Nothing Special   »   [go: up one dir, main page]
create a website
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.

Full description at Econpapers || Download paper

Cited: 10

Citations received by this document

Cites: 16

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does inflation targeting weaken financial stability? Assessing the role of institutional quality. (2021). Owoundi, Ferdinand ; Mbassi, Christophe Martial.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:374-398.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0884.

    Full description at Econpapers || Download paper

  4. How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael.
    In: BIS Working Papers.
    RePEc:bis:biswps:890.

    Full description at Econpapers || Download paper

  5. Securitized markets, international capital flows, and global welfare. (2019). Toda, Alexis Akira ; Phelan, Gregory.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:3:p:571-592.

    Full description at Econpapers || Download paper

  6. A Model of Fickle Capital Flows and Retrenchment. (2019). Simsek, Alp ; Caballero, Ricardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13819.

    Full description at Econpapers || Download paper

  7. International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries. (2018). Phelan, Gregory ; Chen, William.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2017-05.

    Full description at Econpapers || Download paper

  8. Quantitative Easing, Collateral Constraints, and Financial Spillovers. (2018). Wang, Kieran Haobin ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2154.

    Full description at Econpapers || Download paper

  9. 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. ——— (2011): “Endogenous Leverage: VaR and Beyond,” Cowles Foundation Discussion Paper No. 1800.
    Paper not yet in RePEc: Add citation now
  2. ——— (2012): “Tranching, CDS, and Asset prices: How Financial Innovation Can Cause Bubbles and Crashes,” American Economic Journal: Macroeconomics, 4, 190–225.
    Paper not yet in RePEc: Add citation now
  3. ——— (2015a): “Financial Innovation, Collateral and Investment,” Forthcoming.
    Paper not yet in RePEc: Add citation now
  4. ——— (2015b): “Leverage and default in binomial economies: a complete characterization,” Forthcoming.
    Paper not yet in RePEc: Add citation now

  5. Angeletos, G.-M. and V. Panousi (2011): “Financial Integration, Entrepreneurial Risk and Global Dynamics,” Journal of Economic Theory, 146, 863–896.

  6. Caballero, R. J., E. Farhi, and P.-O. Gourinchas (2008): “An Equilibrium Model of “Global Imbalances” and Low Interest Rates,” American Economic Review, 98, 358–93.

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

  8. Geanakoplos, J. (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

  9. Geanakoplos, J. and W. R. Zame (2014): “Collateral equilibrium, I: a basic framework, ” Economic Theory, 56, 443–492.

  10. Gong, F. and G. Phelan (2015): “Debt Securitization and Maximal Leverage,” Mimeo.

  11. Harrison, J. M. and D. M. Kreps (1978): “Speculative investor behavior in a stock market with heterogeneous expectations,” The Quarterly Journal of Economics, 323–336.

  12. Maggiori, M. (2013): “Financial intermediation, international risk sharing, and reserve currencies,” Mimeo.

  13. Obstfeld, M. (2012): “Financial flows, financial crises, and global imbalances,” Journal of International Money and Finance, 31, 469 – 480, financial Stress in the Eurozone.

  14. Phelan, G. (2015): “Collateralized Borrowing and Increasing Risk,” Mimeo.

  15. Phelan, G. and A. A. Toda (2015): “Securitized Markets and International Capital Flows,” Mimeo.

  16. Quadrini, V., E. Mendoza, and V. Rios-Rull (2009): “Financial Integration, Financial Deepness and Global Imbalances,” Journal of Political Economy, 117.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Securitized Markets, International Capital Flows, and Global Welfare. (2017). Toda, Alexis Akira ; Phelan, Gregory.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-14.

    Full description at Econpapers || Download paper

  2. 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.

    Full description at Econpapers || Download paper

  3. Patterns of international capital flows and their implications for developing countries. (2017). Nieminen, Mika.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2017-171.

    Full description at Econpapers || Download paper

  4. Modeling Financial Integration, Intra-EMU and Asian-US External Imbalances. (2017). Farmer, Karl ; Ban, Irina .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:23:y:2017:i:3:d:10.1007_s11294-017-9638-8.

    Full description at Econpapers || Download paper

  5. Medium and long term implications of financial integration without financial development. (2017). Corneli, Flavia.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1120_17.

    Full description at Econpapers || Download paper

  6. Productivity Growth and Capital Flows: The Dynamics of Reforms. (2017). Shin, Yongseok ; Buera, Francisco J.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:9:y:2017:i:3:p:147-85.

    Full description at Econpapers || Download paper

  7. Theoretical considerations regarding risk analysis models. (2016). Popovici, Marius ; Anghel, Madalina ; Diaconu, Aurel .
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:64:y:2016:i:9:p:64-72.

    Full description at Econpapers || Download paper

  8. Fertility, Longevity, and Capital Flows. (2016). Coeurdacier, Nicolas .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:442.

    Full description at Econpapers || Download paper

  9. The Intertemporal Equilibrium Modeling of Intra-EMU and Global Trade Imbalances. (2016). Farmer, Karl.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:22:y:2016:i:4:d:10.1007_s11294-016-9597-5.

    Full description at Econpapers || Download paper

  10. Optimal Reserves in Financially Closed Economies. (2016). Jeanne, Olivier ; Sandri, Damiano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/092.

    Full description at Econpapers || Download paper

  11. Credit constraints and differential growth in equilibrium modeling of EMU and global trade imbalances. (2016). Farmer, Karl ; Mihaiescu, Bogdan .
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2016-05.

    Full description at Econpapers || Download paper

  12. A Model of economic mobility and the distribution of wealth. (2016). Fernholz, Ricardo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:168-192.

    Full description at Econpapers || Download paper

  13. Capital Flows to Developing Countries: Is There an Allocation Puzzle?. (2016). Schroth, Josef.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-53.

    Full description at Econpapers || Download paper

  14. Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results. (2015). Wulff, Alexander ; Heinemann, Maik .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113165.

    Full description at Econpapers || Download paper

  15. Fertility, Longevity and International Capital Flows. (2015). Coeurdacier, Nicolas ; Barany, Zsofia ; Guibaud, Stephane.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5402sfihji9vea8rb66cd9nphe.

    Full description at Econpapers || Download paper

  16. Credit Constraints and Growth in a Global Economy. (2015). Coeurdacier, Nicolas ; Jin, Keyu ; Guibaud, Stephane.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/169d87l3e88rpoi5e1tgckfi6a.

    Full description at Econpapers || Download paper

  17. Asset prices and creation in a global economy. (2015). Zhang, Shengxing ; Jin, Keyu .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1253.

    Full description at Econpapers || Download paper

  18. Financial Integration and Growth in a Risky World. (2015). Winant, Pablo ; Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21817.

    Full description at Econpapers || Download paper

  19. Fertility, Longevity and International Capital Flows. (2015). Barany, Zsofia ; Guibaud, Stephane ; Coeurdacier, Nicolas .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01164462.

    Full description at Econpapers || Download paper

  20. Pension systems and financial constraints in a three-country OLG model of intra-EMU and global trade imbalances. (2015). Farmer, Karl ; Mihaiescu, Bogdan .
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2015-08.

    Full description at Econpapers || Download paper

  21. Credit constraints and growth in a global economy. (2015). Coeurdacier, Nicolas ; Jin, Keyu ; Guibaud, Stephane.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:62016.

    Full description at Econpapers || Download paper

  22. The risk premium and long-run global imbalances. (2015). Naknoi, Kanda ; Chien, YiLi.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:299-315.

    Full description at Econpapers || Download paper

  23. External constraints and endogenous growth: Why didnt some countries benefit from capital flows?. (2015). Nourry, Carine ; Leon-Ledesma, Miguel ; Gente, Karine.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:223-249.

    Full description at Econpapers || Download paper

  24. Financial structure, corporate savings and current account imbalances. (2015). Yao, Yang ; Wei, Shang-Jin ; Tan, Zhibo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:142-167.

    Full description at Econpapers || Download paper

  25. The domestic and international effects of interstate U.S. banking. (2015). Stebunovs, Viktors ; Ghironi, Fabio ; Cacciatore, Matteo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:95:y:2015:i:2:p:171-187.

    Full description at Econpapers || Download paper

  26. An OLG model of global imbalances. (2015). Eugeni, Sara.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:95:y:2015:i:1:p:83-97.

    Full description at Econpapers || Download paper

  27. Financial Integration and Growth in a Risky World. (2015). Rey, Helene ; Coeurdacier, Nicolas ; Winant, Pablo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11009.

    Full description at Econpapers || Download paper

  28. Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results. (2015). Heinemann, Maik .
    In: Working Papers.
    RePEc:bdp:wpaper:2015019.

    Full description at Econpapers || Download paper

  29. International Capital Flows in the Model with Limited Commitment and Incomplete Markets. (2014). Zhang, Haiping ; von Hagen, Juergen ; Vonhagen, Jurgen.
    In: Open Economies Review.
    RePEc:kap:openec:v:25:y:2014:i:1:p:195-224.

    Full description at Econpapers || Download paper

  30. Modeling financial integration, intra-EMU and Asian-US external imbalances. (2014). Farmer, Karl ; Ban, Irina .
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2014-06.

    Full description at Econpapers || Download paper

  31. Idiosyncratic investment risk and business cycles. (2014). Goldberg, Jonathan E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-05.

    Full description at Econpapers || Download paper

  32. External Adjustment, Global Imbalances, Valuation Effects. (2014). Gourinchas, Pierre-Olivier ; Rey, Hlne .
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-585.

    Full description at Econpapers || Download paper

  33. Growth and Capital Flows with Risky Entrepreneurship. (2014). Sandri, Damiano.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:6:y:2014:i:3:p:102-23.

    Full description at Econpapers || Download paper

  34. Two-Way Capital Flows and Global Imbalances: A Neoclassical Approach. (2013). Wen, Yi ; Wang, Pengfei ; Xu, Zhiwei.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:406.

    Full description at Econpapers || Download paper

  35. External Adjustment, Global Imbalances and Valuation Effects. (2013). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19240.

    Full description at Econpapers || Download paper

  36. Credit-crunch dynamics with uninsured investment risk. (2013). Goldberg, Jonathan E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-47.

    Full description at Econpapers || Download paper

  37. External Adjustment, Global Imbalances and Valuation Effects. (2013). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9566.

    Full description at Econpapers || Download paper

  38. External Constraints and Endogenous Growth: Why Didn’t Some Countries Benefit from Capital Flows?. (2013). Nourry, Carine ; Leon-Ledesma, Miguel ; Gente, Karine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1329.

    Full description at Econpapers || Download paper

  39. Capital Mobility and International Sharing of Cyclical Risk. (2012). Quadrini, Vincenzo ; Mendoza, Enrique ; Bengui, Julien.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18372.

    Full description at Econpapers || Download paper

  40. Financial globalization, inequality, and the raising of public debt. (2012). de Francisco, Eva ; Azzimonti, Marina ; Quadrini, Vincenzo.
    In: Working Papers.
    RePEc:fip:fedpwp:12-6.

    Full description at Econpapers || Download paper

  41. Two-way capital flows and global imbalances: a neoclassical approach. (2012). Xu, Zhiwei ; Wen, Yi ; Wang, Pengfei.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-016.

    Full description at Econpapers || Download paper

  42. The risk premium and long-run global imbalances. (2012). Naknoi, Kanda ; Chien, YiLi.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-009.

    Full description at Econpapers || Download paper

  43. Reserve Accumulation, Growth and Financial Crises. (2012). Fornaro, Luca ; Benigno, Gianluca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9224.

    Full description at Econpapers || Download paper

  44. Credit Constraints and Growth in a Global Economy. (2012). Jin, Keyu ; Guibaud, Stéphane ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9109.

    Full description at Econpapers || Download paper

  45. Financial Globalization, Inequality, and the Raising of Public Debt. (2012). de Francisco, Eva ; Azzimonti, Marina ; Quadrini, Vincenzo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8893.

    Full description at Econpapers || Download paper

  46. International Capital Flows with Limited Commitment and Incomplete Markets. (2012). Zhang, Haiping ; von Hagen, Juergen.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8750.

    Full description at Econpapers || Download paper

  47. Financial globalization and the raising of public debt. (2011). de Francisco, Eva ; Azzimonti, Marina ; Quadrini, Vincenzo.
    In: Working Papers.
    RePEc:tow:wpaper:2011-03.

    Full description at Econpapers || Download paper

  48. International Capital Flows with Limited Commitment and Incomplete Markets. (2011). Zhang, Haiping ; von Hagen, Jurgen.
    In: Working Papers.
    RePEc:siu:wpaper:17-2011.

    Full description at Econpapers || Download paper

  49. The Risk Premium and Long-Run Global Imbalances. (2011). Naknoi, Kanda ; Chien, YiLi.
    In: Purdue University Economics Working Papers.
    RePEc:pur:prukra:1266.

    Full description at Econpapers || Download paper

  50. Credit constraints and growth in a global economy. (2011). Guibaud, Stéphane ; Coeurdacier, Nicolas ; Jin, Keyu .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:35706.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-20 14:30:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.