stiglitz (1970): “Increasing risk: I. A definition,” Journal of Economic theory, 2, 225–243.

  18. Simsek, A. (2013): “Belief Disagreements and Collateral Constraints,” Econometrica, 81, 1–53.

  19. Toda, A. A. (2014): “Securitization and Leverage in General Equlibrium,” Tech. rep., University of California, San Diego.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Collateralized Borrowing and Increasing Risk. (2015). Phelan, Gregory.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-03.

    Full description at Econpapers || Download paper

  2. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
    In: MPRA Paper.
    RePEc:pra:mprapa:55602.

    Full description at Econpapers || Download paper

  3. The theory of reflexivity: A non-stochastic randomness theory for business schools only?. (2013). Ehnts, Dirk ; alvarez, Miguel Carrion .
    In: IPE Working Papers.
    RePEc:zbw:ipewps:282013.

    Full description at Econpapers || Download paper

  4. Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance. (2013). Zhou, Chen ; Moore, Kyle.
    In: MPRA Paper.
    RePEc:pra:mprapa:45589.

    Full description at Econpapers || Download paper

  5. Asset Commonality, Debt Maturity and Systemic Risk. (2013). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
    In: Working Papers.
    RePEc:ecl:upafin:10-30.

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  6. Maturity shortening and market failure. (2012). Thierfelder, Felix.
    In: Discussion Papers.
    RePEc:zbw:bubdps:062012.

    Full description at Econpapers || Download paper

  7. Strategic Complementarity, Fragility, and Regulation. (2012). Vives, Xavier.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:789.

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  8. Asset Illiquidity and Market Shutdowns in Competitive Equilibrium. (2012). Tomura, Hajime.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-28.

    Full description at Econpapers || Download paper

  9. Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008. (2012). Schmielewski, Frank .
    In: Working Paper Series in Economics.
    RePEc:lue:wpaper:229.

    Full description at Econpapers || Download paper

  10. Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?. (2012). Baglioni, Angelo.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:41:y:2012:i:1:p:1-18.

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  11. Identifying systemically important financial institutions: size and other determinants. (2012). Zhou, Chen ; Moore, Kyle .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:347.

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  12. Liquidity, Term Spreads and Monetary Policy. (2012). Basso, Henrique ; Aksoy, Yunus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3988.

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  13. Liquidity, term spreads and monetary policy. (2012). Basso, Henrique ; Aksoy, Yunus.
    In: Working Papers.
    RePEc:bde:wpaper:1223.

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  14. Liquidity, Term Spreads and Monetary Policy. (2012). Basso, Henrique ; Aksoy, Yunus.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1211.

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  15. A model of bank lending in the global financial crisis and the case of Korea. (2011). Romeu, Rafael ; Leony, Larissa .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:22:y:2011:i:4:p:322-334.

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  16. Asset Commonality, Debt Maturity and Systemic Risk. (2011). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8476.

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  17. Liquidity shocks, roll-over risk and debt maturity. (2011). Suarez, Javier ; Segura, Anatoli.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8324.

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  18. Time - Consistent Bailout Plans. (2011). Pasten, Ernesto.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:635.

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  19. Strategic Complementarity, Fragility, and Regulation. (2011). Vives, Xavier.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3507.

    Full description at Econpapers || Download paper

  20. Adverse Selection, Liquidity, and Market Breakdown. (2010). Kirabaeva, Koralai .
    In: Staff Working Papers.
    RePEc:bca:bocawp:10-32.

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  21. The Unsustainable US Current Account Position Revisited*. (2005). Rogoff, Kenneth ; Obstfeld, Maurice.
    In: Center for International and Development Economics Research, Working Paper Series.
    RePEc:cdl:ciders:qt4f63x50j.

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Authors registered in RePEc who have wrote about the same topic

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